# EDGAR Filing Document

**Accession Number:** 0000892538
**File Stem:** 0001752724-23-070705
**Filing Date:** 2023-3
**Character Count:** 796210
**Document Hash:** 2ded5ed9bbd3ca23ec8280a1c794b144
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070705.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-070705

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20230131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SUNAMERICA SERIES TRUST
- **CENTRAL INDEX KEY:** 0000892538
- **IRS NUMBER:** 137002445
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07238
- **FILM NUMBER:** 23772245

**BUSINESS ADDRESS:**
- **STREET 1:** 21650 OXNARD STREET, 10TH FLOOR
- **CITY:** WOODLAND HILLS
- **STATE:** CA
- **ZIP:** 91367
- **BUSINESS PHONE:** 201-324-6378

**MAIL ADDRESS:**
- **STREET 1:** HARBORSIDE 5
- **STREET 2:** 185 HUDSON STREET, SUITE 3300
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07311

## Series and Classes Contracts Data

### SA JPMorgan MFS Core Bond Portfolio (Series ID: S000008102)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000022029 | Class 1      |  |
| C000022030 | Class 2      |  |
| C000022031 | Class 3      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SUNAMERICA SERIES TRUST

- **b. Investment Company Act file number:** 811-07238

- **c. CIK number of Registrant:** 0000892538

- **d. LEI of Registrant:** 549300YDIAXUNCUXFM44

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

  - **Street Address 1:** 21650 Oxnard Street, 10th Floor

  - **City:** Woodland Hills

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 91367

  - **Telephone number:** 800-445-7862

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

- **a. Name of Series:** SA JPMorgan MFS Core Bond Portfolio

- **b. EDGAR series identifier (if any):** S000008102

- **c. LEI of Series:** NUJO4J5K8U32DYTBRC38

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

- **a. Date of fiscal year-end:** 2023-01-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $1729782423.24

**Total Liabilities:** $15027134.79

**Net Assets:** $1714755288.45

**Delayed Delivery Securities:** $2631143.16

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1815.02000000 | **1-Year:** -40337.80000000 | **5-Year:** -136967.75000000 | **10-Year:** -169508.17000000 | **30-Year:** -88720.88000000

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

- **3-Month:** -801.01000000 | **1-Year:** -18087.48000000 | **5-Year:** -42910.60000000 | **10-Year:** -24308.19000000 | **30-Year:** -9584.80000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000022029 | 3.54%                | -0.51%               | 3.56%                |
| Class ID C000022031 | 3.50%                | -0.64%               | 3.60%                |
| Class ID C000022030 | 3.58%                | -0.51%               | 3.57%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-884650.07              | $48944519.00                               |
| Month 2  | $-980556.15              | $-10666113.44                              |
| Month 3  | $-1183792.24             | $52040312.98                               |

**Designated Index Information**

- **Index Name:** Barclays US Aggregate

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                                  | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179XLE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2076811 | PA      | $1963226.72   | 0.11%             | 2052-11-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                                                      | Crown Castle Inc                                                                | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    858000 | PA      | $827785.24    | 0.05%             | 2026-06-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Flagship Credit Auto Trust                                            | Flagship Credit Auto Trust 2022-4                                               | CUSIP: 33843XAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1768825.01   | 0.10%             | 2028-10-16      | Fixed         | 7.71%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171161 | PA      | $150038.53    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                  | Bank of America Corp                                                            | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    705000 | PA      | $689419.94    | 0.04%             | 2028-04-27      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                                                  | Westpac Banking Corp                                                            | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1841000 | PA      | $1718310.75   | 0.10%             | 2030-02-04      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| AMERICAN WATER CAPITAL C                                              | American Water Capital Corp                                                     | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $447143.05    | 0.03%             | 2030-05-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138E2LH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105996 | PA      | $102307.25    | 0.01%             | 2042-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                              | Capital One Financial Corp                                                      | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    475000 | PA      | $377401.75    | 0.02%             | 2032-11-02      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                              | Element Fleet Management Corp                                                   | CUSIP: 286181AF9<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1642000 | PA      | $1565859.49   | 0.09%             | 2024-04-06      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    689380 | PA      | $660712.35    | 0.04%             | 2045-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ANALOG DEVICES INC                                                    | Analog Devices Inc                                                              | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    473000 | PA      | $366626.11    | 0.02%             | 2041-10-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| BIMBO BAKERIES USA INC                                                | Bimbo Bakeries USA Inc                                                          | CUSIP: 09031WAA1<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    445000 | PA      | $358327.35    | 0.02%             | 2051-05-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EQUINIX INC                                                           | Equinix Inc                                                                     | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   2406000 | PA      | $1998624.67   | 0.12%             | 2030-07-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| BROWN & BROWN INC                                                     | Brown & Brown Inc                                                               | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    910000 | PA      | $732892.90    | 0.04%             | 2031-03-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| EVERGY INC                                                            | Evergy Inc                                                                      | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    450000 | PA      | $400184.03    | 0.02%             | 2029-09-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                                                   | American Tower Corp                                                             | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    610000 | PA      | $516155.78    | 0.03%             | 2028-01-31      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                               | BPCE SA                                                                         | CUSIP: 05578QAD5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2200000 | PA      | $2142084.69   | 0.12%             | 2025-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                                               | Walt Disney Co/The                                                              | CUSIP: 254687DD5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    540000 | PA      | $528020.76    | 0.03%             | 2025-10-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| American Homes 4 Rent                                                 | American Homes 4 Rent 2015-SFR2 Trust                                           | CUSIP: 02666BAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $493150.55    | 0.03%             | 2052-10-17      | Fixed         | 6.07%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1244870 | PA      | $1082602.02   | 0.06%             | 2042-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                                          | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2581000 | PA      | $1973552.38   | 0.12%             | 2036-11-15      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| UNITED AIR 2018-1 A PTT                                               | United Airlines 2018-1 Class A Pass Through Trust                               | CUSIP: 90931VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    631109 | PA      | $539186.00    | 0.03%             | 2030-03-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                               | Jersey Central Power & Light Co                                                 | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    245000 | PA      | $238757.48    | 0.01%             | 2026-01-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    355000 | PA      | $362861.71    | 0.02%             | 2028-09-13      | Fixed         | 5.41%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132L6HF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    388203 | PA      | $382968.77    | 0.02%             | 2044-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                                     | NatWest Group PLC                                                               | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197419.67    | 0.01%             | 2025-03-22      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| Alabama Power Co                                                      | Alabama Power Co                                                                | CUSIP: 010392EC8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105859.03    | 0.01%             | 2033-02-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                                                   | American Tower Corp                                                             | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    300000 | PA      | $245791.04    | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Northern Trust Corp                                                   | Northern Trust Corp                                                             | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97247.20     | 0.01%             | 2032-05-08      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3739000 | PA      | $3538759.01   | 0.21%             | 2027-02-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| RAYTHEON TECH CORP                                                    | Raytheon Technologies Corp                                                      | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    225000 | PA      | $189172.36    | 0.01%             | 2046-11-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                                                          | Comcast Corp                                                                    | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    630000 | PA      | $611786.79    | 0.04%             | 2034-08-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| NATIONAL RETAIL PROP INC                                              | National Retail Properties Inc                                                  | CUSIP: 637417AH9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    291000 | PA      | $285081.09    | 0.02%             | 2025-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4241000 | PA      | $2492084.50   | 0.15%             | 2050-05-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Carvana Auto Receivables Trust                                        | Carvana Auto Receivables Trust 2019-3                                           | CUSIP: 14686XAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1674169 | PA      | $1654530.53   | 0.10%             | 2025-04-15      | Fixed         | 3.04%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   4800000 | PA      | $3939278.60   | 0.23%             | 2030-07-17      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $129146.48    | 0.01%             | 2045-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE                                                        | Public Storage                                                                  | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    315000 | PA      | $276528.04    | 0.02%             | 2028-11-09      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                              | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAD3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   3833000 | PA      | $3786928.98   | 0.22%             | 2024-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                              | Lloyds Banking Group PLC                                                        | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    221000 | PA      | $214502.52    | 0.01%             | 2028-03-22      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CAMERON LNG LLC                                                       | Cameron LNG LLC                                                                 | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    479000 | PA      | $408259.96    | 0.02%             | 2039-01-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                               | HCA Inc                                                                         | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $989393.03    | 0.06%             | 2052-03-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    230000 | PA      | $206735.12    | 0.01%             | 2026-01-30      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| ARROW ELECTRONICS INC                                                 | Arrow Electronics Inc                                                           | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2156679.59   | 0.13%             | 2032-02-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $953542.08    | 0.06%             | 2028-04-24      | Fixed         | 3.71%                 | No            | 2                  | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                              | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09256BAH0<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    110000 | PA      | $93799.74     | 0.01%             | 2045-07-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66                                                           | Phillips 66 Co                                                                  | CUSIP: 718547AN2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    106000 | PA      | $100365.28    | 0.01%             | 2046-10-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138EQ7L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245282 | PA      | $242338.34    | 0.01%             | 2043-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MEITUAN                                                               | Meituan                                                                         | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |   1263000 | PA      | $1027818.99   | 0.06%             | 2030-10-28      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                                                   | American Tower Corp                                                             | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    615000 | PA      | $463914.95    | 0.03%             | 2049-10-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38376CR35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    620507 | PA      | $628754.36    | 0.04%             | 2039-10-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                              | Enterprise Products Operating LLC                                               | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    180000 | PA      | $165621.67    | 0.01%             | 2054-10-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Apple Inc                                                             | Apple Inc                                                                       | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    519000 | PA      | $442266.51    | 0.03%             | 2045-02-09      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley                                                                  | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     73000 | PA      | $69186.31     | 0.00%             | 2026-07-27      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| MidOcean Credit CLO                                                   | MidOcean Credit CLO II                                                          | CUSIP: 59863KAU1<br>LEI: 549300EKSLXKVD2RWW61 | Long             | ABS-CBDO         | CORP              | KY        |   4114474 | PA      | $4011505.17   | 0.23%             | 2030-01-29      | Floating      | 6.45%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4338663 | PA      | $4211854.47   | 0.25%             | 2052-08-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                              | Northwestern Mutual Global Funding                                              | CUSIP: 66815L2D0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    405000 | PA      | $349974.18    | 0.02%             | 2028-06-01      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Brookfield Finance Inc                                                | Brookfield Finance Inc                                                          | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $30579.76     | 0.00%             | 2047-09-20      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140HNWU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    692391 | PA      | $696268.49    | 0.04%             | 2049-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                                               | Duquesne Light Holdings Inc                                                     | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    350000 | PA      | $286464.08    | 0.02%             | 2030-10-01      | Fixed         | 2.53%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6863281.25   | 0.40%             | 2029-06-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| STANDARD INDUSTRIES INC                                               | Standard Industries Inc/NJ                                                      | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   3257000 | PA      | $2784314.46   | 0.16%             | 2030-07-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1330699 | PA      | $1187513.73   | 0.07%             | 2051-10-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| INDIAN RAILWAY FINANCE                                                | Indian Railway Finance Corp Ltd                                                 | CUSIP: 45434L2C7<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |    652000 | PA      | $541851.12    | 0.03%             | 2031-02-10      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| AIR LEASE CORP                                                        | Air Lease Corp                                                                  | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    344000 | PA      | $328913.00    | 0.02%             | 2025-07-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1674169 | PA      | $1494423.80   | 0.09%             | 2051-09-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BOSTON GAS COMPANY                                                    | Boston Gas Co                                                                   | CUSIP: 100743AK9<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |   3510000 | PA      | $3237826.56   | 0.19%             | 2027-08-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140QMU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    864342 | PA      | $757875.18    | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                              | Cleveland Electric Illuminating Co/The                                          | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103094.72    | 0.01%             | 2036-12-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Voya CLO Ltd                                                          | Voya 2012-4 Ltd                                                                 | CUSIP: 92916GBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    446999 | PA      | $417410.35    | 0.02%             | 2030-10-15      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| SS&C Technologies Inc                                                 | SS&C Technologies Inc                                                           | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   2616000 | PA      | $2515922.83   | 0.15%             | 2027-09-30      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BXMT Ltd                                                              | BXMT 2021-FL4 Ltd                                                               | CUSIP: 05609GAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4995500 | PA      | $4640446.34   | 0.27%             | 2038-05-15      | Floating      | 6.01%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                                          | Comcast Corp                                                                    | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $905893.33    | 0.05%             | 2039-11-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Westlake Automobile Receivables Trust                                 | Westlake Automobile Receivables Trust 2023-1                                    | CUSIP: 96042XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1315000 | PA      | $1321387.61   | 0.08%             | 2028-08-15      | Fixed         | 5.74%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418CRF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220302 | PA      | $210552.76    | 0.01%             | 2037-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                    | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $175630.28    | 0.01%             | 2027-09-14      | Fixed         | 1.72%                 | No            | 2                  | On Loan: No      |
| AIR LEASE CORP                                                        | Air Lease Corp                                                                  | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1647000 | PA      | $1680916.21   | 0.10%             | 2027-12-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| REGAL REXNORD CORP                                                    | Regal Rexnord Corp                                                              | CUSIP: 758750AD5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    829000 | PA      | $841613.70    | 0.05%             | 2028-04-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H9PB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1700000 | PA      | $1668969.90   | 0.10%             | 2032-12-25      | Fixed         | 3.82%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140MHS42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    562712 | PA      | $496589.05    | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FORD FOUNDATION/THE                                                   | Ford Foundation/The                                                             | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    175000 | PA      | $114231.61    | 0.01%             | 2070-06-01      | Fixed         | 2.82%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                              | Celanese US Holdings LLC                                                        | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    358000 | PA      | $360748.89    | 0.02%             | 2025-03-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179QT35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    169008 | PA      | $159013.22    | 0.01%             | 2044-11-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36202FUF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37183 | PA      | $37833.18     | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133B2S75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95679 | PA      | $87042.17     | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                              | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    188000 | PA      | $174543.80    | 0.01%             | 2026-07-14      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617YNKD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1933357 | PA      | $2030088.75   | 0.12%             | 2072-04-20      | Floating      | 6.31%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                                  | Glencore Funding LLC                                                            | CUSIP: 378272AF5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1328596.45   | 0.08%             | 2023-05-30      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3928000 | PA      | $3680644.33   | 0.21%             | 2029-01-23      | Fixed         | 3.51%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc                                                            | AbbVie Inc                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    275000 | PA      | $253888.26    | 0.01%             | 2042-11-06      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38378CP92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65600 | PA      | $64834.02     | 0.00%             | 2041-09-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140E0X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    431528 | PA      | $426348.77    | 0.02%             | 2041-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MEAD JOHNSON NUTRITION C                                              | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AH9<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    251000 | PA      | $247018.39    | 0.01%             | 2025-11-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133KNNT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1941450 | PA      | $1772997.14   | 0.10%             | 2052-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fanniemae-Aces                                                        | Fannie Mae-Aces                                                                 | CUSIP: 3136BPHK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1650000 | PA      | $1601594.45   | 0.09%             | 2032-08-25      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                                           | Aker BP ASA                                                                     | CUSIP: 55037AAA6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    254000 | PA      | $230126.12    | 0.01%             | 2026-07-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| MASCO CORP                                                            | Masco Corp                                                                      | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    170000 | PA      | $137745.16    | 0.01%             | 2030-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN ELECTRIC POWER                                               | American Electric Power Co Inc                                                  | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1608000 | PA      | $1728225.35   | 0.10%             | 2032-11-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWEQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1824231 | PA      | $1711022.93   | 0.10%             | 2052-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| USASF Receivables LLC                                                 | US Auto Funding Trust 2022-1                                                    | CUSIP: 90355FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2113906.08   | 0.12%             | 2025-12-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Renew Financial                                                       | Renew 2017-1                                                                    | CUSIP: 75973LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    121791 | PA      | $112397.81    | 0.01%             | 2052-09-20      | Fixed         | 3.67%                 | No            | 2                  | On Loan: No      |
| Fanniemae-Aces                                                        | Fannie Mae-Aces                                                                 | CUSIP: 3136AVYL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    264623 | PA      | $247556.64    | 0.01%             | 2026-12-25      | Variable      | 2.47%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50032 | PA      | $42091.61     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137B36J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    236283 | PA      | $235468.28    | 0.01%             | 2023-02-25      | Variable      | 3.32%                 | No            | 2                  | On Loan: No      |
| Halliburton Co                                                        | Halliburton Co                                                                  | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83196.32     | 0.00%             | 2035-11-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6050000 | PA      | $4407519.50   | 0.26%             | 2041-08-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Airbus SE                                                             | Airbus SE                                                                       | CUSIP: 009279AC4<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $130703.53    | 0.01%             | 2047-04-10      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| RAYTHEON TECH CORP                                                    | Raytheon Technologies Corp                                                      | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    225000 | PA      | $215830.00    | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Continental Credit Card llc                                           | Continental Finance Credit Card ABS Master Trust                                | CUSIP: 66981PAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1648031.85   | 0.10%             | 2030-10-15      | Fixed         | 6.19%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp                                                      | BAT Capital Corp                                                                | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    613000 | PA      | $467011.41    | 0.03%             | 2047-08-15      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Strip Coupon                                             | CUSIP: 912833WR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1260000 | PA      | $1022186.06   | 0.06%             | 2028-11-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM 2015-PC1 Mortgage Trust                                                    | CUSIP: 12593GAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1137175 | PA      | $1106221.21   | 0.06%             | 2050-07-10      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                                               | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $195634.35    | 0.01%             | 2026-05-19      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| QUALCOMM INC                                                          | QUALCOMM Inc                                                                    | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    290000 | PA      | $273738.74    | 0.02%             | 2052-05-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31417SBP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13424 | PA      | $13772.20     | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                                   | Southern California Edison Co                                                   | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191702.47    | 0.01%             | 2028-03-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                                                        | Amazon.com Inc                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    655000 | PA      | $580078.39    | 0.03%             | 2052-04-13      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31417MLN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9017 | PA      | $9214.38      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Diversified ABS Phase III LLC                                         | Diversified Abs Phase III LLC                                                   | CUSIP: 255125AB2<br>LEI: 549300TKTDRB5WEDGC48 | Long             | ABS-O            | CORP              | US        |   2498686 | PA      | $2298791.44   | 0.13%             | 2039-04-28      | Fixed         | 4.88%                 | No            | 3                  | On Loan: No      |
| Diversified ABS Phase VI LLC                                          | Diversified Abs Phase VI LLC                                                    | CUSIP: 25512VAA7<br>LEI: 549300N7EGAMCATEDO05 | Long             | ABS-O            | CORP              | US        |   1218937 | PA      | $1186893.43   | 0.07%             | 2039-11-28      | Fixed         | 7.50%                 | No            | 3                  | On Loan: No      |
| Flagship Credit Auto Trust                                            | Flagship Credit Auto Trust 2019-4                                               | CUSIP: 33845FAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1824707.94   | 0.11%             | 2026-01-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 31398T7G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83384 | PA      | $81655.24     | 0.00%             | 2040-10-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Small Business Administration Participation Certs                     | United States Small Business Administration                                     | CUSIP: 83162CVP5<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    587341 | PA      | $543453.23    | 0.03%             | 2033-06-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Constellation Brands Inc                                              | Constellation Brands Inc                                                        | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84791.91     | 0.00%             | 2048-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133BJPF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    411404 | PA      | $360323.80    | 0.02%             | 2052-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1081449 | PA      | $993356.08    | 0.06%             | 2052-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1983302 | PA      | $1724790.20   | 0.10%             | 2042-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140QM6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1828950 | PA      | $1663094.59   | 0.10%             | 2052-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38377DD94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    596697 | PA      | $608699.34    | 0.04%             | 2040-08-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Duke Energy Indiana LLC                                               | Duke Energy Indiana LLC                                                         | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107727.30    | 0.01%             | 2035-10-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| CoreVest American Finance Ltd                                         | Corevest American Finance 2019-1 Trust                                          | CUSIP: 21872FAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1025000 | PA      | $997950.87    | 0.06%             | 2052-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38376RMJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    628543 | PA      | $626941.46    | 0.04%             | 2065-12-20      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| L3HARRIS TECH INC                                                     | L3Harris Technologies Inc                                                       | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    410000 | PA      | $329182.02    | 0.02%             | 2031-01-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140K4M49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69913 | PA      | $62630.55     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7XB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13113 | PA      | $13491.38     | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Air Lease Corp                                                        | Air Lease Corp                                                                  | CUSIP: 00912XBA1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    194000 | PA      | $186060.30    | 0.01%             | 2025-03-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN INC                                                          | 7-Eleven Inc                                                                    | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    266000 | PA      | $187119.16    | 0.01%             | 2041-02-10      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                                                   | Global Payments Inc                                                             | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $873095.47    | 0.05%             | 2031-11-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                              | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2618000 | PA      | $2174407.44   | 0.13%             | 2052-03-15      | Fixed         | 5.14%                 | No            | 2                  | On Loan: No      |
| Toledo Hospital/The                                                   | Toledo Hospital/The                                                             | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |   1296000 | PA      | $1304620.43   | 0.08%             | 2038-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                               | Piedmont Healthcare Inc                                                         | CUSIP: 72014TAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $303043.18    | 0.02%             | 2052-01-01      | Fixed         | 2.86%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140QDKQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2406421 | PA      | $2130126.30   | 0.12%             | 2050-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp                                                            | CUSIP: 060505EN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3305000 | PA      | $3306322.00   | 0.19%             | 2025-03-17      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LONDON                                                 | Macquarie Bank Ltd/London                                                       | CUSIP: 556079AB7<br>LEI: 549300MPRNPO6FWNKN78 | Long             | DBT              | CORP              | AU        |   3380000 | PA      | $3111380.48   | 0.18%             | 2027-03-08      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust                                        | Mariner Finance Issuance Trust 2019-A                                           | CUSIP: 56847MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1075000 | PA      | $1027634.00   | 0.06%             | 2032-07-20      | Fixed         | 3.51%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                      | Societe Generale SA                                                             | CUSIP: 83367TBJ7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    676000 | PA      | $654924.19    | 0.04%             | 2025-04-14      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                                          | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    494000 | PA      | $344862.10    | 0.02%             | 2051-11-01      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| CLNC 2019-FL1, Ltd                                                    | CLNC 2019-FL1 Ltd                                                               | CUSIP: 12565DAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1480000 | PA      | $1389166.48   | 0.08%             | 2035-08-20      | Floating      | 7.00%                 | No            | 2                  | On Loan: No      |
| AREIT CRE Trust                                                       | AREIT 2019-CRE3 Trust                                                           | CUSIP: 00217LAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2234000 | PA      | $2161859.45   | 0.13%             | 2036-09-14      | Floating      | 6.15%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    365000 | PA      | $298861.23    | 0.02%             | 2032-07-21      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140F5BK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39990 | PA      | $37925.79     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                  | Saudi Arabian Oil Co                                                            | CUSIP: 80414L2H7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $184332.00    | 0.01%             | 2025-11-24      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Academic Loan Funding Trust                                           | Academic Loan Funding Trust 2013-1                                              | CUSIP: 00389VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137287 | PA      | $133024.34    | 0.01%             | 2044-12-26      | Floating      | 5.31%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38375UUV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2487138 | PA      | $2452158.94   | 0.14%             | 2065-02-20      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9T51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    297587 | PA      | $294313.49    | 0.02%             | 2041-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     86758 | PA      | $80959.18     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    602000 | PA      | $615681.36    | 0.04%             | 2035-10-23      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Eaton Corp                                                            | Eaton Corp                                                                      | CUSIP: 278058DB5<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310743.72    | 0.02%             | 2037-03-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31410LDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126085 | PA      | $128135.93    | 0.01%             | 2041-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Assurant Inc                                                          | Assurant Inc                                                                    | CUSIP: 04621XAH1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    229000 | PA      | $227306.29    | 0.01%             | 2023-09-27      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| SWAP CCPC BANK OF AMERICA COC                                         | SWAP CCPC BANK OF AMERICA COC                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    846225 | NS      | $846224.54    | 0.05%             |  |  |  | No            | N/A                | On Loan: No      |
| OGE ENERGY CORP                                                       | OGE Energy Corp                                                                 | CUSIP: 670837AC7<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    285000 | PA      | $281124.66    | 0.02%             | 2023-05-26      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1699832 | PA      | $1728355.86   | 0.10%             | 2052-12-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                              | CUSIP: 31398KBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    273013 | PA      | $241999.97    | 0.01%             | 2039-10-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4380000 | PA      | $3678262.72   | 0.21%             | 2053-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| UNITED AIR 2016-2 A PTT                                               | United Airlines 2016-2 Class A Pass Through Trust                               | CUSIP: 90932DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    448771 | PA      | $375442.93    | 0.02%             | 2028-10-07      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133BMFU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93199 | PA      | $84678.66     | 0.00%             | 2052-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NEW YORK LIFE INSURANCE                                               | New York Life Insurance Co                                                      | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    305000 | PA      | $272365.32    | 0.02%             | 2069-05-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                              | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    330000 | PA      | $340503.97    | 0.02%             | 2028-01-13      | Fixed         | 5.52%                 | No            | 2                  | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                              | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     70000 | PA      | $68338.69     | 0.00%             | 2026-04-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                        | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    272000 | PA      | $236034.48    | 0.01%             | 2031-01-22      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                              | Duke Energy Progress LLC                                                        | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    320000 | PA      | $224677.09    | 0.01%             | 2051-08-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| AXALTA COATING SYSTEMS                                                | Axalta Coating Systems LLC                                                      | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1397500.00   | 0.08%             | 2029-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CAMPBELL SOUP CO                                                      | Campbell Soup Co                                                                | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    145000 | PA      | $106095.35    | 0.01%             | 2050-04-24      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Apple Inc                                                             | Apple Inc                                                                       | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    362000 | PA      | $325865.09    | 0.02%             | 2046-08-04      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                     | HSBC Holdings PLC                                                               | CUSIP: 404280CQ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3212000 | PA      | $2722973.00   | 0.16%             | 2031-03-09      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138EQGD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    854239 | PA      | $885730.44    | 0.05%             | 2038-03-01      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| SPIRIT AIR 2017-1 PTT AA                                              | Spirit Airlines Pass Through Trust 2017-1AA                                     | CUSIP: 84858WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    161316 | PA      | $142492.31    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Parallel Ltd                                                          | Parallel 2015-1 Ltd                                                             | CUSIP: 69915VAS9<br>LEI: 549300IVH7GEF68EFD31 | Long             | ABS-CBDO         | CORP              | KY        |    680000 | PA      | $667369.68    | 0.04%             | 2027-07-20      | Floating      | 6.56%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140EWZG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7724 | PA      | $7606.91      | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                | Anglo American Capital PLC                                                      | CUSIP: 034863AZ3<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1326000 | PA      | $1159998.42   | 0.07%             | 2028-03-17      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31417G5A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321123 | PA      | $309474.60    | 0.02%             | 2043-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1356404 | PA      | $1179606.49   | 0.07%             | 2042-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                              | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    465000 | PA      | $408058.97    | 0.02%             | 2027-06-14      | Fixed         | 1.67%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                                          | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2538000 | PA      | $1970392.17   | 0.11%             | 2035-11-15      | Fixed         | 3.14%                 | No            | 2                  | On Loan: No      |
| Fanniemae-Aces                                                        | Fannie Mae-Aces                                                                 | CUSIP: 3136BNET9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2470000 | PA      | $2107125.38   | 0.12%             | 2032-04-25      | Variable      | 2.08%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31410LK35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177252 | PA      | $175050.22    | 0.01%             | 2042-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWD59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    886359 | PA      | $776657.51    | 0.05%             | 2052-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1247099.21   | 0.07%             | 2028-06-05      | Fixed         | 3.69%                 | No            | 2                  | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    270000 | PA      | $241442.85    | 0.01%             | 2044-06-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| School District of Philadelphia/The                                   | PHILADELPHIA PA SCH DIST                                                        | CUSIP: 717883TZ5<br>LEI: 254900HSKDHZKBZCUL90 | Long             | DBT              | MUN               | US        |    840000 | PA      | $974297.52    | 0.06%             | 2040-06-01      | Fixed         | 6.77%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133B9KD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    983923 | PA      | $862266.73    | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fanniemae-Aces                                                        | Fannie Mae-Aces                                                                 | CUSIP: 3136BLW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2400000 | PA      | $1950727.92   | 0.11%             | 2031-11-25      | Variable      | 1.71%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138ETEE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    581875 | PA      | $591340.25    | 0.03%             | 2044-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 3620A3ZW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5421 | PA      | $5440.46      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DBWF Mortgage Trust                                                   | DBWF Mortgage Trust                                                             | CUSIP: 23306NAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $903458.60    | 0.05%             | 2034-06-10      | Variable      | 3.42%                 | No            | 2                  | On Loan: No      |
| HF SINCLAIR CORP                                                      | HF Sinclair Corp                                                                | CUSIP: 403949AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $267349.99    | 0.02%             | 2026-04-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    351200 | PA      | $347550.81    | 0.02%             | 2039-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| LoanCore 2019-CRE2 Issuer, Ltd.                                       | LoanCore 2019-CRE2 Issuer Ltd                                                   | CUSIP: 53946JAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    501000 | PA      | $492261.26    | 0.03%             | 2036-05-15      | Floating      | 6.91%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2990000 | PA      | $2247522.27   | 0.13%             | 2041-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| DELL INT LLC / EMC CORP                                               | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    733000 | PA      | $739118.52    | 0.04%             | 2028-02-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AMSR Trust                                                            | AMSR 2020-SFR3 Trust                                                            | CUSIP: 001807AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1535000 | PA      | $1386025.33   | 0.08%             | 2037-09-17      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                            | Progress Residential 2022-SFR1 Trust                                            | CUSIP: 74333YAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2050000 | PA      | $1742425.59   | 0.10%             | 2041-02-17      | Fixed         | 3.93%                 | No            | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                              | International Flavors & Fragrances Inc                                          | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    143000 | PA      | $132985.12    | 0.01%             | 2048-09-26      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140XDY67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    999785 | PA      | $881172.52    | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| TOLL ROAD INV PART II                                                 | Toll Road Investors Partnership II LP                                           | CUSIP: 88948ABE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2723000 | PA      | $1778907.20   | 0.10%             | 2029-02-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Santander Drive Auto Receivables Trust                                | Santander Drive Auto Receivables Trust 2022-4                                   | CUSIP: 80286FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2316000 | PA      | $2291261.88   | 0.13%             | 2027-02-16      | Fixed         | 4.14%                 | No            | 2                  | On Loan: No      |
| Ohio State University/The                                             | OHIO ST UNIV                                                                    | CUSIP: 677632G96<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    244000 | PA      | $214201.45    | 0.01%             | 2056-12-01      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable LLC                                                 | Time Warner Cable LLC                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   2789000 | PA      | $2218241.69   | 0.13%             | 2042-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                                                       | Nordea Bank Abp                                                                 | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    345000 | PA      | $352702.34    | 0.02%             | 2027-09-22      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $768206.30    | 0.04%             | 2028-01-10      | Fixed         | 3.89%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                     | HSBC Holdings PLC                                                               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    415000 | PA      | $352020.48    | 0.02%             | 2029-08-17      | Fixed         | 2.21%                 | No            | 2                  | On Loan: No      |
| Northrop Grumman Corp                                                 | Northrop Grumman Corp                                                           | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     51000 | PA      | $43569.22     | 0.00%             | 2045-04-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| EQT Corp                                                              | EQT Corp                                                                        | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1442000 | PA      | $1367996.56   | 0.08%             | 2027-10-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| AID-ISRAEL                                                            | Israel Government AID Bond                                                      | CUSIP: 465139VD2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    380000 | PA      | $350192.20    | 0.02%             | 2024-11-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                              | Sumitomo Mitsui Trust Bank Ltd                                                  | CUSIP: 86563VAU3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    711000 | PA      | $677126.00    | 0.04%             | 2024-03-25      | Fixed         | 0.85%                 | No            | 2                  | On Loan: No      |
| Consumer Receivables Asset Investment Trust                           | Consumer Receivables Asset Investment Trust 2021-1                              | CUSIP: 21056K104<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    579118 | PA      | $581440.00    | 0.03%             | 2024-12-15      | Floating      | 8.38%                 | No            | 2                  | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                              | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    334000 | PA      | $273202.85    | 0.02%             | 2050-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179UQ62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37737 | PA      | $37802.54     | 0.00%             | 2049-04-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31407S2R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5502 | PA      | $5640.99      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140J8CF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    517138 | PA      | $510503.20    | 0.03%             | 2045-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6730000 | PA      | $4619514.06   | 0.27%             | 2051-11-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140MHS34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1298768 | PA      | $1150798.01   | 0.07%             | 2052-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp                                                            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1557000 | PA      | $1486143.78   | 0.09%             | 2029-03-05      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                                                   | Global Payments Inc                                                             | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    169000 | PA      | $169428.27    | 0.01%             | 2029-08-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| DH EUROPE FINANCE II                                                  | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    202000 | PA      | $172380.07    | 0.01%             | 2039-11-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| L3HARRIS TECH INC                                                     | L3Harris Technologies Inc                                                       | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195708.19    | 0.01%             | 2035-04-27      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| AMERICAN WATER CAPITAL C                                              | American Water Capital Corp                                                     | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    450000 | PA      | $421559.30    | 0.02%             | 2029-06-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust 2017-C42                                  | CUSIP: 95001GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1910000 | PA      | $1800311.76   | 0.10%             | 2050-12-15      | Fixed         | 3.59%                 | No            | 2                  | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                               | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |   2091000 | PA      | $1952471.25   | 0.11%             | 2026-03-30      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                                              | Electricite de France SA                                                        | CUSIP: 268317AV6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   1201000 | PA      | $1060051.94   | 0.06%             | 2038-09-21      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM 2017-COR2 Mortgage Trust                                                   | CUSIP: 12595EAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5110000 | PA      | $4838548.62   | 0.28%             | 2050-09-10      | Fixed         | 3.51%                 | No            | 2                  | On Loan: No      |
| Exeter Automobile Receivables Trust                                   | Exeter Automobile Receivables Trust 2019-3                                      | CUSIP: 30167EAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1041694 | PA      | $1027085.58   | 0.06%             | 2025-08-15      | Fixed         | 3.11%                 | No            | 2                  | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                 | VOLT XCIV LLC                                                                   | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1544251 | PA      | $1447519.74   | 0.08%             | 2051-02-27      | Variable      | 2.24%                 | No            | 2                  | On Loan: No      |
| PABRIK KERTAS TJIWI KIMIA BL                                          | PABRIK KERTAS TJIWI KIMIA BL                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    598521 | PA      | $149630.29    | 0.01%             | 2029-04-30      | Floating      | 2.00%                 | Yes           | 3                  | On Loan: No      |
| Airbus SE                                                             | Airbus SE                                                                       | CUSIP: 009279AA8<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |    245000 | PA      | $232196.02    | 0.01%             | 2027-04-10      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                | Verizon Communications Inc                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1354000 | PA      | $1267795.63   | 0.07%             | 2036-01-15      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| MICROSOFT CORP                                                        | Microsoft Corp                                                                  | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     91000 | PA      | $68898.51     | 0.00%             | 2062-03-17      | Fixed         | 3.04%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133B93V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    802651 | PA      | $703491.85    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp                                                      | Duke Energy Corp                                                                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    705000 | PA      | $559573.11    | 0.03%             | 2046-09-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| FirstKey Homes 2020-SFR1 Trust                                        | FirstKey Homes 2020-SFR1 Trust                                                  | CUSIP: 33767MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1372873.05   | 0.08%             | 2037-08-17      | Fixed         | 2.24%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418ASY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228510 | PA      | $212203.33    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                               | Hyundai Capital America                                                         | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    260000 | PA      | $230791.95    | 0.01%             | 2027-10-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                              | Lloyds Banking Group PLC                                                        | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195248.42    | 0.01%             | 2025-12-10      | Fixed         | 4.58%                 | No            | 2                  | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                              | Wisconsin Electric Power Co                                                     | CUSIP: 976656CH9<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105610.73    | 0.01%             | 2025-06-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| ALCON FINANCE CORP                                                    | Alcon Finance Corp                                                              | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    716000 | PA      | $665535.87    | 0.04%             | 2026-09-23      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3900000 | PA      | $3146355.46   | 0.18%             | 2045-02-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                    | Energy Transfer LP                                                              | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     98000 | PA      | $97122.46     | 0.01%             | 2026-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ALCON FINANCE CORP                                                    | Alcon Finance Corp                                                              | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1554378.31   | 0.09%             | 2029-09-23      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones SAU                                              | Telefonica Emisiones SA                                                         | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    265000 | PA      | $230394.23    | 0.01%             | 2038-03-06      | Fixed         | 4.67%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138L9AZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1518319 | PA      | $1428025.20   | 0.08%             | 2030-02-01      | Fixed         | 2.92%                 | No            | 2                  | On Loan: No      |
| VALERO ENERGY CORP                                                    | Valero Energy Corp                                                              | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    251000 | PA      | $225998.67    | 0.01%             | 2027-09-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31400GQN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20931 | PA      | $21502.20     | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                                      | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    555000 | PA      | $543287.55    | 0.03%             | 2024-09-18      | Fixed         | 2.22%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140MSMG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    305831 | PA      | $277871.19    | 0.02%             | 2052-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL                                                 | TotalEnergies Capital International SA                                          | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    760000 | PA      | $605762.33    | 0.04%             | 2041-06-29      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                | Verizon Communications Inc                                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98098.70     | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617FRAU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1714715 | PA      | $1813706.81   | 0.11%             | 2072-07-20      | Floating      | 6.36%                 | No            | 2                  | On Loan: No      |
| AON GLOBAL LTD                                                        | Aon Global Ltd                                                                  | CUSIP: 00185AAF1<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    360000 | PA      | $353469.49    | 0.02%             | 2024-06-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                              | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2922000 | PA      | $2494901.43   | 0.15%             | 2042-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                                          | Broadcom Inc                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1552000 | PA      | $1424523.42   | 0.08%             | 2037-05-15      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138ENAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    468176 | PA      | $475794.11    | 0.03%             | 2043-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    335000 | PA      | $301366.44    | 0.02%             | 2026-10-29      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| DICK'S SPORTING GOODS                                                 | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   2038000 | PA      | $1667532.52   | 0.10%             | 2032-01-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 3620ALND2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14510 | PA      | $14601.68     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    745000 | PA      | $552730.44    | 0.03%             | 2041-05-11      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38375B7F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    525183 | PA      | $523623.72    | 0.03%             | 2063-07-20      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                  | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2525000 | PA      | $2453668.75   | 0.14%             | 2030-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2438579 | PA      | $2135467.74   | 0.12%             | 2052-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| UNITED AIR 2018-1 AA PTT                                              | United Airlines 2018-1 Class AA Pass Through Trust                              | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    442585 | PA      | $393297.75    | 0.02%             | 2030-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Equinor ASA                                                           | Equinor ASA                                                                     | CUSIP: 85771PAX0<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     90000 | PA      | $88152.96     | 0.01%             | 2024-11-10      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                                          | Broadcom Inc                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1069025.92   | 0.06%             | 2030-11-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36296V7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50448 | PA      | $51174.68     | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                              | International Flavors & Fragrances Inc                                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    290000 | PA      | $250963.01    | 0.01%             | 2027-10-15      | Fixed         | 1.83%                 | No            | 2                  | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                                       | LoanCore 2018-CRE1 Issuer Ltd                                                   | CUSIP: 53946MAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1025000 | PA      | $998452.09    | 0.06%             | 2028-05-15      | Floating      | 7.01%                 | No            | 2                  | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                              | Martin Marietta Materials Inc                                                   | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    208000 | PA      | $197274.39    | 0.01%             | 2027-06-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| TRISTATE GEN&TRANS ASSN                                               | Tri-State Generation and Transmission Association Inc                           | CUSIP: 89566EAK4<br>LEI: 549300VDHNFNPADSSV98 | Long             | DBT              | CORP              | US        |    103000 | PA      | $80236.45     | 0.00%             | 2046-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| KANSAS CITY SOUTHERN                                                  | Kansas City Southern/Old                                                        | CUSIP: 485170BB9<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    382000 | PA      | $357574.08    | 0.02%             | 2048-05-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| UNITED AIR 2018-1 B PTT                                               | United Airlines 2018-1 Class B Pass Through Trust                               | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216405 | PA      | $200113.23    | 0.01%             | 2026-03-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| LP LMS 2021 1 ASSET                                                   | LP LMS 2021 1 ASSET                                                             | CUSIP: 50214GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    421643 | PA      | $416823.41    | 0.02%             | 2028-10-15      | Fixed         | 3.23%                 | No            | 2                  | On Loan: No      |
| SOUTHERN NATURAL GAS                                                  | Southern Natural Gas Co LLC                                                     | CUSIP: 843452AZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $158095.93    | 0.01%             | 2032-03-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                              | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    260000 | PA      | $200993.43    | 0.01%             | 2033-02-01      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                 | Athene Global Funding                                                           | CUSIP: 04685A2U4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    470000 | PA      | $418466.78    | 0.02%             | 2026-01-08      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| PFP III                                                               | PFP 2021-7 Ltd                                                                  | CUSIP: 69290LAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    852957 | PA      | $795161.81    | 0.05%             | 2038-04-14      | Floating      | 6.10%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                              | Virginia Electric and Power Co                                                  | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    180000 | PA      | $163790.59    | 0.01%             | 2044-02-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2098604.10   | 0.12%             | 2029-07-23      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3131XVRK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91492 | PA      | $87489.43     | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JAZZ SECURITIES DAC                                                   | Jazz Securities DAC                                                             | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |   2540000 | PA      | $2317343.60   | 0.14%             | 2029-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM 2015-LC19 Mortgage Trust                                                   | CUSIP: 200474BC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4812196.00   | 0.28%             | 2048-02-10      | Fixed         | 3.18%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM 2015-CCRE25 Mortgage Trust                                                 | CUSIP: 12593PAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $607284.69    | 0.04%             | 2048-08-10      | Fixed         | 3.76%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                              | CUSIP: 31397PHS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    277238 | PA      | $226291.55    | 0.01%             | 2037-11-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31416BLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51953 | PA      | $54410.81     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                       | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                          | CUSIP: 03880RAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1850500 | PA      | $1768297.46   | 0.10%             | 2036-11-15      | Floating      | 6.75%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                                           | Oracle Corp                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     54000 | PA      | $46602.51     | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Cent CLO LP                                                           | Columbia Cent CLO 28 Ltd                                                        | CUSIP: 197361AU2<br>LEI: 549300K7BI8XA1XTMK83 | Long             | ABS-CBDO         | CORP              | KY        |   2328072 | PA      | $2198482.20   | 0.13%             | 2030-11-07      | Floating      | 6.68%                 | No            | 2                  | On Loan: No      |
| F&G GLOBAL FUNDING                                                    | F&G Global Funding                                                              | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    380000 | PA      | $343558.62    | 0.02%             | 2026-06-30      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4545000 | PA      | $3245946.69   | 0.19%             | 2050-02-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BLACKSTONE SECURED LEND                                               | Blackstone Secured Lending Fund                                                 | CUSIP: 09261LAD0<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    390000 | PA      | $387368.52    | 0.02%             | 2023-07-14      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617NFU31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1622567 | PA      | $1533950.29   | 0.09%             | 2050-08-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                               | HCA Inc                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    335000 | PA      | $315761.76    | 0.02%             | 2039-06-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                 | VOLT XCVII LLC                                                                  | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1376598 | PA      | $1246386.07   | 0.07%             | 2051-04-25      | Variable      | 2.24%                 | No            | 2                  | On Loan: No      |
| Oportun Funding LLC                                                   | Oportun Issuance Trust 2021-B                                                   | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $992920.39    | 0.06%             | 2031-05-08      | Fixed         | 1.47%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36177TZQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    748193 | PA      | $747562.45    | 0.04%             | 2042-12-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Accelerated Assets                                                    | Accelerated 2021-1H LLC                                                         | CUSIP: 00439KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    893063 | PA      | $791560.26    | 0.05%             | 2040-10-20      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Arrow Electronics Inc                                                 | Arrow Electronics Inc                                                           | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    133000 | PA      | $125053.89    | 0.01%             | 2028-01-12      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140KHW31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210861 | PA      | $189441.38    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                               | HCA Inc                                                                         | CUSIP: 404119CM9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1514081.88   | 0.09%             | 2042-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF 2015-K44 Mortgage Trust                                                   | CUSIP: 30292NAG8<br>LEI: 549300OFE1DNC7KO4K57 | Long             | ABS-MBS          | USGSE             | US        |   3390000 | PA      | $3284734.74   | 0.19%             | 2048-01-25      | Variable      | 3.72%                 | No            | 2                  | On Loan: No      |
| Pagaya AI Debt Selection Trust                                        | Pagaya AI Debt Selection Trust 2021-1                                           | CUSIP: 69547JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    606608 | PA      | $600493.60    | 0.04%             | 2027-11-15      | Fixed         | 1.18%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    738000 | PA      | $531514.33    | 0.03%             | 2050-10-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    725000 | PA      | $595512.25    | 0.03%             | 2031-05-11      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                                      | BAT Capital Corp                                                                | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3067000 | PA      | $2835022.76   | 0.17%             | 2032-03-16      | Fixed         | 4.74%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3052000 | PA      | $2330368.91   | 0.14%             | 2046-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    483265 | PA      | $394763.35    | 0.02%             | 2040-09-30      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                         | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    910000 | PA      | $757829.10    | 0.04%             | 2032-05-01      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 31394UZB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1397000 | PA      | $1357877.02   | 0.08%             | 2035-12-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                           | MF1 2022-FL8 Ltd                                                                | CUSIP: 55284JAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1327832 | PA      | $1244358.51   | 0.07%             | 2037-02-19      | Floating      | 6.51%                 | No            | 2                  | On Loan: No      |
| BSPRT Issuer, Ltd.                                                    | BSPRT 2021-FL7 Issuer Ltd                                                       | CUSIP: 05602CAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    513000 | PA      | $479674.24    | 0.03%             | 2038-12-15      | Floating      | 7.20%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140QQYH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    424591 | PA      | $436175.75    | 0.03%             | 2052-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66                                                           | Phillips 66 Co                                                                  | CUSIP: 718547AJ1<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225773.31    | 0.01%             | 2029-12-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Freddiemac Strip                                                      | Freddie Mac Strips                                                              | CUSIP: 3128HXKY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    988328 | PA      | $942098.45    | 0.05%             | 2042-07-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 31329QWH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109933 | PA      | $104674.79    | 0.01%             | 2049-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31404JT88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9514 | PA      | $9777.55      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31416BZK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2800 | PA      | $2926.51      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                     | HSBC Holdings PLC                                                               | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $257959.78    | 0.02%             | 2042-01-14      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179XQY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    824918 | PA      | $846425.63    | 0.05%             | 2053-01-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                 | Mexico Government International Bond                                            | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1080000 | PA      | $924274.80    | 0.05%             | 2044-03-08      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                              | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668BB7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1851000 | PA      | $1743665.06   | 0.10%             | 2026-09-26      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                            | Progress Residential 2022-SFR2 Trust                                            | CUSIP: 74332VAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1365115.35   | 0.08%             | 2027-04-17      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                | Credit Suisse Group AG                                                          | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $189001.47    | 0.01%             | 2032-05-14      | Fixed         | 3.09%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                            | Progress Residential 2022-SFR3 Trust                                            | CUSIP: 74331UAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1615000 | PA      | $1480895.89   | 0.09%             | 2039-04-17      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Republic of Peru                                                      | Peruvian Government International Bond                                          | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     54000 | PA      | $54734.36     | 0.00%             | 2050-11-18      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| CORPORATE OFFICE PROP LP                                              | Corporate Office Properties LP                                                  | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    175000 | PA      | $138763.58    | 0.01%             | 2029-01-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                                         | TransDigm Inc                                                                   | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2548602.00   | 0.15%             | 2029-01-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                  | Pretium Mortgage Credit Partners I 2021-NPL1 LLC                                | CUSIP: 741389AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1518572 | PA      | $1427295.38   | 0.08%             | 2060-09-27      | Variable      | 2.24%                 | No            | 2                  | On Loan: No      |
| Nvent Finance Sarl                                                    | nVent Finance Sarl                                                              | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    225000 | PA      | $213631.62    | 0.01%             | 2028-04-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    490000 | PA      | $411159.76    | 0.02%             | 2031-08-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                              | Microchip Technology Inc                                                        | CUSIP: 595017AZ7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    404000 | PA      | $398245.23    | 0.02%             | 2023-09-01      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                                       | LoanCore 2019-CRE3 Issuer Ltd                                                   | CUSIP: 53947DAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    795150 | PA      | $782876.88    | 0.05%             | 2034-04-15      | Floating      | 6.41%                 | No            | 2                  | On Loan: No      |
| BAE SYSTEMS PLC                                                       | BAE Systems PLC                                                                 | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    479000 | PA      | $389889.81    | 0.02%             | 2031-02-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| TRILLION CAPITAL III SENIOR WH                                        | TRILLION CAPITAL III SENIOR WH                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2646751 | PA      | $2646751.28   | 0.15%             | 2024-11-15      | Variable      | 1.00%                 | No            | 3                  | On Loan: No      |
| ABBVIE INC                                                            | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    784000 | PA      | $706380.04    | 0.04%             | 2039-11-21      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Continental Credit Card llc                                           | Continental Finance Credit Card ABS Master Trust                                | CUSIP: 66981PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    990000 | PA      | $936573.07    | 0.05%             | 2028-12-15      | Fixed         | 2.24%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 3620AMF80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18572 | PA      | $18836.69     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| OHIO POWER COMPANY                                                    | Ohio Power Co                                                                   | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    335000 | PA      | $235840.14    | 0.01%             | 2051-10-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57600000 | PA      | $57469500.29  | 3.35%             | 2024-09-30      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418ECH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1009132 | PA      | $907747.21    | 0.05%             | 2042-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                                                      | Crown Castle Inc                                                                | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    797000 | PA      | $760559.36    | 0.04%             | 2028-02-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Cutwater Ltd                                                          | Cutwater 2015-I Ltd                                                             | CUSIP: 23222LAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4810000 | PA      | $4722929.38   | 0.28%             | 2029-01-15      | Floating      | 6.59%                 | No            | 2                  | On Loan: No      |
| SAFEHOLD OPERATING PARTN                                              | Safehold Operating Partnership LP                                               | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |   1200000 | PA      | $954921.20    | 0.06%             | 2031-06-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140MJGA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    496219 | PA      | $417536.54    | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| LYB INTL FINANCE BV                                                   | LYB International Finance BV                                                    | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $269644.13    | 0.02%             | 2044-03-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140QMQA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2184762 | PA      | $2045279.12   | 0.12%             | 2036-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                | Pacific Gas and Electric Co                                                     | CUSIP: 694308JY4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340908.79    | 0.02%             | 2023-11-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                 | Mexico Government International Bond                                            | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $312012.85    | 0.02%             | 2052-02-12      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                                   | Elevance Health Inc                                                             | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103059.56    | 0.01%             | 2028-03-01      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| LIFE STORAGE LP                                                       | Life Storage LP                                                                 | CUSIP: 53227JAD6<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |    255000 | PA      | $204394.56    | 0.01%             | 2031-10-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                              | EQM Midstream Partners LP                                                       | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    350000 | PA      | $322875.00    | 0.02%             | 2028-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| REGENCY CENTERS LP                                                    | Regency Centers LP                                                              | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    335000 | PA      | $290433.92    | 0.02%             | 2029-09-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Tricon American Homes                                                 | Tricon American Homes 2019-SFR1 Trust                                           | CUSIP: 89612LAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1657000 | PA      | $1515101.81   | 0.09%             | 2038-03-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| VULCAN MATERIALS CO                                                   | Vulcan Materials Co                                                             | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |   1177000 | PA      | $1075483.75   | 0.06%             | 2030-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                | Marriott International Inc/MD                                                   | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1699000 | PA      | $1501160.17   | 0.09%             | 2032-10-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Strip Coupon                                             | CUSIP: 9128337W4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    630000 | PA      | $405936.71    | 0.02%             | 2034-11-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 31329NKX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1042525 | PA      | $964816.58    | 0.06%             | 2047-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Upstart Securitization Trust                                          | Upstart Securitization Trust 2021-1                                             | CUSIP: 91681NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3823 | PA      | $3814.07      | 0.00%             | 2031-03-20      | Fixed         | 0.87%                 | No            | 2                  | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366KD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    740000 | PA      | $515892.78    | 0.03%             | 2120-05-15      | Fixed         | 3.71%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 312934RV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16140 | PA      | $16605.76     | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                      | T-Mobile USA Inc                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    317000 | PA      | $286832.30    | 0.02%             | 2040-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| American Homes 4 Rent                                                 | American Homes 4 Rent 2015-SFR1 Trust                                           | CUSIP: 02666AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    855133 | PA      | $826391.28    | 0.05%             | 2052-04-17      | Fixed         | 3.47%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2243271 | PA      | $1886298.39   | 0.11%             | 2052-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38376RAH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2568939 | PA      | $2553244.32   | 0.15%             | 2065-04-20      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                | US ULTRA BOND CBT MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       466 | NC      | $2458188.75   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Pepco Holdings LLC                                                    | Pepco Holdings LLC                                                              | CUSIP: 713291AH5<br>LEI: 0IYTXJPU5BH89F2Z1F31 | Long             | DBT              | CORP              | US        |    119000 | PA      | $136584.92    | 0.01%             | 2032-08-15      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2325100 | PA      | $2225875.97   | 0.13%             | 2047-11-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UDR INC                                                               | UDR Inc                                                                         | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    370000 | PA      | $335724.35    | 0.02%             | 2030-01-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $381031.25    | 0.02%             | 2029-05-31      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                | Credit Suisse Group AG                                                          | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $219668.33    | 0.01%             | 2026-06-05      | Fixed         | 2.19%                 | No            | 2                  | On Loan: No      |
| Oportun Funding LLC                                                   | Oportun Funding XIV LLC                                                         | CUSIP: 68377BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $563147.22    | 0.03%             | 2028-03-08      | Fixed         | 1.21%                 | No            | 2                  | On Loan: No      |
| PHYSICIANS REALTY LP                                                  | Physicians Realty LP                                                            | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    265000 | PA      | $220785.18    | 0.01%             | 2031-11-01      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CDR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7600000 | PA      | $7328656.29   | 0.43%             | 2023-12-31      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617ALMQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    391333 | PA      | $387571.31    | 0.02%             | 2048-05-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                              | Rogers Communications Inc                                                       | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   3714000 | PA      | $3121914.64   | 0.18%             | 2052-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc                                                            | AbbVie Inc                                                                      | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    420000 | PA      | $409996.40    | 0.02%             | 2035-05-14      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    399000 | PA      | $359894.88    | 0.02%             | 2026-09-30      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Strip Coupon                                             | CUSIP: 9128334W7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    630000 | PA      | $427107.05    | 0.02%             | 2033-08-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Flagship Credit Auto Trust                                            | Flagship Credit Auto Trust 2022-3                                               | CUSIP: 33845PAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    809000 | PA      | $791132.18    | 0.05%             | 2028-07-17      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                                    | Credit Agricole SA                                                              | CUSIP: 225313AF2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $195349.60    | 0.01%             | 2025-03-17      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3622AAHY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1192089 | PA      | $1183506.84   | 0.07%             | 2049-11-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                | Credit Suisse Group AG                                                          | CUSIP: 225401AF5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $212097.11    | 0.01%             | 2029-01-12      | Fixed         | 3.87%                 | No            | 2                  | On Loan: No      |
| UNIV SOUTHERN CALIFORIA                                               | University of Southern California                                               | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    280000 | PA      | $180011.04    | 0.01%             | 2120-10-01      | Fixed         | 3.23%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWEF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    349472 | PA      | $306051.54    | 0.02%             | 2052-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31371M7K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5143 | PA      | $5429.62      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140FXU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2271096 | PA      | $2116031.62   | 0.12%             | 2062-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| RFC PRINCIPAL STRIP                                                   | Resolution Funding Corp Principal Strip                                         | CUSIP: 76116FAB3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1000000 | PA      | $760106.53    | 0.04%             | 2030-01-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    772800 | PA      | $532416.94    | 0.03%             | 2051-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                                        | NRG Energy Inc                                                                  | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    395000 | PA      | $339117.38    | 0.02%             | 2027-12-02      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132D6B33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    849451 | PA      | $773971.33    | 0.05%             | 2037-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                                                  | Targa Resources Corp                                                            | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    836000 | PA      | $715819.70    | 0.04%             | 2052-04-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                              | Microchip Technology Inc                                                        | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    167000 | PA      | $159870.00    | 0.01%             | 2024-02-15      | Fixed         | 0.97%                 | No            | 2                  | On Loan: No      |
| Mercury Financial Credit Card Master Trust                            | Mercury Financial Credit Card Master Trust                                      | CUSIP: 58940BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1095000 | PA      | $1095000.00   | 0.06%             | 2026-03-20      | Fixed         | 1.54%                 | No            | 2                  | On Loan: No      |
| Republic of Panama                                                    | Panama Government International Bond                                            | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $156510.73    | 0.01%             | 2050-04-16      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co                                                  | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    304000 | PA      | $265451.19    | 0.02%             | 2046-06-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Strip Coupon                                             | CUSIP: 912833X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    990000 | PA      | $625216.26    | 0.04%             | 2035-05-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ALLIED WORLD ASSURANCE                                                | Allied World Assurance Co Holdings Ltd                                          | CUSIP: 01959EAC2<br>LEI: 549300E2X3MLXVVR4T40 | Long             | DBT              | CORP              | BM        |   2500000 | PA      | $2417502.10   | 0.14%             | 2025-10-29      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                               | Public Service Co of Oklahoma                                                   | CUSIP: 744533BJ8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    450000 | PA      | $509577.07    | 0.03%             | 2037-11-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Booking Holdings Inc                                                  | Booking Holdings Inc                                                            | CUSIP: 741503BB1<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    214000 | PA      | $213577.20    | 0.01%             | 2023-03-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                       | Arbor Realty Collateralized Loan Obligation 2020-FL1 Ltd                        | CUSIP: 03880WAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1794500 | PA      | $1730225.32   | 0.10%             | 2035-02-15      | Floating      | 6.65%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617LD5V4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    706207 | PA      | $725777.08    | 0.04%             | 2049-09-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                             | Boeing Co/The                                                                   | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171672.44    | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                              | CUSIP: 3137BCAE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1413070 | PA      | $1222653.71   | 0.07%             | 2042-05-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138LCMZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1776765 | PA      | $1691408.80   | 0.10%             | 2035-12-01      | Fixed         | 3.76%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                              | CUSIP: 3137BJGN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28634 | PA      | $2523.75      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                               | Jersey Central Power & Light Co                                                 | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   2876000 | PA      | $2433925.73   | 0.14%             | 2032-03-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140XFLN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    922715 | PA      | $851647.20    | 0.05%             | 2052-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MID-ATLANTIC INTERSTATE                                               | Mid-Atlantic Interstate Transmission LLC                                        | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $135053.21    | 0.01%             | 2028-05-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| MLCC Mortgage Investors Inc                                           | Merrill Lynch Mortgage Investors Trust Series MLCC 2003-G                       | CUSIP: 5899295W4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    322401 | PA      | $311578.61    | 0.02%             | 2029-01-25      | Floating      | 5.91%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp                                                      | BAT Capital Corp                                                                | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    917000 | PA      | $891976.73    | 0.05%             | 2024-08-15      | Fixed         | 3.22%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36202FPG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38914 | PA      | $39714.04     | 0.00%             | 2041-01-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Securitized Term Auto Receivables Trust                               | Securitized Term Auto Loan Receivables Trust 2019-CRT                           | CUSIP: 81379MAC8<br>LEI: 549300DC604TIE09UO03 | Long             | ABS-O            | CORP              | CA        |    165940 | PA      | $165253.06    | 0.01%             | 2026-03-25      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| BROWN & BROWN INC                                                     | Brown & Brown Inc                                                               | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $1943254.68   | 0.11%             | 2052-03-17      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    991630 | PA      | $937459.58    | 0.05%             | 2052-09-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38376RDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    542533 | PA      | $539042.35    | 0.03%             | 2065-06-20      | Floating      | 4.62%                 | No            | 2                  | On Loan: No      |
| Race Point CLO Ltd                                                    | Race Point VIII CLO Ltd                                                         | CUSIP: 74982LAY6<br>LEI: 5493008ABAJEYBWITR69 | Long             | ABS-CBDO         | CORP              | KY        |   1778077 | PA      | $1768373.69   | 0.10%             | 2030-02-20      | Floating      | 5.72%                 | No            | 2                  | On Loan: No      |
| MYMICHIGAN HEALTH                                                     | MyMichigan Health                                                               | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $114061.25    | 0.01%             | 2050-06-01      | Fixed         | 3.41%                 | No            | 2                  | On Loan: No      |
| VOYA CLO LTD                                                          | Voya 2012-4 Ltd                                                                 | CUSIP: 92916GBF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1058177 | PA      | $1019297.46   | 0.06%             | 2030-10-15      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133KGYU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    629897 | PA      | $620965.39    | 0.04%             | 2049-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    512164 | PA      | $432420.32    | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM 2015-CCRE24 Mortgage Trust                                                 | CUSIP: 12593JBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770833 | PA      | $743833.34    | 0.04%             | 2048-08-10      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2975000 | PA      | $2911200.20   | 0.17%             | 2043-08-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                                                        | Lowe's Cos Inc                                                                  | CUSIP: 548661DD6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175166.78    | 0.01%             | 2024-09-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Acres PLC                                                             | ACRES Commercial Realty 2021-FL2 Ltd                                            | CUSIP: 00500JAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1682000 | PA      | $1589936.07   | 0.09%             | 2037-01-15      | Floating      | 7.11%                 | No            | 2                  | On Loan: No      |
| AstraZeneca PLC                                                       | AstraZeneca PLC                                                                 | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    140000 | PA      | $167566.83    | 0.01%             | 2037-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| PARK AEROSPACE HOLDINGS                                               | Park Aerospace Holdings Ltd                                                     | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |    350000 | PA      | $349645.52    | 0.02%             | 2023-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                              | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $391077.52    | 0.02%             | 2025-09-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                                          | Broadcom Inc                                                                    | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2079000 | PA      | $1723756.03   | 0.10%             | 2034-04-15      | Fixed         | 3.47%                 | No            | 2                  | On Loan: No      |
| MID-AMERICA APARTMENTS                                                | Mid-America Apartments LP                                                       | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    300000 | PA      | $242426.14    | 0.01%             | 2031-02-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38378XG54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    236310 | PA      | $235157.38    | 0.01%             | 2047-06-16      | Variable      | 3.44%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                 | Southern California Gas Co                                                      | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    666000 | PA      | $583481.19    | 0.03%             | 2030-02-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                                                      | Crown Castle Inc                                                                | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    194000 | PA      | $138749.33    | 0.01%             | 2051-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                | US 10YR ULTRA FUT MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -67 | NC      | $-28696.60    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140FXRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2220932 | PA      | $2011006.16   | 0.12%             | 2060-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31412QSX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6221 | PA      | $6394.33      | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                            | Progress Residential Trust                                                      | CUSIP: 74333HAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1526144.94   | 0.09%             | 2038-07-17      | Fixed         | 2.43%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc                                                          | Enbridge Inc                                                                    | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1450000 | PA      | $1420135.42   | 0.08%             | 2026-12-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp                                                            | CUSIP: 060505EL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2114000 | PA      | $2124489.67   | 0.12%             | 2024-10-23      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BXG Receivables Note Trust                                            | BXG Receivables Note Trust 2022-A                                               | CUSIP: 12434KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1855312 | PA      | $1772167.72   | 0.10%             | 2037-09-28      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                                                | Commonwealth Bank of Australia                                                  | CUSIP: 202712BQ7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $184130.69    | 0.01%             | 2041-03-11      | Fixed         | 3.31%                 | No            | 2                  | On Loan: No      |
| AIA Group Ltd                                                         | AIA Group Ltd                                                                   | CUSIP: 00131LAF2<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    250000 | PA      | $240836.66    | 0.01%             | 2028-04-06      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38374LZW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1467729 | PA      | $1470219.66   | 0.09%             | 2035-07-20      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| American Homes 4 Rent                                                 | American Homes 4 Rent 2014-SFR2 Trust                                           | CUSIP: 02665UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    854745 | PA      | $836103.69    | 0.05%             | 2036-10-17      | Fixed         | 3.79%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36296YCL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14146 | PA      | $14349.64     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8FJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    425347 | PA      | $406905.82    | 0.02%             | 2038-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                             | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4650000 | PA      | $4725199.20   | 0.28%             | 2053-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31417GTH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    869701 | PA      | $817931.49    | 0.05%             | 2043-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Pnmac Gmsr Issuer Trust                                               | PNMAC GMSR ISSUER TRUST 2022-GT1                                                | CUSIP: 69354WAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1650000 | PA      | $1572714.17   | 0.09%             | 2027-05-25      | Floating      | 8.56%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                              | Siemens Financieringsmaatschappij NV                                            | CUSIP: 82620KAL7<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $278161.49    | 0.02%             | 2026-10-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC                                                          | NiSource Inc                                                                    | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    245000 | PA      | $219465.68    | 0.01%             | 2029-09-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1895000 | PA      | $1845755.20   | 0.11%             | 2032-09-25      | Variable      | 3.71%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE COLORADO                                               | Public Service Co of Colorado                                                   | CUSIP: 744448CM1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     53000 | PA      | $41544.97     | 0.00%             | 2046-06-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| JONAH 7.8 10NOV37 144A                                                | JONAH 7.8 10NOV37 144A                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1120000 | PA      | $1098312.54   | 0.06%             | 2037-11-10      | Fixed         | 7.80%                 | No            | 3                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8315000 | PA      | $7513057.25   | 0.44%             | 2026-02-28      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31419JSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    609286 | PA      | $601974.58    | 0.04%             | 2040-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                                              | Texas Eastern Transmission LP                                                   | CUSIP: 882384AD2<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56138.22     | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Brookfield Finance Inc                                                | Brookfield Finance Inc                                                          | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    148000 | PA      | $141381.78    | 0.01%             | 2028-01-25      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                     | HSBC Holdings PLC                                                               | CUSIP: 404280CP2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1271000 | PA      | $1139451.50   | 0.07%             | 2026-03-09      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CHCP 2021-FL1 Ltd.                                                    | CHCP 2021-FL1 Ltd                                                               | CUSIP: 12546JAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    642000 | PA      | $597008.90    | 0.03%             | 2038-02-15      | Floating      | 6.70%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                              | CUSIP: 3137A9RJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36565 | PA      | $5911.87      | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ADVENTIST HEALTH SYS/W                                                | Adventist Health System/West                                                    | CUSIP: 007944AH4<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |   2427000 | PA      | $2479607.51   | 0.14%             | 2032-03-01      | Fixed         | 5.43%                 | No            | 2                  | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                | Anglo American Capital PLC                                                      | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1901000 | PA      | $1770507.07   | 0.10%             | 2029-03-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                              | CUSIP: 31394LJJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1106478 | PA      | $1143173.45   | 0.07%             | 2033-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TSMC ARIZONA CORP                                                     | TSMC Arizona Corp                                                               | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    335000 | PA      | $334366.90    | 0.02%             | 2052-04-22      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140K4M64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194892 | PA      | $174027.60    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36200DBC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8317 | PA      | $8544.01      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Westlake Automobile Receivables Trust                                 | Westlake Automobile Receivables Trust 2022-3                                    | CUSIP: 96043PAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1744498.18   | 0.10%             | 2028-04-17      | Fixed         | 6.68%                 | No            | 2                  | On Loan: No      |
| American Tower Corp                                                   | American Tower Corp                                                             | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    175000 | PA      | $166082.94    | 0.01%             | 2026-10-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140FXTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1909056 | PA      | $1637892.60   | 0.10%             | 2061-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132WJEF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    851413 | PA      | $815093.07    | 0.05%             | 2046-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    805000 | PA      | $689410.15    | 0.04%             | 2031-05-14      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31410F2Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3081 | PA      | $3252.87      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31412QXG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13130 | PA      | $13495.21     | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                                        | NRG Energy Inc                                                                  | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    355000 | PA      | $319117.00    | 0.02%             | 2025-12-02      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| TRITON CONTAINER                                                      | Triton Container International Ltd                                              | CUSIP: 89680YAB1<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    550000 | PA      | $514047.80    | 0.03%             | 2024-06-07      | Fixed         | 1.15%                 | No            | 2                  | On Loan: No      |
| LPL HOLDINGS INC                                                      | LPL Holdings Inc                                                                | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2138000 | PA      | $1913510.00   | 0.11%             | 2029-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| KEYCORP                                                               | KeyCorp                                                                         | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107620.25    | 0.01%             | 2033-06-01      | Fixed         | 4.79%                 | No            | 2                  | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                                       | LoanCore 2019-CRE3 Issuer Ltd                                                   | CUSIP: 53947DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    599262 | PA      | $597418.12    | 0.03%             | 2034-04-15      | Floating      | 5.83%                 | No            | 2                  | On Loan: No      |
| Village of Bridgeview IL                                              | BRIDGEVIEW IL                                                                   | CUSIP: 108555GF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $262182.39    | 0.02%             | 2025-12-01      | Fixed         | 5.06%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $286249.93    | 0.02%             | 2053-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                              | Rogers Communications Inc                                                       | CUSIP: 775109BZ3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   3354000 | PA      | $2917713.26   | 0.17%             | 2042-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MCCORMICK & CO                                                        | McCormick & Co Inc/MD                                                           | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    751000 | PA      | $644983.85    | 0.04%             | 2030-04-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                     | Credit Acceptance Auto Loan Trust 2021-3                                        | CUSIP: 22535GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    282000 | PA      | $256521.98    | 0.01%             | 2030-09-16      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                              | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAH4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    219000 | PA      | $205386.02    | 0.01%             | 2025-02-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7140000 | PA      | $7352247.64   | 0.43%             | 2040-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - SCRT                                                    | Seasoned Credit Risk Transfer Trust Series 2019-4                               | CUSIP: 35563PML0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    286611 | PA      | $270013.92    | 0.02%             | 2059-02-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                                     | NatWest Group PLC                                                               | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $394733.30    | 0.02%             | 2029-05-18      | Fixed         | 4.89%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138ENEK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36775 | PA      | $37373.65     | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                              | Citizens Financial Group Inc                                                    | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     94000 | PA      | $73144.30     | 0.00%             | 2032-09-30      | Fixed         | 2.64%                 | No            | 2                  | On Loan: No      |
| Parker-Hannifin Corp                                                  | Parker-Hannifin Corp                                                            | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    180000 | PA      | $164894.68    | 0.01%             | 2044-11-21      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F2LJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    964000 | PA      | $929740.21    | 0.05%             | 2027-06-25      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140HV4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1900000 | PA      | $1713909.76   | 0.10%             | 2029-10-01      | Fixed         | 2.42%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140MFYC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37182 | PA      | $33868.55     | 0.00%             | 2037-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    725000 | PA      | $635438.16    | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138L8JR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2356806 | PA      | $2293244.95   | 0.13%             | 2024-12-01      | Fixed         | 3.04%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM 2020-CBM Mortgage Trust                                                    | CUSIP: 20049AAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1950000 | PA      | $1824372.42   | 0.11%             | 2037-02-10      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                 | Duke Energy Carolinas LLC                                                       | CUSIP: 264399DK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216732.12    | 0.01%             | 2028-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     59000 | PA      | $50928.98     | 0.00%             | 2049-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138ERQU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    506730 | PA      | $493494.83    | 0.03%             | 2031-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UNICREDIT SPA                                                         | UniCredit SpA                                                                   | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    420000 | PA      | $381027.37    | 0.02%             | 2026-09-22      | Fixed         | 2.57%                 | No            | 2                  | On Loan: No      |
| CVS PASS-THROUGH TR 2013                                              | CVS Pass-Through Trust Series 2013                                              | CUSIP: 12665UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    212803 | PA      | $199915.88    | 0.01%             | 2036-01-10      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| HF SINCLAIR CORP                                                      | HF Sinclair Corp                                                                | CUSIP: 403949AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $482117.76    | 0.03%             | 2023-10-01      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                    | Banco Santander SA                                                              | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $400149.39    | 0.02%             | 2025-08-18      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36296YGA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8660 | PA      | $8726.89      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ONEOK Partners LP                                                     | ONEOK Partners LP                                                               | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    240000 | PA      | $254250.08    | 0.01%             | 2036-10-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| EQT CORP                                                              | EQT Corp                                                                        | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    807000 | PA      | $706350.96    | 0.04%             | 2031-05-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| UniCredit SpA                                                         | UniCredit SpA                                                                   | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $278876.21    | 0.02%             | 2032-06-19      | Fixed         | 5.86%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TXV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79102 | PA      | $77746.61     | 0.00%             | 2048-05-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140K1G67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    842376 | PA      | $776828.15    | 0.05%             | 2049-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617FHEU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1710538 | PA      | $1785583.91   | 0.10%             | 2072-05-20      | Floating      | 6.18%                 | No            | 2                  | On Loan: No      |
| AIR LEASE CORP                                                        | Air Lease Corp                                                                  | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    775000 | PA      | $685705.66    | 0.04%             | 2029-10-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                              | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    418000 | PA      | $432655.33    | 0.03%             | 2026-11-21      | Fixed         | 6.83%                 | No            | 2                  | On Loan: No      |
| UDR INC                                                               | UDR Inc                                                                         | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    310000 | PA      | $243249.50    | 0.01%             | 2032-08-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38379QAG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    978773 | PA      | $1017551.25   | 0.06%             | 2040-10-20      | Variable      | 5.46%                 | No            | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                              | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    395000 | PA      | $375398.60    | 0.02%             | 2026-05-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1513052 | PA      | $1361033.97   | 0.08%             | 2042-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1879000 | PA      | $1577625.51   | 0.09%             | 2032-01-30      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    174000 | PA      | $156206.76    | 0.01%             | 2030-01-22      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Firstkey Homes Trust                                                  | FirstKey Homes 2020-SFR2 Trust                                                  | CUSIP: 33767JAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1360984.80   | 0.08%             | 2037-10-19      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| CARRIER GLOBAL CORP                                                   | Carrier Global Corp                                                             | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   2604000 | PA      | $2027579.60   | 0.12%             | 2050-04-05      | Fixed         | 3.58%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8893500 | PA      | $7870052.74   | 0.46%             | 2028-06-30      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Strip Coupon                                             | CUSIP: 912833PE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1170000 | PA      | $990243.13    | 0.06%             | 2027-08-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                           | BNP Paribas SA                                                                  | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    315000 | PA      | $273383.07    | 0.02%             | 2031-01-13      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140FXJR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1042738 | PA      | $1085700.51   | 0.06%             | 2058-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AMSR Trust                                                            | AMSR 2022-SFR3 Trust                                                            | CUSIP: 66981YAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1467517.98   | 0.09%             | 2039-10-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Oaktree CLO Ltd                                                       | Oaktree CLO 2019-1 Ltd                                                          | CUSIP: 67401XAN1<br>LEI: 549300BJ8TRWJ20BLC43 | Long             | ABS-CBDO         | CORP              | KY        |   2324266 | PA      | $2217842.51   | 0.13%             | 2030-04-22      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                               | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    295000 | PA      | $206644.14    | 0.01%             | 2051-09-30      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1102007 | PA      | $1088439.16   | 0.06%             | 2052-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC                                                          | NiSource Inc                                                                    | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    360000 | PA      | $286263.07    | 0.02%             | 2031-02-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EGA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    376145 | PA      | $351537.61    | 0.02%             | 2037-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38377NF41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84448 | PA      | $71102.88     | 0.00%             | 2040-12-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                              | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    355000 | PA      | $306261.94    | 0.02%             | 2027-11-24      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2075650 | PA      | $1798129.07   | 0.10%             | 2042-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140K4M72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138565 | PA      | $122614.23    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                               | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     71000 | PA      | $56483.92     | 0.00%             | 2046-10-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31414JRK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10600 | PA      | $11134.33     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TOLL ROAD INV PART II                                                 | Toll Road Investors Partnership II LP                                           | CUSIP: 88948ABM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2657244 | PA      | $737589.82    | 0.04%             | 2043-02-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                  | Bank of America Corp                                                            | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193124.07    | 0.01%             | 2026-01-23      | Fixed         | 3.37%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140JBZB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3099138 | PA      | $2578919.51   | 0.15%             | 2032-03-01      | Variable      | 1.75%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp                                                        | Microsoft Corp                                                                  | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    137000 | PA      | $129028.69    | 0.01%             | 2035-02-12      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                             | Boeing Co/The                                                                   | CUSIP: 097023DD4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349940.95    | 0.02%             | 2023-02-04      | Fixed         | 1.17%                 | No            | 2                  | On Loan: No      |
| SABINE PASS LIQUEFACTION                                              | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1021000 | PA      | $989498.04    | 0.06%             | 2028-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| COMMONSPIRIT HEALTH                                                   | CommonSpirit Health                                                             | CUSIP: 20268JAE3<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    275000 | PA      | $253447.21    | 0.01%             | 2025-10-01      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                                              | Indofood CBP Sukses Makmur Tbk PT                                               | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |   2816000 | PA      | $2358400.00   | 0.14%             | 2032-04-27      | Fixed         | 3.54%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    420000 | PA      | $380936.72    | 0.02%             | 2026-04-30      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                                                        | Home Depot Inc/The                                                              | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    180000 | PA      | $171685.68    | 0.01%             | 2045-03-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| EOG Resources Inc                                                     | EOG Resources Inc                                                               | CUSIP: 26875PAP6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99414.66     | 0.01%             | 2026-01-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| BDS Ltd                                                               | BDS 2019-FL4 LTD                                                                | CUSIP: 05492KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     43714 | PA      | $43549.30     | 0.00%             | 2036-08-15      | Floating      | 5.56%                 | No            | 2                  | On Loan: No      |
| BP CAP MARKETS AMERICA                                                | BP Capital Markets America Inc                                                  | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    450000 | PA      | $311991.07    | 0.02%             | 2050-11-10      | Fixed         | 2.77%                 | No            | 2                  | On Loan: No      |
| VM DEBT 2019 1 TR                                                     | VM DEBT 2019 1 TR                                                               | CUSIP: 91834VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1813549.60   | 0.11%             | 2027-07-18      | Fixed         | 7.46%                 | No            | 3                  | On Loan: No      |
| Freddie Mac - SCRT                                                    | Seasoned Credit Risk Transfer Trust Series 2019-2                               | CUSIP: 35563PKJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    154794 | PA      | $144852.15    | 0.01%             | 2058-08-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    260000 | PA      | $229486.91    | 0.01%             | 2043-04-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                       | Arbor Realty Commercial Real Estate Notes 2021-FL1 Ltd                          | CUSIP: 03881CAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    461000 | PA      | $436506.15    | 0.03%             | 2035-12-15      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1067548 | PA      | $1009229.14   | 0.06%             | 2052-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES                                                 | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAX7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $285022.22    | 0.02%             | 2038-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140QKNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3373042 | PA      | $2964251.92   | 0.17%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617F23F2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1977062 | PA      | $1928935.69   | 0.11%             | 2052-05-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                                                   | Sirius XM Radio Inc                                                             | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $1856768.95   | 0.11%             | 2030-07-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| PROSUS NV                                                             | Prosus NV                                                                       | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   2510000 | PA      | $2171148.77   | 0.13%             | 2030-01-21      | Fixed         | 3.68%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co                                              | Florida Power & Light Co                                                        | CUSIP: 341081FK8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    450000 | PA      | $441720.59    | 0.03%             | 2024-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 31339S5R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    477168 | PA      | $454347.08    | 0.03%             | 2049-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Starwood Commercial Mortgage Trust                                    | STWD 2022-FL3 Ltd                                                               | CUSIP: 78485KAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1436000 | PA      | $1345053.24   | 0.08%             | 2038-11-15      | Floating      | 6.48%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4774692 | PA      | $4018301.81   | 0.23%             | 2052-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| DELL INT LLC / EMC CORP                                               | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $63076.46     | 0.00%             | 2023-06-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Alabama Power Co                                                      | Alabama Power Co                                                                | CUSIP: 010392FG8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     63000 | PA      | $53270.06     | 0.00%             | 2042-01-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138LAF61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1776911.26   | 0.10%             | 2035-06-01      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140FXTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2430062 | PA      | $2084886.82   | 0.12%             | 2061-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140QM4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1977724 | PA      | $1737210.12   | 0.10%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                              | Discovery Communications LLC                                                    | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    482000 | PA      | $331525.08    | 0.02%             | 2055-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31403C6S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7738 | PA      | $8094.43      | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CHILDREN'S HOSPITAL CORP                                              | Children's Hospital Corp/The                                                    | CUSIP: 16876BAB8<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |    270000 | PA      | $179854.03    | 0.01%             | 2050-02-01      | Fixed         | 2.59%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                             | Boeing Co/The                                                                   | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    429000 | PA      | $399624.07    | 0.02%             | 2028-03-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Brookfield Finance Inc                                                | Brookfield Finance Inc                                                          | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    197000 | PA      | $195864.87    | 0.01%             | 2029-03-29      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140QHNG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1090464 | PA      | $959314.87    | 0.06%             | 2051-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140MDDY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47507 | PA      | $40017.91     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY DOM HOLD                                               | Morgan Stanley Domestic Holdings Inc                                            | CUSIP: 269246BQ6<br>LEI: 549300RJIC678ZPVWG08 | Long             | DBT              | CORP              | US        |   1882000 | PA      | $1834793.74   | 0.11%             | 2027-08-24      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY INC                                                | CenterPoint Energy Inc                                                          | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    460000 | PA      | $415682.67    | 0.02%             | 2026-06-01      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1535000 | PA      | $1382939.06   | 0.08%             | 2029-01-31      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                               | BPCE SA                                                                         | CUSIP: 05578QAC7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $589385.11    | 0.03%             | 2024-07-11      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Thornburg Mortgage Securities Trust                                   | Thornburg Mortgage Securities Trust 2004-4                                      | CUSIP: 885220GF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53420 | PA      | $49476.44     | 0.00%             | 2044-12-25      | Variable      | 3.71%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31415VYC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7726 | PA      | $8036.61      | 0.00%             | 2035-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| RAYTHEON TECH CORP                                                    | Raytheon Technologies Corp                                                      | CUSIP: 75513ECG4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103214.02    | 0.01%             | 2024-03-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| ONEOK Inc                                                             | ONEOK Inc                                                                       | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2261000 | PA      | $2044528.24   | 0.12%             | 2048-07-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Boston Properties LP                                                  | Boston Properties LP                                                            | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    148000 | PA      | $142729.71    | 0.01%             | 2026-02-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Precision Castparts Corp                                              | Precision Castparts Corp                                                        | CUSIP: 740189AN5<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143864.47    | 0.01%             | 2035-06-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| CALPINE CORP                                                          | Calpine Corp                                                                    | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1171289.21   | 0.07%             | 2031-03-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC                                                          | NiSource Inc                                                                    | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1413000 | PA      | $1306806.37   | 0.08%             | 2030-05-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                  | Entergy Arkansas LLC                                                            | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    590000 | PA      | $390697.87    | 0.02%             | 2051-06-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| GRAY OAK PIPELINE LLC                                                 | Gray Oak Pipeline LLC                                                           | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1232515.12   | 0.07%             | 2025-10-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617KAZF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1368979 | PA      | $1381362.59   | 0.08%             | 2049-09-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                               | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    943000 | PA      | $934570.12    | 0.05%             | 2036-02-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Capital Automotive LP                                                 | Cars Net Lease Mortgage Notes Series 2020-1                                     | CUSIP: 14576AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    371094 | PA      | $329738.21    | 0.02%             | 2050-12-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1712000 | PA      | $1703200.63   | 0.10%             | 2025-07-23      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EHV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82753 | PA      | $72466.48     | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                                                | Cox Communications Inc                                                          | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    255000 | PA      | $167263.13    | 0.01%             | 2050-10-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140MKG97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    838772 | PA      | $762437.10    | 0.04%             | 2052-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133KM4E2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    170902 | PA      | $155284.45    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                              | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1350000 | PA      | $1163071.74   | 0.07%             | 2028-02-21      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66 CO                                                        | Phillips 66 Co                                                                  | CUSIP: 718547AE2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     49000 | PA      | $46594.67     | 0.00%             | 2026-10-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                                                  | BAT International Finance PLC                                                   | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $243694.12    | 0.01%             | 2026-03-25      | Fixed         | 1.67%                 | No            | 2                  | On Loan: No      |
| Business Jet Securities, LLC                                          | Business Jet Securities 2021-1 LLC                                              | CUSIP: 12327BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    705865 | PA      | $634361.22    | 0.04%             | 2036-04-15      | Fixed         | 2.16%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31403DD97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58232 | PA      | $61034.60     | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                              | CUSIP: 3137H5FP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2261115 | PA      | $2002374.38   | 0.12%             | 2051-12-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Exeter Automobile Receivables Trust                                   | Exeter Automobile Receivables Trust 2022-2                                      | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2013826.50   | 0.12%             | 2028-07-17      | Fixed         | 4.56%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                                                         | Nordstrom Inc                                                                   | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    581000 | PA      | $436278.71    | 0.03%             | 2031-08-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| VMWARE INC                                                            | VMware Inc                                                                      | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277117.36    | 0.02%             | 2027-05-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| BAE SYSTEMS PLC                                                       | BAE Systems PLC                                                                 | CUSIP: 05523RAE7<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    231000 | PA      | $162455.10    | 0.01%             | 2050-09-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617Y9AU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    371813 | PA      | $353793.59    | 0.02%             | 2052-02-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140XDYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    841504 | PA      | $747149.37    | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5283251 | PA      | $5620058.04   | 0.33%             | 2029-01-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                | NRZ Excess Spread-Collateralized Notes Series 2020-PLS1                         | CUSIP: 433674AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    986402 | PA      | $901474.55    | 0.05%             | 2025-12-25      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                    | Energy Transfer LP                                                              | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1517428.00   | 0.09%             | 2027-03-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128PRZ51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4872 | PA      | $4888.87      | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DT Auto Owner Trust                                                   | DT Auto Owner Trust 2023-1                                                      | CUSIP: 23346KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2377000 | PA      | $2375709.76   | 0.14%             | 2027-04-15      | Fixed         | 5.48%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank UA                                              | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    485000 | PA      | $463629.87    | 0.03%             | 2026-07-21      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138X13A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240908 | PA      | $232419.03    | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                               | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AM5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80760.49     | 0.00%             | 2026-06-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                                                      | ABN AMRO Bank NV                                                                | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $422188.53    | 0.02%             | 2029-12-13      | Fixed         | 2.47%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY CORP                                                      | FirstEnergy Corp                                                                | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1244000 | PA      | $883750.04    | 0.05%             | 2050-03-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140E0E35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163761 | PA      | $156963.82    | 0.01%             | 2045-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138WGSS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52571 | PA      | $50266.56     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                               | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $204977.09    | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                               | MPLX LP                                                                         | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3458000 | PA      | $3064792.13   | 0.18%             | 2052-03-14      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                               | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2177000 | PA      | $2069290.73   | 0.12%             | 2029-06-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140L1Y58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121294 | PA      | $102833.80    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $97611.33     | 0.01%             | 2028-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                               | National Australia Bank Ltd                                                     | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $237946.27    | 0.01%             | 2030-08-21      | Fixed         | 2.33%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - SCRT                                                    | Seasoned Credit Risk Transfer Trust Series 2019-3                               | CUSIP: 35563PLH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    178592 | PA      | $171399.38    | 0.01%             | 2058-10-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132FCFU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    976735 | PA      | $959145.11    | 0.06%             | 2048-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138EQ5E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    564311 | PA      | $573493.66    | 0.03%             | 2042-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 312943ZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29304 | PA      | $28981.20     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| WW Grainger Inc                                                       | WW Grainger Inc                                                                 | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    104000 | PA      | $102236.23    | 0.01%             | 2045-06-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Entergy Louisiana LLC                                                 | Entergy Louisiana LLC                                                           | CUSIP: 29364WAX6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    145000 | PA      | $128982.90    | 0.01%             | 2031-06-01      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31381TQQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126205 | PA      | $125498.20    | 0.01%             | 2027-01-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Standard Chartered PLC                                                | Standard Chartered PLC                                                          | CUSIP: 853254BK5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $230429.61    | 0.01%             | 2033-03-15      | Fixed         | 4.87%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179XQV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1299900 | PA      | $1291059.68   | 0.08%             | 2053-01-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Securitized Term Auto Receivables Trust                               | Securitized Term Auto Loan Receivables Trust 2019-CRT                           | CUSIP: 81379MAB0<br>LEI: 549300DC604TIE09UO03 | Long             | ABS-O            | CORP              | CA        |    139282 | PA      | $138643.82    | 0.01%             | 2026-03-25      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Cent CLO LP                                                           | Columbia Cent CLO 28 Ltd                                                        | CUSIP: 197361AS7<br>LEI: 549300K7BI8XA1XTMK83 | Long             | ABS-CBDO         | CORP              | KY        |   3656527 | PA      | $3557435.12   | 0.21%             | 2030-11-07      | Floating      | 6.23%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp                                                       | McDonald's Corp                                                                 | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    102000 | PA      | $117023.71    | 0.01%             | 2037-10-15      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 3136A1DY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313268 | PA      | $311404.84    | 0.02%             | 2039-03-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LJAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1533794 | PA      | $1660793.71   | 0.10%             | 2032-12-01      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| Hydro-Quebec                                                          | Hydro-Quebec                                                                    | CUSIP: 448814EJ8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    360000 | PA      | $376485.18    | 0.02%             | 2024-07-07      | Fixed         | 8.05%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                                  | Enel Finance International NV                                                   | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   3200000 | PA      | $2929916.58   | 0.17%             | 2028-04-06      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    620000 | PA      | $504791.41    | 0.03%             | 2030-08-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    355000 | PA      | $309364.11    | 0.02%             | 2039-07-18      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    530000 | PA      | $491015.85    | 0.03%             | 2039-04-23      | Fixed         | 4.41%                 | No            | 2                  | On Loan: No      |
| NBN CO LTD                                                            | NBN Co Ltd                                                                      | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   1050000 | PA      | $874677.30    | 0.05%             | 2031-05-05      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp                                                      | Duke Energy Corp                                                                | CUSIP: 26441CAN5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177612.81    | 0.01%             | 2024-04-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| WP CAREY INC                                                          | WP Carey Inc                                                                    | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    395000 | PA      | $331204.07    | 0.02%             | 2031-02-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                               | National Australia Bank Ltd                                                     | CUSIP: 632525AS0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    470000 | PA      | $417136.96    | 0.02%             | 2034-08-02      | Fixed         | 3.93%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FJEH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1255000 | PA      | $1246961.85   | 0.07%             | 2028-08-25      | Variable      | 3.90%                 | No            | 2                  | On Loan: No      |
| TOLL ROAD INV PART II                                                 | Toll Road Investors Partnership II LP                                           | CUSIP: 88948ABG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    939000 | PA      | $532725.46    | 0.03%             | 2031-02-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY CORP                                                      | FirstEnergy Corp                                                                | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $1905401.20   | 0.11%             | 2030-03-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                                          | UBS Group AG                                                                    | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    445000 | PA      | $439226.06    | 0.03%             | 2027-08-05      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                        | Morgan Stanley                                                                  | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    705000 | PA      | $563126.65    | 0.03%             | 2042-04-22      | Fixed         | 3.22%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                             | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1222793.96   | 0.07%             | 2040-05-01      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| Goodgreen Trust                                                       | Goodgreen 2017-2 Trust                                                          | CUSIP: 38218QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    454609 | PA      | $416456.54    | 0.02%             | 2053-10-15      | Fixed         | 3.26%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138AM6S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12043 | PA      | $11618.21     | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| EQUINIX INC                                                           | Equinix Inc                                                                     | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    560000 | PA      | $521450.58    | 0.03%             | 2026-11-18      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| AREIT CRE Trust                                                       | AREIT 2022-CRE6 Trust                                                           | CUSIP: 04002VAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    537000 | PA      | $496252.82    | 0.03%             | 2037-01-16      | Floating      | 7.16%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138WAFE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104483 | PA      | $100815.05    | 0.01%             | 2028-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140HSEN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    920000 | PA      | $908864.01    | 0.05%             | 2028-12-01      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                              | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    300000 | PA      | $236734.74    | 0.01%             | 2031-03-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                              | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1142000 | PA      | $1021022.82   | 0.06%             | 2029-07-16      | Fixed         | 3.04%                 | No            | 2                  | On Loan: No      |
| CNH Industrial NV                                                     | CNH Industrial NV                                                               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    713000 | PA      | $692889.82    | 0.04%             | 2027-11-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                  | Bank of America Corp                                                            | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    544000 | PA      | $545999.38    | 0.03%             | 2027-01-20      | Fixed         | 5.08%                 | No            | 2                  | On Loan: No      |
| Hilton Grand Vacations Trust                                          | Hilton Grand Vacations Trust 2017-A                                             | CUSIP: 43283AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42563 | PA      | $41974.66     | 0.00%             | 2028-12-26      | Fixed         | 2.66%                 | No            | 2                  | On Loan: No      |
| Jonah Energy LLC                                                      | Jonah Energy Abs I LLC                                                          | CUSIP: 47987EAC1<br>LEI: 2549003KXV9PPFRCPA79 | Long             | ABS-O            | CORP              | US        |    910802 | PA      | $916161.59    | 0.05%             | 2037-12-10      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                                | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    606000 | PA      | $611270.33    | 0.04%             | 2034-01-24      | Fixed         | 5.07%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 31398RDA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63135 | PA      | $59788.20     | 0.00%             | 2040-05-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Strip Coupon                                             | CUSIP: 912833PA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $78860.12     | 0.00%             | 2026-08-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable LLC                                                 | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $629075.50    | 0.04%             | 2041-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fanniemae-Aces                                                        | Fannie Mae-Aces                                                                 | CUSIP: 3136B1XJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    756515 | PA      | $717077.99    | 0.04%             | 2028-03-25      | Variable      | 3.06%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132J4MM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    301330 | PA      | $295615.72    | 0.02%             | 2037-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                                               | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1611000 | PA      | $1538203.00   | 0.09%             | 2044-09-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140QKY77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    330514 | PA      | $305985.27    | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     53000 | PA      | $51998.99     | 0.00%             | 2027-09-29      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                                   | Southern California Edison Co                                                   | CUSIP: 842400EZ2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95188.09     | 0.01%             | 2036-01-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2609276.67   | 0.15%             | 2030-02-07      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 3136AJEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119112 | PA      | $114280.29    | 0.01%             | 2043-09-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Suncor Energy Inc                                                     | Suncor Energy Inc                                                               | CUSIP: 71644EAE2<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    144000 | PA      | $156382.76    | 0.01%             | 2026-06-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWE33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    991025 | PA      | $900420.68    | 0.05%             | 2052-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN INC                                                          | 7-Eleven Inc                                                                    | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    325000 | PA      | $290431.66    | 0.02%             | 2026-02-10      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138EPPA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1273357 | PA      | $1331742.30   | 0.08%             | 2038-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Arrow Electronics Inc                                                 | Arrow Electronics Inc                                                           | CUSIP: 042735BG4<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     44000 | PA      | $42572.98     | 0.00%             | 2024-09-08      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp                                                            | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    270000 | PA      | $264724.25    | 0.02%             | 2026-10-22      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                                  | Glencore Funding LLC                                                            | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2121000 | PA      | $1816548.22   | 0.11%             | 2031-04-27      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                                                   | Global Payments Inc                                                             | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    477000 | PA      | $423637.52    | 0.02%             | 2029-08-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                               | Raymond James Financial Inc                                                     | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   1428000 | PA      | $1376775.06   | 0.08%             | 2046-07-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133BBSG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1691910 | PA      | $1423878.88   | 0.08%             | 2052-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140F5A45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    962354 | PA      | $894948.11    | 0.05%             | 2046-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                     | HSBC Holdings PLC                                                               | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $194766.84    | 0.01%             | 2026-09-12      | Fixed         | 4.29%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust 2016-LC25                                 | CUSIP: 95000JAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5195581 | PA      | $4968847.40   | 0.29%             | 2059-12-15      | Fixed         | 3.64%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR CO                                                       | Nissan Motor Co Ltd                                                             | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    497000 | PA      | $467890.61    | 0.03%             | 2027-09-17      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                               | Public Service Electric and Gas Co                                              | CUSIP: 74456QBR6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64841.36     | 0.00%             | 2026-09-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138L9US9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1878080.46   | 0.11%             | 2030-04-01      | Fixed         | 3.03%                 | No            | 2                  | On Loan: No      |
| Vodafone Group PLC                                                    | Vodafone Group PLC                                                              | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    226000 | PA      | $214776.40    | 0.01%             | 2048-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| REGAL REXNORD CORP                                                    | Regal Rexnord Corp                                                              | CUSIP: 758750AE3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2533000 | PA      | $2582806.38   | 0.15%             | 2030-02-15      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Starwood Commercial Mortgage Trust                                    | STWD 2022-FL3 Ltd                                                               | CUSIP: 78485KAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    759000 | PA      | $723019.15    | 0.04%             | 2038-11-15      | Floating      | 6.23%                 | No            | 2                  | On Loan: No      |
| HERO Funding Trust                                                    | HERO Funding Trust 2016-3                                                       | CUSIP: 42770XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84119 | PA      | $80029.09     | 0.00%             | 2042-09-20      | Fixed         | 3.08%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                                                      | Crown Castle Inc                                                                | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    377000 | PA      | $365671.42    | 0.02%             | 2027-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                  | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    290000 | PA      | $234421.81    | 0.01%             | 2031-07-23      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4790000 | PA      | $4260106.25   | 0.25%             | 2028-03-31      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                 | PRPM 2021-1 LLC                                                                 | CUSIP: 693577AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1310119 | PA      | $1252622.59   | 0.07%             | 2026-01-25      | Variable      | 2.12%                 | No            | 2                  | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $210961.72    | 0.01%             | 2047-12-01      | Fixed         | 5.21%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617Y9AT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1150010 | PA      | $1088582.90   | 0.06%             | 2052-02-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AREIT CRE Trust                                                       | AREIT 2019-CRE3 Trust                                                           | CUSIP: 00217LAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1015000 | PA      | $976541.95    | 0.06%             | 2036-09-14      | Floating      | 6.50%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp                                                        | Microsoft Corp                                                                  | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188599.35    | 0.01%             | 2026-08-08      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133B6DQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    499654 | PA      | $443750.58    | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                | Pacific Gas and Electric Co                                                     | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3970000 | PA      | $2849247.44   | 0.17%             | 2040-08-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                 | Mexico Government International Bond                                            | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $328540.00    | 0.02%             | 2048-02-10      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                  | Bank of America Corp                                                            | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    145000 | PA      | $130945.59    | 0.01%             | 2027-03-11      | Fixed         | 1.66%                 | No            | 2                  | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                              | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193000 | PA      | $158931.66    | 0.01%             | 2050-02-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                              | Discovery Communications LLC                                                    | CUSIP: 25470DAT6<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8365.94      | 0.00%             | 2047-09-20      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Duke Energy Progress LLC                                              | Duke Energy Progress LLC                                                        | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    180000 | PA      | $159985.78    | 0.01%             | 2044-12-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                                 | Truist Financial Corp                                                           | CUSIP: 867914BS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52188.41     | 0.00%             | 2025-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                             | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1975000 | PA      | $1979783.17   | 0.12%             | 2053-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                                      | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2717000 | PA      | $2401341.79   | 0.14%             | 2027-11-16      | Fixed         | 2.31%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31412XFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65193 | PA      | $68832.48     | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding Ltd                                              | Madison Park Funding XXIII Ltd                                                  | CUSIP: 55820TAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3200273 | PA      | $3095124.83   | 0.18%             | 2031-07-27      | Floating      | 6.81%                 | No            | 2                  | On Loan: No      |
| Fanniemae-Aces                                                        | Fannie Mae-Aces                                                                 | CUSIP: 3136AN6U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1073507 | PA      | $1035118.78   | 0.06%             | 2027-04-25      | Variable      | 3.09%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140N24Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    440690 | PA      | $436679.07    | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    484000 | PA      | $468996.06    | 0.03%             | 2025-09-29      | Fixed         | 3.27%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140L1Y41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203858 | PA      | $173214.43    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                      | CSC Holdings LLC                                                                | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1583432.00   | 0.09%             | 2031-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 3620AMD58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15206 | PA      | $15283.43     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2051600 | PA      | $1797995.03   | 0.10%             | 2052-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NYU LANGONE HOSPITALS                                                 | NYU Langone Hospitals                                                           | CUSIP: 62954RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $197977.04    | 0.01%             | 2055-07-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| AREIT CRE Trust                                                       | AREIT 2019-CRE3 Trust                                                           | CUSIP: 00217LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27685 | PA      | $27273.30     | 0.00%             | 2036-09-14      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                                          | UBS Group AG                                                                    | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $358211.77    | 0.02%             | 2027-01-30      | Fixed         | 1.36%                 | No            | 2                  | On Loan: No      |
| Liberty Mutual Group Inc                                              | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBE3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99610.51     | 0.01%             | 2023-06-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14785000 | PA      | $14190712.34  | 0.83%             | 2029-04-30      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 3620ACRE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27532 | PA      | $27929.04     | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140XJR47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1731414 | PA      | $1655186.18   | 0.10%             | 2050-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                | Roper Technologies Inc                                                          | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    680000 | PA      | $590782.16    | 0.03%             | 2027-09-15      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Strip Coupon                                             | CUSIP: 912833XT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    710000 | PA      | $555491.61    | 0.03%             | 2029-11-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31417AYK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    403643 | PA      | $398795.24    | 0.02%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| P4 SFR HOLDCO LLC                                                     | P4 SFR HOLDCO LLC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1058750.00   | 0.06%             | 2026-10-11      | Fixed         | 7.25%                 | No            | 3                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31416BW87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31540 | PA      | $31905.64     | 0.00%             | 2034-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LJGR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1305931 | PA      | $1370260.99   | 0.08%             | 2032-12-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 3620AKNL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8519 | PA      | $8560.72      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617XXDD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1893594 | PA      | $1982193.79   | 0.12%             | 2072-03-20      | Floating      | 6.26%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828XB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    155000 | PA      | $148436.72    | 0.01%             | 2025-05-15      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                               | BPCE SA                                                                         | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    410000 | PA      | $323549.23    | 0.02%             | 2032-01-20      | Fixed         | 2.28%                 | No            | 2                  | On Loan: No      |
| Nutrien Ltd                                                           | Nutrien Ltd                                                                     | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $72717.51     | 0.00%             | 2029-04-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| TICP CLO Ltd                                                          | TICP CLO I-2 LTD                                                                | CUSIP: 87248VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2991269 | PA      | $2979082.57   | 0.17%             | 2028-04-26      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                                   | Elevance Health Inc                                                             | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    180000 | PA      | $169913.74    | 0.01%             | 2044-08-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                                                  | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    697000 | PA      | $631656.43    | 0.04%             | 2033-02-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140XCAK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321532 | PA      | $284059.46    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Veros Auto Receivables Trust                                          | Veros Auto Receivables Trust 2021-1                                             | CUSIP: 92512BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    204395 | PA      | $201713.24    | 0.01%             | 2026-10-15      | Fixed         | 0.92%                 | No            | 2                  | On Loan: No      |
| Province of Quebec                                                    | Province of Quebec Canada                                                       | CUSIP: 748148PD9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    540000 | PA      | $553088.47    | 0.03%             | 2024-02-09      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140QEAV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332653 | PA      | $296718.67    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP                                                | Aviation Capital Group LLC                                                      | CUSIP: 05369AAC5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347895.99    | 0.02%             | 2023-05-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                       | Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd                          | CUSIP: 03880KAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    527000 | PA      | $498671.27    | 0.03%             | 2034-08-15      | Floating      | 6.65%                 | No            | 2                  | On Loan: No      |
| TOLL ROAD INV PART II                                                 | Toll Road Investors Partnership II LP                                           | CUSIP: 88948ABB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    939000 | PA      | $758888.33    | 0.04%             | 2026-02-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| OneMain Financial Issuance Trust                                      | OneMain Financial Issuance Trust 2022-3                                         | CUSIP: 68269PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1769000 | PA      | $1784356.87   | 0.10%             | 2034-05-15      | Fixed         | 5.94%                 | No            | 2                  | On Loan: No      |
| BSPRT Issuer, Ltd.                                                    | BSPRT 2019-FL5 Issuer Ltd                                                       | CUSIP: 05587TAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1485000 | PA      | $1448959.94   | 0.08%             | 2029-05-15      | Floating      | 6.45%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                                               | Shell International Finance BV                                                  | CUSIP: 822582BD3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $195321.67    | 0.01%             | 2025-05-11      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| LP LMS 2021-2 Asset Securitization Trust                              | LP LMS 2021-2 Asset Securitization Trust                                        | CUSIP: 50214JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    947260 | PA      | $916592.55    | 0.05%             | 2029-01-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22000000 | PA      | $22249218.64  | 1.30%             | 2027-12-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000199 | PA      | $875869.91    | 0.05%             | 2052-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                              | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1382259.70   | 0.08%             | 2039-01-23      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LHCT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2314000 | PA      | $2276660.67   | 0.13%             | 2032-09-01      | Fixed         | 3.89%                 | No            | 2                  | On Loan: No      |
| CoreVest American Finance Ltd                                         | Corevest American Finance 2019-3 Trust                                          | CUSIP: 21872NAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    644875 | PA      | $609915.65    | 0.04%             | 2052-10-15      | Fixed         | 2.71%                 | No            | 2                  | On Loan: No      |
| AUTOZONE INC                                                          | AutoZone Inc                                                                    | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    340000 | PA      | $272431.54    | 0.02%             | 2031-01-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140H5JW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    918332 | PA      | $846065.65    | 0.05%             | 2048-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138000 | PA      | $123676.46    | 0.01%             | 2038-04-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| VM Master Issuer, LLC                                                 | VM Master Issuer LLC                                                            | CUSIP: 92859MAA8<br>LEI: 549300DTHP15ZDVADB72 | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1811357.40   | 0.11%             | 2025-05-24      | Variable      | 5.16%                 | No            | 2                  | On Loan: No      |
| UNITED AIR 2019-1 A PTT                                               | United Airlines 2019-1 Class A Pass Through Trust                               | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    387055 | PA      | $332270.08    | 0.02%             | 2031-08-25      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    660000 | PA      | $579356.25    | 0.03%             | 2030-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138MBH82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308428 | PA      | $304723.90    | 0.02%             | 2042-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                                                   | American Tower Corp                                                             | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    251000 | PA      | $169238.75    | 0.01%             | 2050-06-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138EKET8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    273804 | PA      | $278259.22    | 0.02%             | 2042-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140HJHS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292912 | PA      | $287217.61    | 0.02%             | 2048-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FMC GMSR Issuer Trust                                                 | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $1843507.82   | 0.11%             | 2026-07-25      | Variable      | 3.62%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                    | Energy Transfer LP                                                              | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70041.03     | 0.00%             | 2027-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Regency Centers LP                                                    | Regency Centers LP                                                              | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    400000 | PA      | $380533.47    | 0.02%             | 2028-03-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $182726.02    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FORTIS INC                                                            | Fortis Inc/Canada                                                               | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    186000 | PA      | $174635.92    | 0.01%             | 2026-10-04      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                               | Jersey Central Power & Light Co                                                 | CUSIP: 476556CX1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101285.23    | 0.01%             | 2037-06-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| OKLAHOMA G&E CO                                                       | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BW0<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    345000 | PA      | $340207.92    | 0.02%             | 2023-05-26      | Fixed         | 0.55%                 | No            | 2                  | On Loan: No      |
| Small Business Administration Participation Certs                     | United States Small Business Administration                                     | CUSIP: 83162CVR1<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    774289 | PA      | $742187.35    | 0.04%             | 2033-07-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                | NRZ Excess Spread-Collateralized Notes                                          | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2666998 | PA      | $2446020.90   | 0.14%             | 2026-07-25      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2444997 | PA      | $2181338.39   | 0.13%             | 2051-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    550000 | PA      | $526151.70    | 0.03%             | 2024-08-14      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6100000 | PA      | $5530746.11   | 0.32%             | 2029-02-28      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                     | HSBC Holdings PLC                                                               | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    567000 | PA      | $598468.45    | 0.03%             | 2026-11-03      | Fixed         | 7.34%                 | No            | 2                  | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                              | Tengizchevroil Finance Co International Ltd                                     | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |   1714000 | PA      | $1304902.48   | 0.08%             | 2030-08-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12252631 | PA      | $10943986.60  | 0.64%             | 2051-08-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                               | Exxon Mobil Corp                                                                | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    183000 | PA      | $166546.85    | 0.01%             | 2046-03-01      | Fixed         | 4.11%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38375UUF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1463984 | PA      | $1455783.18   | 0.08%             | 2065-02-20      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| Theorem Funding Trust                                                 | Theorem Funding Trust 2022-2                                                    | CUSIP: 88339FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    977217 | PA      | $971630.12    | 0.06%             | 2028-12-15      | Fixed         | 6.06%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2655000 | PA      | $2584165.42   | 0.15%             | 2029-08-31      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                                        | LoanCore 2021-CRE5 Issuer Ltd                                                   | CUSIP: 53947XAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1115000 | PA      | $1053264.57   | 0.06%             | 2036-07-15      | Floating      | 6.45%                 | No            | 2                  | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                 | Athene Global Funding                                                           | CUSIP: 04685A2K6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1025089.71   | 0.06%             | 2026-11-12      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140X5XN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    464896 | PA      | $411390.60    | 0.02%             | 2050-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132L5AD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47609 | PA      | $44821.35     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                               | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    241000 | PA      | $226739.34    | 0.01%             | 2039-06-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179W7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    374040 | PA      | $333348.14    | 0.02%             | 2052-06-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - SCRT                                                    | Seasoned Credit Risk Transfer Trust Series 2019-4                               | CUSIP: 35563PMN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    206476 | PA      | $185703.71    | 0.01%             | 2059-02-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| LEIDOS INC                                                            | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    235000 | PA      | $189383.56    | 0.01%             | 2031-02-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                                            | Humana Inc                                                                      | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2394000 | PA      | $2562007.93   | 0.15%             | 2033-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| NOVELIS CORP                                                          | Novelis Corp                                                                    | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    411000 | PA      | $372086.52    | 0.02%             | 2026-11-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Strip Coupon                                             | CUSIP: 912833LU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $736233.77    | 0.04%             | 2025-02-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - SCRT                                                    | Seasoned Credit Risk Transfer Trust Series 2019-3                               | CUSIP: 35563PLK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200073 | PA      | $187777.59    | 0.01%             | 2058-10-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Nordstrom Inc                                                         | Nordstrom Inc                                                                   | CUSIP: 655664AS9<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    520000 | PA      | $449029.73    | 0.03%             | 2027-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38375UVB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4220679 | PA      | $4197329.82   | 0.24%             | 2065-03-20      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    820000 | PA      | $706577.35    | 0.04%             | 2027-09-30      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - SCRT                                                    | Seasoned Credit Risk Transfer Trust Series 2019-4                               | CUSIP: 35563PMT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    931776 | PA      | $900727.59    | 0.05%             | 2059-02-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140JY2P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    588647 | PA      | $579984.86    | 0.03%             | 2049-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    245000 | PA      | $236185.74    | 0.01%             | 2028-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140MHSV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    334565 | PA      | $285803.18    | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2909000 | PA      | $2720742.90   | 0.16%             | 2028-12-20      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38375UVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    998772 | PA      | $990853.06    | 0.06%             | 2065-02-20      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                      | CSC Holdings LLC                                                                | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1164350.25   | 0.07%             | 2030-12-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                       | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1244000 | PA      | $1182692.64   | 0.07%             | 2048-03-25      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                              | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $872090.89    | 0.05%             | 2062-03-15      | Fixed         | 5.39%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36182NRM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    985743 | PA      | $975077.51    | 0.06%             | 2045-01-20      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                     | HSBC Holdings PLC                                                               | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $688302.34    | 0.04%             | 2033-11-03      | Fixed         | 8.11%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Strip Coupon                                             | CUSIP: 9128334T4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5850000 | PA      | $4214118.46   | 0.25%             | 2032-02-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                            | JPMBB Commercial Mortgage Securities Trust 2014-C26                             | CUSIP: 46643TBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4817562.00   | 0.28%             | 2048-01-15      | Fixed         | 3.49%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 3136AEXM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35307 | PA      | $3079.61      | 0.00%             | 2033-02-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138L5FA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1398329 | PA      | $1385559.06   | 0.08%             | 2025-12-01      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| MACQUARIE GROUP LTD                                                   | Macquarie Group Ltd                                                             | CUSIP: 55608JBL1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    568000 | PA      | $579085.21    | 0.03%             | 2024-11-22      | Fixed         | 6.21%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                              | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AD3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176102.36    | 0.01%             | 2025-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31412LGN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4299 | PA      | $4539.33      | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                    | Energy Transfer LP                                                              | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148045.34    | 0.01%             | 2028-05-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138ERCZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143174 | PA      | $141455.09    | 0.01%             | 2044-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     76000 | PA      | $62609.16     | 0.00%             | 2032-03-15      | Fixed         | 2.36%                 | No            | 2                  | On Loan: No      |
| Oklahoma Development Finance Authority                                | OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE                                        | CUSIP: 67884XCP0<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   1578000 | PA      | $1291816.13   | 0.08%             | 2028-08-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                              | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668BF8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    736000 | PA      | $670881.80    | 0.04%             | 2030-05-13      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Masco Corp                                                            | Masco Corp                                                                      | CUSIP: 574599AY2<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $265589.85    | 0.02%             | 2032-08-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                 | Wells Fargo & Co                                                                | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    112000 | PA      | $106290.85    | 0.01%             | 2045-11-17      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                                      | BAT Capital Corp                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    355000 | PA      | $305239.19    | 0.02%             | 2028-03-25      | Fixed         | 2.26%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4800000 | PA      | $3636750.00   | 0.21%             | 2049-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                              | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1194000 | PA      | $1133868.78   | 0.07%             | 2026-04-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132WHJY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000949 | PA      | $1862662.26   | 0.11%             | 2046-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31419B5X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    311667 | PA      | $307925.39    | 0.02%             | 2040-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UBS Commercial Mortgage Trust                                         | UBS Commercial Mortgage Trust 2018-C8                                           | CUSIP: 90276VAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2736930 | PA      | $2612308.82   | 0.15%             | 2051-02-15      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                      | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4081000 | PA      | $3464540.06   | 0.20%             | 2031-02-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| MEMORIAL HEALTH SERVICES                                              | Memorial Health Services                                                        | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |    620000 | PA      | $489882.39    | 0.03%             | 2049-11-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30521 | PA      | $25724.12     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                                                      | Altria Group Inc                                                                | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    785000 | PA      | $613344.47    | 0.04%             | 2032-02-04      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $1994140.63   | 0.12%             | 2041-05-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                                    | Vodafone Group PLC                                                              | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $405831.68    | 0.02%             | 2049-06-19      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| State of California                                                   | CALIFORNIA ST                                                                   | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $458744.76    | 0.03%             | 2039-10-01      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| ALCON FINANCE CORP                                                    | Alcon Finance Corp                                                              | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    707000 | PA      | $739837.48    | 0.04%             | 2032-12-06      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128M4W66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       953 | PA      | $988.06       | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE                                                        | Public Storage                                                                  | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    265000 | PA      | $222516.53    | 0.01%             | 2031-11-09      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                              | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    695000 | PA      | $583326.97    | 0.03%             | 2031-10-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BANK OF IRELAND GROUP                                                 | Bank of Ireland Group PLC                                                       | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    430000 | PA      | $375362.48    | 0.02%             | 2027-09-30      | Fixed         | 2.03%                 | No            | 2                  | On Loan: No      |
| TENN VALLEY AUTHORITY                                                 | Tennessee Valley Authority                                                      | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    405000 | PA      | $380338.46    | 0.02%             | 2065-09-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BXMT Ltd                                                              | BXMT 2020-FL2 LTD                                                               | CUSIP: 12434LAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    875000 | PA      | $822551.10    | 0.05%             | 2038-02-15      | Floating      | 6.00%                 | No            | 2                  | On Loan: No      |
| BXMT Ltd                                                              | BXMT 2021-FL4 Ltd                                                               | CUSIP: 05609GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2281000 | PA      | $2186868.60   | 0.13%             | 2038-05-15      | Floating      | 5.76%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132H7EG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    515944 | PA      | $507794.23    | 0.03%             | 2046-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 9128286F2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    340000 | PA      | $326652.34    | 0.02%             | 2026-02-28      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                     | HSBC Holdings PLC                                                               | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    580000 | PA      | $469283.42    | 0.03%             | 2031-08-18      | Fixed         | 2.36%                 | No            | 2                  | On Loan: No      |
| Escambia County Health Facilities Authority                           | ESCAMBIA CNTY FL HLTH FACS AUTH                                                 | CUSIP: 296110GG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    655000 | PA      | $526143.88    | 0.03%             | 2040-08-15      | Fixed         | 3.61%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36202F2V7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24279 | PA      | $25514.01     | 0.00%             | 2042-01-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Boston Properties LP                                                  | Boston Properties LP                                                            | CUSIP: 10112RAZ7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    228000 | PA      | $220141.48    | 0.01%             | 2025-01-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                                                  | BAT International Finance PLC                                                   | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   2960000 | PA      | $2833004.63   | 0.17%             | 2028-03-16      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| COTTAGE HEALTH SYSTEM                                                 | Cottage Health Obligated Group                                                  | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $245827.53    | 0.01%             | 2049-11-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                              | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    304000 | PA      | $244057.44    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ACREC 2021-FL1 Ltd                                                    | ACREC 2021-FL1 Ltd                                                              | CUSIP: 00500RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1389000 | PA      | $1325693.82   | 0.08%             | 2036-10-16      | Floating      | 6.62%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140F5DA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167670 | PA      | $160817.31    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PACKAGING CORP OF AMERIC                                              | Packaging Corp of America                                                       | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    385000 | PA      | $320420.16    | 0.02%             | 2049-12-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| BDS Ltd                                                               | BDS 2021-FL10 Ltd                                                               | CUSIP: 05493FAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    684000 | PA      | $654146.89    | 0.04%             | 2036-06-16      | Floating      | 5.97%                 | No            | 2                  | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF 2014-K40 Mortgage Trust                                                   | CUSIP: 30285FAG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    639000 | PA      | $617848.14    | 0.04%             | 2047-11-25      | Variable      | 4.07%                 | No            | 2                  | On Loan: No      |
| TSMC GLOBAL LTD                                                       | TSMC Global Ltd                                                                 | CUSIP: 872882AN5<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |    274000 | PA      | $278075.33    | 0.02%             | 2032-07-22      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Boston Scientific Corp                                                | Boston Scientific Corp                                                          | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     98000 | PA      | $92807.44     | 0.01%             | 2039-03-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Progress Energy Inc                                                   | Progress Energy Inc                                                             | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $168834.39    | 0.01%             | 2031-10-30      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140FDVW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    629326 | PA      | $584860.44    | 0.03%             | 2046-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BSPRT Issuer, Ltd.                                                    | BSPRT 2021-FL7 Issuer Ltd                                                       | CUSIP: 05602CAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $423881.96    | 0.02%             | 2038-12-15      | Floating      | 6.75%                 | No            | 2                  | On Loan: No      |
| Business Jet Securities, LLC                                          | Business Jet Securities 2021-1 LLC                                              | CUSIP: 12327BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1459870 | PA      | $1271857.12   | 0.07%             | 2036-04-15      | Fixed         | 2.92%                 | No            | 2                  | On Loan: No      |
| CGI INC                                                               | CGI Inc                                                                         | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    432000 | PA      | $387339.52    | 0.02%             | 2026-09-14      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138LAAW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1833069 | PA      | $1720437.13   | 0.10%             | 2030-06-01      | Fixed         | 2.97%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140MJE84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127057 | PA      | $106987.67    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Goodgreen Trust                                                       | Goodgreen 2019-2                                                                | CUSIP: 38218EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    597852 | PA      | $525943.40    | 0.03%             | 2055-04-15      | Fixed         | 2.76%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL                                                 | TotalEnergies Capital International SA                                          | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    385000 | PA      | $311196.15    | 0.02%             | 2049-07-12      | Fixed         | 3.46%                 | No            | 2                  | On Loan: No      |
| GLS Auto Receivables Trust                                            | GLS Auto Receivables Issuer Trust 2021-3                                        | CUSIP: 36263LAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2900000 | PA      | $2633154.47   | 0.15%             | 2027-07-15      | Fixed         | 1.48%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38376RLL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2098699 | PA      | $2090489.68   | 0.12%             | 2065-11-20      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133B4R56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    537398 | PA      | $452765.91    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                               | Hyundai Capital America                                                         | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    215000 | PA      | $191948.99    | 0.01%             | 2026-01-08      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                              | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAR4<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $376893.69    | 0.02%             | 2042-03-06      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                | Pacific Gas and Electric Co                                                     | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54487.46     | 0.00%             | 2042-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                              | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2041000 | PA      | $1977756.53   | 0.12%             | 2024-07-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| CHINA SOUTHERN POWER GRI                                              | China Southern Power Grid International Finance BVI Co Ltd                      | CUSIP: 16892DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    360000 | PA      | $349055.84    | 0.02%             | 2027-05-08      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                           | MF1 2020-FL4 Ltd                                                                | CUSIP: 58003UAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1334500 | PA      | $1332850.02   | 0.08%             | 2035-11-15      | Floating      | 6.70%                 | No            | 2                  | On Loan: No      |
| Xcel Energy Inc                                                       | Xcel Energy Inc                                                                 | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    220000 | PA      | $210129.78    | 0.01%             | 2026-12-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                                            | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1560021.69   | 0.09%             | 2029-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley                                                                  | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    275000 | PA      | $253499.97    | 0.01%             | 2045-01-27      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| BOC Aviation Ltd                                                      | BOC Aviation Ltd                                                                | CUSIP: 09681LAJ9<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $194005.50    | 0.01%             | 2024-10-10      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities                        | Credit Suisse First Boston Mortgage Securities Corp                             | CUSIP: 22541Q6Z0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37067 | PA      | $35455.95     | 0.00%             | 2034-03-25      | Variable      | 3.36%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                    | Energy Transfer LP                                                              | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    272000 | PA      | $255543.72    | 0.01%             | 2029-09-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133WJDP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1948566 | PA      | $1770619.45   | 0.10%             | 2037-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31292LLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23775 | PA      | $22971.42     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 3620A9SS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24523 | PA      | $24853.21     | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| RAYTHEON TECH CORP                                                    | Raytheon Technologies Corp                                                      | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46292.09     | 0.00%             | 2047-04-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                 | Athene Global Funding                                                           | CUSIP: 04685A2J9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    180000 | PA      | $172536.81    | 0.01%             | 2024-06-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140XBTH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    849252 | PA      | $716708.04    | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                              | Microchip Technology Inc                                                        | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    346000 | PA      | $324028.88    | 0.02%             | 2024-09-01      | Fixed         | 0.98%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                      | Societe Generale SA                                                             | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    352000 | PA      | $298316.50    | 0.02%             | 2030-01-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38379QAH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23319 | PA      | $24444.07     | 0.00%             | 2038-01-20      | Variable      | 5.55%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                              | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    330000 | PA      | $343469.29    | 0.02%             | 2030-01-13      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                 | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6334000 | PA      | $5458524.46   | 0.32%             | 2031-02-11      | Fixed         | 2.57%                 | No            | 2                  | On Loan: No      |
| SWAP CCPC JP MORGAN COC                                               | SWAP CCPC JP MORGAN COC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |       153 | NS      | $152.90       | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617YWBR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1739061 | PA      | $1840374.53   | 0.11%             | 2072-03-20      | Floating      | 6.49%                 | No            | 2                  | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                      | IndyMac INDX Mortgage Loan Trust 2005-AR1                                       | CUSIP: 45660LDB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82591 | PA      | $75012.88     | 0.00%             | 2035-03-25      | Variable      | 3.42%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138L92X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1868142.50   | 0.11%             | 2030-05-01      | Fixed         | 2.92%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138ETDS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    618961 | PA      | $610155.87    | 0.04%             | 2043-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138L7KN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3810447 | PA      | $3714429.29   | 0.22%             | 2024-09-01      | Fixed         | 3.07%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                                     | NatWest Group PLC                                                               | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199317.70    | 0.01%             | 2026-04-05      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1307122.53   | 0.08%             | 2028-07-24      | Fixed         | 3.67%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1239832 | PA      | $1094061.95   | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Nutrien Ltd                                                           | Nutrien Ltd                                                                     | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $105457.65    | 0.01%             | 2049-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CGI INC                                                               | CGI Inc                                                                         | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    776000 | PA      | $610305.25    | 0.04%             | 2031-09-14      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                | Credit Suisse Group AG                                                          | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    608000 | PA      | $556009.95    | 0.03%             | 2025-09-11      | Fixed         | 2.59%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                | US 5YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       329 | NC      | $394667.08    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac - SCRT                                                    | Seasoned Credit Risk Transfer Trust Series 2018-1                               | CUSIP: 35563PEL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2446683 | PA      | $2337158.74   | 0.14%             | 2057-05-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BRITISH AIR 18-1 A PTT                                                | British Airways 2018-1 Class A Pass Through Trust                               | CUSIP: 11043HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    319040 | PA      | $278484.86    | 0.02%             | 2031-09-20      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                              | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179880.09    | 0.01%             | 2047-05-15      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| State Street Institutional Liquid Reserves Fund                       | State Street Institutional Liquid Reserves Fund                                 | CUSIP: 85749Q455<br>LEI: 5493000HFJPORCLSV250 | Long             | STIV             | RF                | US        |   2798761 | NS      | $2800160.19   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| APPLE INC                                                             | Apple Inc                                                                       | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    890000 | PA      | $632785.62    | 0.04%             | 2051-08-05      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1001220 | PA      | $934711.20    | 0.05%             | 2047-11-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BROOKLYN UNION GAS CO                                                 | Brooklyn Union Gas Co/The                                                       | CUSIP: 114259AQ7<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $200401.10    | 0.01%             | 2048-03-15      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                               | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1762000 | PA      | $1613039.90   | 0.09%             | 2032-03-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| WMG ACQUISITION CORP                                                  | WMG Acquisition Corp                                                            | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   1767000 | PA      | $1465426.11   | 0.09%             | 2031-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137B3NA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2734980 | PA      | $2723660.65   | 0.16%             | 2023-04-25      | Variable      | 3.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36177T4M6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11066 | PA      | $10731.59     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Strip Coupon                                             | CUSIP: 9128334Z0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    540000 | PA      | $344008.60    | 0.02%             | 2035-02-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3622AAXX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1742014 | PA      | $1612551.35   | 0.09%             | 2051-01-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FELLS POINT FUNDING TR                                                | Fells Point Funding Trust                                                       | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1130556.04   | 0.07%             | 2027-01-31      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36177PCJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37706 | PA      | $36566.00     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BOARDWALK PIPELINES LP                                                | Boardwalk Pipelines LP                                                          | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267301.09    | 0.02%             | 2031-02-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F1G44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    776000 | PA      | $751446.97    | 0.04%             | 2027-04-25      | Fixed         | 3.24%                 | No            | 2                  | On Loan: No      |
| Cantor Commercial Real Estate Lending                                 | Cantor Commercial Real Estate Lending 2019-CF2                                  | CUSIP: 12528YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3173122 | PA      | $2829974.56   | 0.17%             | 2052-11-15      | Fixed         | 2.87%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                           | MF1 2022-FL8 Ltd                                                                | CUSIP: 55284JAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    767466 | PA      | $715525.82    | 0.04%             | 2037-02-19      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                | Pacific Gas and Electric Co                                                     | CUSIP: 694308JL2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    290000 | PA      | $276886.52    | 0.02%             | 2025-07-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| AEP TRANSMISSION CO LLC                                               | AEP Transmission Co LLC                                                         | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     95000 | PA      | $71350.56     | 0.00%             | 2049-09-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                             | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3651000 | PA      | $3375451.70   | 0.20%             | 2026-02-04      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley                                                                  | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73523.92     | 0.00%             | 2026-09-08      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CEG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $15559375.04  | 0.91%             | 2024-03-31      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8124024 | PA      | $6837261.55   | 0.40%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BAKER HUGHES HLDGS LLC                                                | Baker Hughes Holdings LLC                                                       | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147802.40    | 0.01%             | 2040-09-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31417AVY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15592 | PA      | $15048.75     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38377YEC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100994 | PA      | $100177.31    | 0.01%             | 2041-07-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AIB Group PLC                                                         | AIB Group PLC                                                                   | CUSIP: 00135TAB0<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    270000 | PA      | $264149.75    | 0.02%             | 2025-04-10      | Fixed         | 4.26%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TQN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1696099 | PA      | $1581573.58   | 0.09%             | 2048-01-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                              | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1762000 | PA      | $1576207.67   | 0.09%             | 2026-02-21      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                                              | Neuberger Berman CLO XXI Ltd                                                    | CUSIP: 64130DBL3<br>LEI: 549300VBBLOSKH8XQ869 | Long             | ABS-CBDO         | CORP              | KY        |   1276441 | PA      | $1236137.38   | 0.07%             | 2034-04-20      | Floating      | 6.86%                 | No            | 2                  | On Loan: No      |
| CHCP 2021-FL1 Ltd.                                                    | CHCP 2021-FL1 Ltd                                                               | CUSIP: 12546JAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    566500 | PA      | $537156.09    | 0.03%             | 2038-02-15      | Floating      | 6.25%                 | No            | 2                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                               | WaMu Mortgage Pass-Through Certificates Series 2005-AR6 Trust                   | CUSIP: 92922FJ25<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19557 | PA      | $18883.49     | 0.00%             | 2045-04-25      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                                           | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168098.31    | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Liberty Mutual Group Inc                                              | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342301.89    | 0.02%             | 2029-02-01      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| ASTRAZENECA PLC                                                       | AstraZeneca PLC                                                                 | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $153592.53    | 0.01%             | 2050-08-06      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                                                          | Comcast Corp                                                                    | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257148.29    | 0.01%             | 2036-07-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| BRITISH AIR 19-1 AA PTT                                               | British Airways 2019-1 Class AA Pass Through Trust                              | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    351778 | PA      | $308150.22    | 0.02%             | 2032-12-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Emera US Finance LP                                                   | Emera US Finance LP                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $269003.40    | 0.02%             | 2046-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Caterpillar Inc                                                       | Caterpillar Inc                                                                 | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114603.29    | 0.01%             | 2036-08-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31297VPS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7432 | PA      | $7646.08      | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128PRZ69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3589 | PA      | $3601.51      | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO                                              | Flex Intermediate Holdco LLC                                                    | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    715000 | PA      | $583020.94    | 0.03%             | 2031-06-30      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                | Pacific Gas and Electric Co                                                     | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    420000 | PA      | $333890.92    | 0.02%             | 2042-04-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF 2016-K59 Mortgage Trust                                                   | CUSIP: 30295RAS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    690000 | PA      | $648087.12    | 0.04%             | 2049-11-25      | Variable      | 3.58%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                                | Standard Chartered PLC                                                          | CUSIP: 85325WAA6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    460000 | PA      | $435227.62    | 0.03%             | 2026-01-30      | Fixed         | 2.82%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LHTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1664000 | PA      | $1687449.09   | 0.10%             | 2032-10-01      | Fixed         | 4.22%                 | No            | 2                  | On Loan: No      |
| Texas Health Resources                                                | Texas Health Resources                                                          | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    400000 | PA      | $364072.64    | 0.02%             | 2055-11-15      | Fixed         | 4.33%                 | No            | 2                  | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                              | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAN6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $299219.96    | 0.02%             | 2050-01-25      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                             | Towd Point Mortgage Trust 2021-R1                                               | CUSIP: 89179TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2802766 | PA      | $2346651.43   | 0.14%             | 2060-11-30      | Variable      | 2.92%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3643000 | PA      | $3622924.56   | 0.21%             | 2023-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BRIXMOR OPERATING PART                                                | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAA1<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    200000 | PA      | $193800.39    | 0.01%             | 2025-02-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FCJK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    681000 | PA      | $660358.28    | 0.04%             | 2027-11-25      | Variable      | 3.30%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    304075 | PA      | $280090.08    | 0.02%             | 2052-02-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                              | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   3265000 | PA      | $2817703.39   | 0.16%             | 2027-11-18      | Fixed         | 2.53%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - SCRT                                                    | Seasoned Credit Risk Transfer Trust Series 2019-3                               | CUSIP: 35563PLJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    743561 | PA      | $658746.84    | 0.04%             | 2058-10-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132GDZZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21111 | PA      | $21476.94     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133BJD41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    372691 | PA      | $338906.64    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137B4WB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1172000 | PA      | $1161471.34   | 0.07%             | 2023-07-25      | Variable      | 3.06%                 | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP                                                | Aviation Capital Group LLC                                                      | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    524000 | PA      | $518968.61    | 0.03%             | 2024-12-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                    | Energy Transfer LP                                                              | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    567000 | PA      | $491455.08    | 0.03%             | 2043-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| YALE-NEW HAVEN HLTH SRVC                                              | Yale-New Haven Health Services Corp                                             | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |    390000 | PA      | $254440.62    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                    | Banco Santander SA                                                              | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $377156.06    | 0.02%             | 2025-05-28      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                                | Philip Morris International Inc                                                 | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1175338.18   | 0.07%             | 2027-11-17      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| VMWARE INC                                                            | VMware Inc                                                                      | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    859000 | PA      | $760656.01    | 0.04%             | 2026-08-15      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| NRG Energy Inc                                                        | NRG Energy Inc                                                                  | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $274534.33    | 0.02%             | 2029-06-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                    | Energy Transfer LP                                                              | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    676000 | PA      | $686971.48    | 0.04%             | 2028-02-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                   | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    653000 | PA      | $654266.74    | 0.04%             | 2030-02-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2750000 | PA      | $2138876.96   | 0.12%             | 2049-11-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - SCRT                                                    | Seasoned Credit Risk Transfer Trust Series 2019-1                               | CUSIP: 35563PJE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1231540 | PA      | $1160015.29   | 0.07%             | 2058-07-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FMC GMSR ISSUER TRUST                                                 | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1760141.60   | 0.10%             | 2026-01-25      | Variable      | 4.45%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179XDF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    989133 | PA      | $996243.67    | 0.06%             | 2052-08-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    457000 | PA      | $445338.16    | 0.03%             | 2030-01-23      | Fixed         | 4.43%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31416WEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10049 | PA      | $10212.20     | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                                      | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    390000 | PA      | $351832.98    | 0.02%             | 2026-11-24      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                     | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $518973.13    | 0.03%             | 2028-09-22      | Fixed         | 2.01%                 | No            | 2                  | On Loan: No      |
| Santander Retail Auto Lease Trust                                     | Santander Retail Auto Lease Trust 2020-A                                        | CUSIP: 80286KAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    655307 | PA      | $652961.88    | 0.04%             | 2024-03-20      | Fixed         | 2.08%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Strip Coupon                                             | CUSIP: 9128337T1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10400000 | PA      | $7119505.33   | 0.42%             | 2033-05-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                                     | Iron Mountain Inc                                                               | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   2745000 | PA      | $2352163.05   | 0.14%             | 2031-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| RELIANCE STEEL & ALUM                                                 | Reliance Steel & Aluminum Co                                                    | CUSIP: 759509AF9<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1062706.17   | 0.06%             | 2025-08-15      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                               | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    425000 | PA      | $321555.69    | 0.02%             | 2049-09-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Independence Plaza Trust                                              | Independence Plaza Trust 2018-INDP                                              | CUSIP: 45378YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1180000 | PA      | $1119584.94   | 0.07%             | 2035-07-10      | Fixed         | 3.76%                 | No            | 2                  | On Loan: No      |
| HCA Inc                                                               | HCA Inc                                                                         | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    390000 | PA      | $370820.53    | 0.02%             | 2047-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140K1J98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    515143 | PA      | $533539.78    | 0.03%             | 2049-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TENN VALLEY AUTHORITY                                                 | Tennessee Valley Authority                                                      | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    240000 | PA      | $239761.13    | 0.01%             | 2060-09-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| UDR INC                                                               | UDR Inc                                                                         | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     55000 | PA      | $47927.83     | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                 | Mexico Government International Bond                                            | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    398000 | PA      | $270731.54    | 0.02%             | 2061-05-24      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1665000 | PA      | $1467767.10   | 0.09%             | 2028-10-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138EH3F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    442040 | PA      | $436735.32    | 0.03%             | 2041-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140KE2N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88716 | PA      | $79358.31     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    181000 | PA      | $159251.72    | 0.01%             | 2047-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9944000 | PA      | $9898552.84   | 0.58%             | 2043-11-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                | Pacific Gas and Electric Co                                                     | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $99058.61     | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 3136ARB31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122749 | PA      | $112500.00    | 0.01%             | 2046-04-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179RBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    183013 | PA      | $172194.75    | 0.01%             | 2045-04-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                               | Hyundai Capital America                                                         | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    380000 | PA      | $337761.34    | 0.02%             | 2026-06-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133B9LG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46162 | PA      | $40454.26     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| LHOME Mortgage Trust                                                  | LHOME Mortgage Trust 2021-RTL1                                                  | CUSIP: 501894AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    970000 | PA      | $922319.65    | 0.05%             | 2026-02-25      | Variable      | 2.09%                 | No            | 2                  | On Loan: No      |
| FTF 8.0 15AUG20                                                       | FTF 8.0 15AUG20                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4442 | PA      | $3464.75      | 0.00%             | 2024-08-15      | Fixed         | 8.00%                 | No            | 3                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 3620AFPN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6135 | PA      | $6223.51      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31410F5D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17573 | PA      | $18060.63     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Anchor Mortgage Trust                                                 | Anchor Mortgage Trust 2021-RTL1                                                 | CUSIP: 03333HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2146485 | PA      | $2138535.89   | 0.12%             | 2026-10-25      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Fanniemae-Aces                                                        | Fannie Mae-Aces                                                                 | CUSIP: 3136BDXP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    437078 | PA      | $414054.75    | 0.02%             | 2033-11-25      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                                                        | Lowe's Cos Inc                                                                  | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    365000 | PA      | $313720.73    | 0.02%             | 2031-04-01      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                 | Healthpeak Properties Inc                                                       | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    679000 | PA      | $589312.55    | 0.03%             | 2028-12-01      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                              | CUSIP: 3137BJF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79484 | PA      | $74822.66     | 0.00%             | 2039-07-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Alabama Power Co                                                      | Alabama Power Co                                                                | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41268.55     | 0.00%             | 2045-03-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $191272.84    | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SART 2018 1                                                           | SART 2018 1                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220659 | PA      | $207971.54    | 0.01%             | 2025-06-15      | Fixed         | 4.75%                 | No            | 3                  | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38375UFZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    380815 | PA      | $379884.30    | 0.02%             | 2064-04-20      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 312940BC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8683 | PA      | $8846.47      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2340000 | PA      | $2111301.55   | 0.12%             | 2026-01-31      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                                               | Dryden 55 CLO Ltd                                                               | CUSIP: 26245MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5344988.00   | 0.31%             | 2031-04-15      | Floating      | 6.34%                 | No            | 2                  | On Loan: No      |
| SABRA HEALTH CARE LP                                                  | Sabra Health Care LP                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    430000 | PA      | $332146.47    | 0.02%             | 2031-12-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140FH6D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111219 | PA      | $99206.83     | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138EKBW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000338 | PA      | $2055842.59   | 0.12%             | 2042-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 31398PNS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    738601 | PA      | $748455.04    | 0.04%             | 2039-09-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NGPL PIPECO LLC                                                       | NGPL PipeCo LLC                                                                 | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    410000 | PA      | $346958.58    | 0.02%             | 2031-07-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| AREIT CRE Trust                                                       | AREIT 2022-CRE6 Trust                                                           | CUSIP: 04002VAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    614000 | PA      | $584517.68    | 0.03%             | 2037-01-16      | Floating      | 6.16%                 | No            | 2                  | On Loan: No      |
| CoreVest American Finance Ltd                                         | Corevest American Finance 2019-3 Trust                                          | CUSIP: 21872NAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1664286.19   | 0.10%             | 2052-10-15      | Fixed         | 3.16%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $1701656.26   | 0.10%             | 2051-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CVS Pass-Through Trust                                                | CVS Pass-Through Trust                                                          | CUSIP: 126650BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177133 | PA      | $191461.19    | 0.01%             | 2032-01-10      | Fixed         | 7.51%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31410KQ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17071 | PA      | $17885.37     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MVW Owner Trust                                                       | MVW 2021-1W LLC                                                                 | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    654921 | PA      | $598325.12    | 0.03%             | 2041-01-22      | Fixed         | 1.14%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132WJUV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    423769 | PA      | $405668.58    | 0.02%             | 2046-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179UWA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    154052 | PA      | $154366.30    | 0.01%             | 2049-07-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Strip Coupon                                             | CUSIP: 9128337N4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1270000 | PA      | $958393.14    | 0.06%             | 2030-11-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ACREC 2021-FL1 Ltd                                                    | ACREC 2021-FL1 Ltd                                                              | CUSIP: 00500RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1675500 | PA      | $1580178.12   | 0.09%             | 2036-10-16      | Floating      | 7.12%                 | No            | 2                  | On Loan: No      |
| WRKCo Inc                                                             | WRKCo Inc                                                                       | CUSIP: 96145DAF2<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292178.78    | 0.02%             | 2025-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Conagra Brands Inc                                                    | Conagra Brands Inc                                                              | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105620.88    | 0.01%             | 2038-11-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| LEAR CORP                                                             | Lear Corp                                                                       | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    220000 | PA      | $172809.13    | 0.01%             | 2032-01-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2690000 | PA      | $2631786.73   | 0.15%             | 2027-08-31      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ITC HOLDINGS CORP                                                     | ITC Holdings Corp                                                               | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    210000 | PA      | $184539.99    | 0.01%             | 2030-05-14      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Small Business Administration Participation Certs                     | United States Small Business Administration                                     | CUSIP: 83162CVL4<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    461704 | PA      | $424028.76    | 0.02%             | 2033-04-01      | Fixed         | 2.08%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM 2018-HOME Mortgage Trust                                                   | CUSIP: 20048JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1790000 | PA      | $1668065.92   | 0.10%             | 2033-04-10      | Variable      | 3.82%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                                | Standard Chartered PLC                                                          | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    430000 | PA      | $382845.34    | 0.02%             | 2027-01-14      | Fixed         | 1.46%                 | No            | 2                  | On Loan: No      |
| Starwood Commercial Mortgage Trust                                    | STWD 2021-FL2 Ltd                                                               | CUSIP: 78486BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1072500 | PA      | $1005183.89   | 0.06%             | 2038-04-18      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                              | Cleveland Electric Illuminating Co/The                                          | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    286000 | PA      | $267327.44    | 0.02%             | 2028-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31335ALX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    604914 | PA      | $615387.11    | 0.04%             | 2042-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Northwell Healthcare Inc                                              | Northwell Healthcare Inc                                                        | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    594000 | PA      | $479514.33    | 0.03%             | 2046-11-01      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| LEVIATHAN BOND LTD                                                    | Leviathan Bond Ltd                                                              | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |   1125000 | PA      | $1106718.75   | 0.06%             | 2027-06-30      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140JB2H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2876707 | PA      | $2573570.89   | 0.15%             | 2061-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Small Business Administration Participation Certs                     | United States Small Business Administration                                     | CUSIP: 83162CUY7<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    233348 | PA      | $215264.48    | 0.01%             | 2032-08-01      | Fixed         | 2.37%                 | No            | 2                  | On Loan: No      |
| STEEL DYNAMICS INC                                                    | Steel Dynamics Inc                                                              | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    169000 | PA      | $146255.64    | 0.01%             | 2027-10-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FTZU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    914237 | PA      | $98654.58     | 0.01%             | 2030-04-25      | Variable      | 1.87%                 | No            | 2                  | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF 2018-KW05 Trust                                                           | CUSIP: 30307MAS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1831919.20   | 0.11%             | 2028-04-25      | Variable      | 3.79%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 3620ALQ49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25607 | PA      | $25904.28     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                 | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    385000 | PA      | $283862.68    | 0.02%             | 2050-07-09      | Fixed         | 3.18%                 | No            | 2                  | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                              | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   2059000 | PA      | $1687516.66   | 0.10%             | 2039-12-31      | Fixed         | 2.74%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36183SXT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    818535 | PA      | $809678.13    | 0.05%             | 2045-06-20      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                              | CUSIP: 3137BMFL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134532 | PA      | $130823.06    | 0.01%             | 2028-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| School District of Philadelphia/The                                   | PHILADELPHIA PA SCH DIST                                                        | CUSIP: 717883NM0<br>LEI: 254900HSKDHZKBZCUL90 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1360774.38   | 0.08%             | 2030-06-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                 | Entergy Louisiana LLC                                                           | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    240000 | PA      | $166941.90    | 0.01%             | 2051-03-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31412WZH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66668 | PA      | $70030.56     | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Entergy Arkansas LLC                                                  | Entergy Arkansas LLC                                                            | CUSIP: 29364DAU4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     88000 | PA      | $85644.84     | 0.00%             | 2026-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                         | Citigroup Inc                                                                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3715000 | PA      | $3197518.96   | 0.19%             | 2031-01-29      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| BP CAP MARKETS AMERICA                                                | BP Capital Markets America Inc                                                  | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285151.87    | 0.02%             | 2027-01-16      | Fixed         | 3.02%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140QKQL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397479 | PA      | $349970.94    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP                                               | Marathon Petroleum Corp                                                         | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    251000 | PA      | $250499.56    | 0.01%             | 2025-05-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| American Homes 4 Rent                                                 | American Homes 4 Rent 2014-SFR3 Trust                                           | CUSIP: 02665XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1272700 | PA      | $1241932.26   | 0.07%             | 2036-12-17      | Fixed         | 3.68%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36294UUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11396 | PA      | $11050.39     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    884193 | PA      | $812167.09    | 0.05%             | 2052-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Village of Bridgeview IL                                              | BRIDGEVIEW IL                                                                   | CUSIP: 108555GG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3955000 | PA      | $3611805.27   | 0.21%             | 2036-12-01      | Fixed         | 5.14%                 | No            | 2                  | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                              | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAQ9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    610000 | PA      | $438522.36    | 0.03%             | 2051-05-13      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                                            | AbbVie Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    794000 | PA      | $738288.71    | 0.04%             | 2029-11-21      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1777276.80   | 0.10%             | 2030-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJP95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12805 | PA      | $13027.03     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36183SYA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    751657 | PA      | $743524.27    | 0.04%             | 2045-04-20      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3529000 | PA      | $2929420.39   | 0.17%             | 2032-11-08      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                              | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1106000 | PA      | $1053457.26   | 0.06%             | 2027-01-11      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1899810 | PA      | $1886459.97   | 0.11%             | 2052-11-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                | General Motors Financial Co Inc                                                 | CUSIP: 37045XDM5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    260000 | PA      | $242967.75    | 0.01%             | 2024-10-15      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| CHEVRON PHILLIPS CHEM CO                                              | Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP              | CUSIP: 166754AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $705220.52    | 0.04%             | 2025-04-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140QFLK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    613324 | PA      | $540619.85    | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                                             | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21                     | CUSIP: 61764XBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1207415 | PA      | $1157298.70   | 0.07%             | 2048-03-15      | Fixed         | 3.34%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc                                                                   | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    540000 | PA      | $530559.34    | 0.03%             | 2026-11-20      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Air Lease Corp                                                        | Air Lease Corp                                                                  | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    244000 | PA      | $233805.11    | 0.01%             | 2026-06-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                                    | Ready Capital Mortgage Financing 2021-FL7 LLC                                   | CUSIP: 75575WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    845000 | PA      | $789525.33    | 0.05%             | 2036-11-25      | Floating      | 7.46%                 | No            | 2                  | On Loan: No      |
| HCA Inc                                                               | HCA Inc                                                                         | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1366598.25   | 0.08%             | 2026-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ERAC USA Finance LLC                                                  | ERAC USA Finance LLC                                                            | CUSIP: 26884TAN2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176709.30    | 0.01%             | 2045-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 3136ABC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150032 | PA      | $13749.28     | 0.00%             | 2033-02-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                              | AT&T Inc                                                                        | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    765000 | PA      | $624662.41    | 0.04%             | 2032-02-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| SMITHFIELD FOODS INC                                                  | Smithfield Foods Inc                                                            | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    730000 | PA      | $575313.00    | 0.03%             | 2030-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                 | Athene Global Funding                                                           | CUSIP: 04685A2L4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    129000 | PA      | $121965.83    | 0.01%             | 2025-01-14      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AIR CANADA 2013-1A PTT                                                | Air Canada 2013-1 Class A Pass Through Trust                                    | CUSIP: 009089AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    236862 | PA      | $219146.18    | 0.01%             | 2025-05-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| FannieMae Grantor Trust                                               | Fannie Mae Grantor Trust 2017-T1                                                | CUSIP: 3136AV6R5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1517752 | PA      | $1439201.80   | 0.08%             | 2027-06-25      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    543000 | PA      | $585782.46    | 0.03%             | 2040-11-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CFIN 2022-RTL1 ISSUER LLC                                             | CFIN 2022-RTL1 Issuer LLC                                                       | CUSIP: 12531CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1911500.00   | 0.11%             | 2026-02-16      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| GTP ACQUISITION PARTNERS                                              | GTP Acquisition Partners I LLC                                                  | CUSIP: 36246MAU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $160605.88    | 0.01%             | 2025-06-16      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 3136AEEP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7488 | PA      | $7383.88      | 0.00%             | 2040-10-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6JU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7329 | PA      | $7539.42      | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                                                   | Ashtead Capital Inc                                                             | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1189374.24   | 0.07%             | 2033-05-30      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Vodafone Group PLC                                                    | Vodafone Group PLC                                                              | CUSIP: 92857WAB6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $328872.60    | 0.02%             | 2032-11-30      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                                                | UnitedHealth Group Inc                                                          | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262589.13    | 0.02%             | 2035-07-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138EHGM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208036 | PA      | $205539.54    | 0.01%             | 2041-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BK7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   1822000 | PA      | $1773434.24   | 0.10%             | 2032-08-16      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133B5N24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    255433 | PA      | $216106.56    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust 2015-C30                                  | CUSIP: 94989NBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    729000 | PA      | $706205.56    | 0.04%             | 2058-09-15      | Fixed         | 3.66%                 | No            | 2                  | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                | Anglo American Capital PLC                                                      | CUSIP: 034863BC3<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   2499000 | PA      | $2265502.46   | 0.13%             | 2052-03-16      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F1G51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    416000 | PA      | $402160.72    | 0.02%             | 2027-05-25      | Fixed         | 3.33%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138L82Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2659893 | PA      | $2487451.57   | 0.15%             | 2032-02-01      | Fixed         | 3.16%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418CM43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128536 | PA      | $122848.00    | 0.01%             | 2037-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    200762 | PA      | $185157.10    | 0.01%             | 2051-11-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                                                        | Lowe's Cos Inc                                                                  | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    560000 | PA      | $455512.04    | 0.03%             | 2030-10-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Atrium CDO Corp                                                       | Madison Park Funding XLI Ltd                                                    | CUSIP: 04965CAL2<br>LEI: 549300O252OCTN35RH57 | Long             | ABS-CBDO         | CORP              | KY        |   2950000 | PA      | $2915313.90   | 0.17%             | 2027-04-22      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley                                                                  | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282818.16    | 0.02%             | 2039-04-22      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| REGAL REXNORD CORP                                                    | Regal Rexnord Corp                                                              | CUSIP: 758750AF0<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1964000 | PA      | $2013739.46   | 0.12%             | 2033-04-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    335000 | PA      | $265881.13    | 0.02%             | 2032-09-01      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| GSK CONSUMER HEALTHCARE                                               | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1339000 | PA      | $1235096.05   | 0.07%             | 2029-03-24      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133BQHE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1296631 | PA      | $1299716.94   | 0.08%             | 2052-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31419FG83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216739 | PA      | $214136.17    | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LGZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1980526.78   | 0.12%             | 2032-09-01      | Fixed         | 3.92%                 | No            | 2                  | On Loan: No      |
| COMMONSPIRIT HEALTH                                                   | CommonSpirit Health                                                             | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    275000 | PA      | $220583.06    | 0.01%             | 2050-10-01      | Fixed         | 3.91%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36296JWA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47007 | PA      | $47684.20     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1708000 | PA      | $1481778.25   | 0.09%             | 2031-05-13      | Fixed         | 2.96%                 | No            | 2                  | On Loan: No      |
| BP CAP MARKETS AMERICA                                                | BP Capital Markets America Inc                                                  | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    500000 | PA      | $358318.52    | 0.02%             | 2051-06-04      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133B4H99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    567220 | PA      | $480779.81    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                                           | Oracle Corp                                                                     | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     46000 | PA      | $40683.34     | 0.00%             | 2035-05-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11600000 | PA      | $11067578.10  | 0.65%             | 2027-03-31      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                              | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    176000 | PA      | $195333.71    | 0.01%             | 2036-04-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                                   | Southern California Edison Co                                                   | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    350000 | PA      | $296601.56    | 0.02%             | 2042-03-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                               | BPCE SA                                                                         | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    285000 | PA      | $288614.59    | 0.02%             | 2027-01-18      | Fixed         | 5.98%                 | No            | 2                  | On Loan: No      |
| SABINE PASS LIQUEFACTION                                              | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $1011463.28   | 0.06%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31368HMH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6084 | PA      | $6252.43      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132D6BX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    201334 | PA      | $188077.46    | 0.01%             | 2037-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                              | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    460000 | PA      | $408788.46    | 0.02%             | 2027-05-11      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                              | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    230000 | PA      | $173550.18    | 0.01%             | 2049-09-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                  | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $368135.55    | 0.02%             | 2039-10-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| AMEREN ILLINOIS CO                                                    | Ameren Illinois Co                                                              | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    400000 | PA      | $306737.50    | 0.02%             | 2050-03-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    515000 | PA      | $343480.86    | 0.02%             | 2040-05-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617VUD53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1986976 | PA      | $2084599.87   | 0.12%             | 2071-08-20      | Floating      | 6.39%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133A7RS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2755552 | PA      | $2433703.67   | 0.14%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1000513.79   | 0.06%             | 2032-01-27      | Fixed         | 1.99%                 | No            | 2                  | On Loan: No      |
| Nevada Power Co                                                       | Nevada Power Co                                                                 | CUSIP: 641423BZ0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     96000 | PA      | $96597.45     | 0.01%             | 2040-09-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133KMY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84166 | PA      | $73807.19     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                              | Capital One Financial Corp                                                      | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97851.01     | 0.01%             | 2025-10-29      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133BDHH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    944617 | PA      | $858568.17    | 0.05%             | 2052-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1719000 | PA      | $1750458.13   | 0.10%             | 2025-07-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| MACQUARIE GROUP LTD                                                   | Macquarie Group Ltd                                                             | CUSIP: 55608JAR9<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    380000 | PA      | $337732.60    | 0.02%             | 2027-01-12      | Fixed         | 1.34%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128PR3G2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4353 | PA      | $4327.16      | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CVS PASS THRU TR 2009                                                 | CVS Pass-Through Trust Series 2009                                              | CUSIP: 126659AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238038 | PA      | $262819.40    | 0.02%             | 2031-07-10      | Fixed         | 8.35%                 | No            | 2                  | On Loan: No      |
| STELLANTIS FIN US INC                                                 | Stellantis Finance US Inc                                                       | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    398000 | PA      | $320775.00    | 0.02%             | 2031-09-15      | Fixed         | 2.69%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828G38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     58000 | PA      | $55960.94     | 0.00%             | 2024-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2517000 | PA      | $2422907.47   | 0.14%             | 2027-07-31      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                 | Wells Fargo & Co                                                                | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    131000 | PA      | $115464.07    | 0.01%             | 2046-06-14      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                                                   | Global Payments Inc                                                             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2887000 | PA      | $2477752.45   | 0.14%             | 2030-05-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                           | Bear Stearns ARM Trust 2003-5                                                   | CUSIP: 07384MWN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73511 | PA      | $68570.13     | 0.00%             | 2033-08-25      | Variable      | 3.45%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31404MQL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8177 | PA      | $8328.86      | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                | Sequoia Mortgage Trust 2003-1                                                   | CUSIP: 81743PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345084 | PA      | $314059.94    | 0.02%             | 2033-04-20      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| SITE Centers Corp                                                     | SITE Centers Corp                                                               | CUSIP: 23317HAF9<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              |  | US        |     94000 | PA      | $89871.51     | 0.01%             | 2027-06-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Fanniemae-Aces                                                        | Fannie Mae-Aces                                                                 | CUSIP: 3136BCGR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    602337 | PA      | $557800.86    | 0.03%             | 2030-10-25      | Fixed         | 0.67%                 | No            | 2                  | On Loan: No      |
| Life Storage LP                                                       | Life Storage LP                                                                 | CUSIP: 53227JAB0<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |    415000 | PA      | $384006.53    | 0.02%             | 2029-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SBA COMMUNICATIONS CORP                                               | SBA Communications Corp                                                         | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1762139.60   | 0.10%             | 2029-02-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36297GSD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84737 | PA      | $82165.48     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SCENTRE GROUP TRUST 2                                                 | Scentre Group Trust 2                                                           | CUSIP: 76025LAA2<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              |  | AU        |    405000 | PA      | $377914.95    | 0.02%             | 2080-09-24      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49842 | PA      | $41961.21     | 0.00%             | 2052-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| STANDARD INDUSTRIES INC                                               | Standard Industries Inc/NJ                                                      | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $953061.36    | 0.06%             | 2031-01-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| FOMENTO ECONOMICO MEX                                                 | Fomento Economico Mexicano SAB de CV                                            | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $380525.00    | 0.02%             | 2050-01-16      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3000 | PA      | $3149.81      | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ESSEX PORTFOLIO LP                                                    | Essex Portfolio LP                                                              | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    365000 | PA      | $301043.87    | 0.02%             | 2032-03-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                                            | Fiserv Inc                                                                      | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    180000 | PA      | $171079.00    | 0.01%             | 2026-07-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                              | Banco Nacional de Panama                                                        | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    600000 | PA      | $492000.00    | 0.03%             | 2030-08-11      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                              | CUSIP: 3137BSLS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39164 | PA      | $4443.07      | 0.00%             | 2044-08-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| OTIS WORLDWIDE CORP                                                   | Otis Worldwide Corp                                                             | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    710000 | PA      | $619713.67    | 0.04%             | 2030-02-15      | Fixed         | 2.57%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                       | Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd                          | CUSIP: 03880KAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    951500 | PA      | $910196.91    | 0.05%             | 2034-08-15      | Floating      | 6.30%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133B93G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    954774 | PA      | $836599.24    | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                 | Mexico Government International Bond                                            | CUSIP: 91086QBG2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $197511.72    | 0.01%             | 2026-01-21      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| CLNC 2019-FL1, Ltd                                                    | CLNC 2019-FL1 Ltd                                                               | CUSIP: 12565DAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    910000 | PA      | $867176.22    | 0.05%             | 2035-08-20      | Floating      | 6.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140XEAU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1086150 | PA      | $993474.42    | 0.06%             | 2051-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                 | VOLT XCV LLC                                                                    | CUSIP: 92873BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    906895 | PA      | $840414.36    | 0.05%             | 2051-03-27      | Variable      | 2.24%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                   | Citigroup Commercial Mortgage Trust 2020-GC46                                   | CUSIP: 17328RAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2780000 | PA      | $2420096.75   | 0.14%             | 2053-02-15      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2179165 | PA      | $1884116.08   | 0.11%             | 2052-01-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                                                      | Welltower OP LLC                                                                | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    260000 | PA      | $227131.55    | 0.01%             | 2030-01-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| American Tower Truste I                                               | American Tower Trust #1                                                         | CUSIP: 03027WAJ1<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $746787.00    | 0.04%             | 2048-03-15      | Fixed         | 3.07%                 | No            | 2                  | On Loan: No      |
| ING GROEP NV                                                          | ING Groep NV                                                                    | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $202054.68    | 0.01%             | 2027-04-01      | Fixed         | 1.73%                 | No            | 2                  | On Loan: No      |
| Orange Lake Country Club, Inc                                         | OL SP 2018-B LLC                                                                | CUSIP: 67090UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355053 | PA      | $350658.33    | 0.02%             | 2030-02-11      | Floating      | 4.16%                 | No            | 2                  | On Loan: No      |
| UNITED AIR 2016-1 B PTT                                               | United Airlines 2016-1 Class B Pass Through Trust                               | CUSIP: 90933HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131505 | PA      | $121338.47    | 0.01%             | 2026-01-07      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                                    | Ready Capital Mortgage Financing 2021-FL7 LLC                                   | CUSIP: 75575WAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    720000 | PA      | $677608.85    | 0.04%             | 2036-11-25      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132ADWH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    453285 | PA      | $417168.03    | 0.02%             | 2048-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE NEW YORK                                                | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2L4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    678000 | PA      | $694512.11    | 0.04%             | 2025-01-09      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 3620A2UH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15404 | PA      | $15483.26     | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| GSR Mortgage Loan Trust                                               | GSR Mortgage Loan Trust 2005-7F                                                 | CUSIP: 362341MT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2668 | PA      | $2605.41      | 0.00%             | 2035-09-25      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| ACTIVISION BLIZZARD                                                   | Activision Blizzard Inc                                                         | CUSIP: 00507VAP4<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    487000 | PA      | $395231.71    | 0.02%             | 2030-09-15      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| MidAmerican Energy Co                                                 | MidAmerican Energy Co                                                           | CUSIP: 595620AM7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    686000 | PA      | $673519.80    | 0.04%             | 2024-10-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HASBRO INC                                                            | Hasbro Inc                                                                      | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    623000 | PA      | $569472.72    | 0.03%             | 2029-11-19      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    533000 | PA      | $504207.38    | 0.03%             | 2028-07-22      | Fixed         | 3.59%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3622A2P63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    463393 | PA      | $465742.03    | 0.03%             | 2045-07-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| XILINX INC                                                            | Xilinx Inc                                                                      | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |   1283000 | PA      | $1115478.69   | 0.07%             | 2030-06-01      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                              | Discovery Communications LLC                                                    | CUSIP: 25470DBH1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1058166.30   | 0.06%             | 2050-05-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Voya CLO Ltd                                                          | Voya 2012-4 Ltd                                                                 | CUSIP: 92916GBH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    631645 | PA      | $590550.81    | 0.03%             | 2030-10-15      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| CAMILLO 2016 SFR1                                                     | CAMILLO 2016 SFR1                                                               | CUSIP: 133715AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1327934 | PA      | $1319302.81   | 0.08%             | 2023-12-05      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CMS Energy Corp                                                       | CMS Energy Corp                                                                 | CUSIP: 125896BR0<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    116000 | PA      | $106742.11    | 0.01%             | 2027-02-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8E23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77721 | PA      | $77057.48     | 0.00%             | 2037-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBD0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    680000 | PA      | $632093.98    | 0.04%             | 2026-05-25      | Fixed         | 2.23%                 | No            | 2                  | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $294071.74    | 0.02%             | 2036-06-01      | Fixed         | 4.26%                 | No            | 2                  | On Loan: No      |
| Digital Realty Trust LP                                               | Digital Realty Trust LP                                                         | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    115000 | PA      | $109393.20    | 0.01%             | 2027-08-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                                                        | Home Depot Inc/The                                                              | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    369000 | PA      | $380149.68    | 0.02%             | 2052-09-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| AREIT CRE Trust                                                       | AREIT 2019-CRE3 Trust                                                           | CUSIP: 00217LAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    884500 | PA      | $832244.80    | 0.05%             | 2036-09-14      | Floating      | 7.25%                 | No            | 2                  | On Loan: No      |
| American Homes 4 Rent                                                 | American Homes 4 Rent 2015-SFR1 Trust                                           | CUSIP: 02666AAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $367998.82    | 0.02%             | 2052-04-17      | Fixed         | 5.64%                 | No            | 2                  | On Loan: No      |
| Small Business Administration Participation Certs                     | United States Small Business Administration                                     | CUSIP: 83162CVS9<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    884755 | PA      | $852287.98    | 0.05%             | 2033-08-01      | Fixed         | 3.16%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31417AYE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    737076 | PA      | $728223.82    | 0.04%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CORPORATE OFFICE PROP LP                                              | Corporate Office Properties LP                                                  | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    624000 | PA      | $487043.11    | 0.03%             | 2031-04-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                                       | LoanCore 2018-CRE1 Issuer Ltd                                                   | CUSIP: 53946MAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2307055 | PA      | $2306247.09   | 0.13%             | 2028-05-15      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| COMMONSPIRIT HEALTH                                                   | CommonSpirit Health                                                             | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    275000 | PA      | $234484.76    | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31419BBY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207034 | PA      | $210402.23    | 0.01%             | 2041-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BRAZOS SECURITIZATN LLC                                               | Brazos Securitization LLC                                                       | CUSIP: 106230AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1837000 | PA      | $1926316.65   | 0.11%             | 2050-09-01      | Fixed         | 5.41%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    551000 | PA      | $468579.19    | 0.03%             | 2031-03-03      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36180B5U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    559710 | PA      | $546094.76    | 0.03%             | 2033-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3131Y1WR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    617189 | PA      | $623922.43    | 0.04%             | 2048-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| O'Reilly Automotive Inc                                               | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    185000 | PA      | $178264.77    | 0.01%             | 2027-09-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                | Pacific Gas and Electric Co                                                     | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1428000 | PA      | $1276897.57   | 0.07%             | 2028-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Strip Coupon                                             | CUSIP: 912833QB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1620000 | PA      | $1359879.79   | 0.08%             | 2027-11-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                 | VOLT XCIII LLC                                                                  | CUSIP: 92873CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2206758 | PA      | $1982800.25   | 0.12%             | 2051-02-27      | Variable      | 1.89%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36294RM71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23029 | PA      | $23653.85     | 0.00%             | 2036-12-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133BBSF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74534 | PA      | $62749.92     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ESTEE LAUDER CO INC                                                   | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    885000 | PA      | $792062.48    | 0.05%             | 2030-04-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                | General Motors Financial Co Inc                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    475000 | PA      | $382877.90    | 0.02%             | 2031-06-10      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                                          | UBS Group AG                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    830000 | PA      | $730874.82    | 0.04%             | 2027-08-10      | Fixed         | 1.49%                 | No            | 2                  | On Loan: No      |
| HANOVER INSURANCE GROUP                                               | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    250000 | PA      | $197970.31    | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                                              | Ontario Teachers' Cadillac Fairview Properties Trust                            | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    243000 | PA      | $227577.64    | 0.01%             | 2027-03-20      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| AIR CANADA 2017-1A PTT                                                | Air Canada 2017-1 Class A Pass Through Trust                                    | CUSIP: 00908PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    232419 | PA      | $193123.32    | 0.01%             | 2030-01-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7880000 | PA      | $5920465.59   | 0.35%             | 2052-02-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617XXDJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1929281 | PA      | $2016608.77   | 0.12%             | 2072-04-20      | Floating      | 6.22%                 | No            | 2                  | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                | NRZ Excess Spread-Collateralized Notes                                          | CUSIP: 62955WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1208768 | PA      | $1083696.11   | 0.06%             | 2026-05-25      | Fixed         | 3.23%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128PR3E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2840 | PA      | $2850.48      | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2330000 | PA      | $2007804.69   | 0.12%             | 2052-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7U38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2714 | PA      | $2778.95      | 0.00%             | 2037-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MRCD Mortgage Trust                                                   | MRCD 2019-MARK Mortgage Trust                                                   | CUSIP: 55348UAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1242000 | PA      | $1114668.79   | 0.07%             | 2036-12-15      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                | Pacific Gas and Electric Co                                                     | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1106579.52   | 0.06%             | 2026-03-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                                           | Oracle Corp                                                                     | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164957.59    | 0.01%             | 2055-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EBH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75151 | PA      | $62626.21     | 0.00%             | 2042-02-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138A36S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    298606 | PA      | $288071.18    | 0.02%             | 2041-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                          | Ecopetrol SA                                                                    | CUSIP: 279158AK5<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    180000 | PA      | $174370.66    | 0.01%             | 2025-01-16      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138EN4Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1923637 | PA      | $1926682.48   | 0.11%             | 2035-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Allegro CLO Ltd                                                       | Allegro CLO II-S Ltd                                                            | CUSIP: 01751EAE8<br>LEI: 635400R1GOVCHJ4SNX58 | Long             | ABS-CBDO         | CORP              | KY        |   2477180 | PA      | $2436710.31   | 0.14%             | 2028-10-21      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LJKJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2046579.68   | 0.12%             | 2033-01-01      | Fixed         | 4.33%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                                     | NatWest Group PLC                                                               | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $238201.13    | 0.01%             | 2030-05-08      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132J93Z9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22792 | PA      | $21457.42     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6200000 | PA      | $5486031.25   | 0.32%             | 2052-08-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| DAVITA INC                                                            | DaVita Inc                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1200562.50   | 0.07%             | 2030-06-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                | General Motors Financial Co Inc                                                 | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    218000 | PA      | $211678.90    | 0.01%             | 2027-01-17      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1219873.05   | 0.07%             | 2044-02-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128M73V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15700 | PA      | $16151.94     | 0.00%             | 2036-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ERAC USA Finance LLC                                                  | ERAC USA Finance LLC                                                            | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $1207168.07   | 0.07%             | 2037-10-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198145 | PA      | $180030.76    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 3620A8GZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9393 | PA      | $9526.98      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1853258 | PA      | $1651640.29   | 0.10%             | 2052-05-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5500953 | PA      | $5540500.95   | 0.32%             | 2052-11-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                | General Motors Financial Co Inc                                                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    172000 | PA      | $137411.13    | 0.01%             | 2031-01-08      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                           | BNP Paribas SA                                                                  | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    933000 | PA      | $791282.13    | 0.05%             | 2029-09-15      | Fixed         | 2.16%                 | No            | 2                  | On Loan: No      |
| DELL INT LLC / EMC CORP                                               | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4423000 | PA      | $4465014.65   | 0.26%             | 2029-10-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| EVERGY METRO                                                          | Evergy Metro Inc                                                                | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87261.19     | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| PFP III                                                               | PFP 2021-7 Ltd                                                                  | CUSIP: 69290LAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    486976 | PA      | $465453.86    | 0.03%             | 2038-04-14      | Floating      | 5.85%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                               | BPCE SA                                                                         | CUSIP: 05578AAP3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    570000 | PA      | $507628.06    | 0.03%             | 2026-01-20      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 31396YVM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    462843 | PA      | $386803.67    | 0.02%             | 2038-03-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140MS7F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26014 | PA      | $23701.94     | 0.00%             | 2037-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                | UnitedHealth Group Inc                                                          | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    345000 | PA      | $269930.13    | 0.02%             | 2051-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 3136ASG67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191646 | PA      | $36269.48     | 0.00%             | 2046-07-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LEJP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5100000 | PA      | $4307201.53   | 0.25%             | 2032-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                          | Barclays PLC                                                                    | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1576000 | PA      | $1537331.34   | 0.09%             | 2029-05-16      | Fixed         | 4.97%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                                          | UBS Group AG                                                                    | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3708000 | PA      | $3040189.20   | 0.18%             | 2031-02-10      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| DataBank Issuer LLC                                                   | DataBank Issuer                                                                 | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1123764.13   | 0.07%             | 2051-02-27      | Fixed         | 2.06%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                                                   | American Tower Corp                                                             | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    545000 | PA      | $437130.80    | 0.03%             | 2030-10-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                              | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1393000 | PA      | $1019233.64   | 0.06%             | 2055-09-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LEAN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2600000 | PA      | $2187823.40   | 0.13%             | 2031-11-01      | Fixed         | 1.93%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140XFGA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1010665 | PA      | $895458.63    | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31292SBD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48369 | PA      | $46692.04     | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828ZC7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9403125.00   | 0.55%             | 2025-02-28      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets PLC                                                | BP Capital Markets PLC                                                          | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    115000 | PA      | $110195.69    | 0.01%             | 2027-09-19      | Fixed         | 3.28%                 | No            | 2                  | On Loan: No      |
| SART 2017 1 4.75 15 JUL 2024                                          | SART 2017 1 4.75 15 JUL 2024                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    284142 | PA      | $270645.20    | 0.02%             | 2024-07-15      | Variable      | 4.75%                 | No            | 3                  | On Loan: No      |
| EQT CORP                                                              | EQT Corp                                                                        | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    697000 | PA      | $675650.89    | 0.04%             | 2029-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AIR LEASE CORP                                                        | Air Lease Corp                                                                  | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469110.03    | 0.03%             | 2026-01-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   2552000 | PA      | $2478763.39   | 0.14%             | 2028-04-17      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                             | Boeing Co/The                                                                   | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    278000 | PA      | $262101.74    | 0.02%             | 2026-02-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617VUEL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1941715 | PA      | $2033105.25   | 0.12%             | 2071-09-20      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                           | Oracle Corp                                                                     | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    895000 | PA      | $956624.37    | 0.06%             | 2029-11-09      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                                      | Ventas Realty LP                                                                | CUSIP: 92277GAD9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    380000 | PA      | $372509.04    | 0.02%             | 2024-05-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1662722 | PA      | $1690277.18   | 0.10%             | 2028-01-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                | US 2YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       156 | NC      | $112067.28    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EDISON INTERNATIONAL                                                  | Edison International                                                            | CUSIP: 281020AQ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    734000 | PA      | $714337.43    | 0.04%             | 2024-11-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| DT Auto Owner Trust                                                   | DT Auto Owner Trust 2021-2                                                      | CUSIP: 23345EAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    940000 | PA      | $899966.53    | 0.05%             | 2027-02-16      | Fixed         | 1.10%                 | No            | 2                  | On Loan: No      |
| Precision Castparts Corp                                              | Precision Castparts Corp                                                        | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94563.59     | 0.01%             | 2045-06-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| PNC BANK NA                                                           | PNC Bank NA                                                                     | CUSIP: 05552JAA7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    375000 | PA      | $362214.46    | 0.02%             | 2024-08-27      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CRH America Inc                                                       | CRH America Inc                                                                 | CUSIP: 12626PAN3<br>LEI: 549300RN11MJ182CNF63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192944.28    | 0.01%             | 2045-05-18      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| MICROSOFT CORP                                                        | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    325000 | PA      | $248495.73    | 0.01%             | 2052-03-17      | Fixed         | 2.92%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                                                    | Royalty Pharma PLC                                                              | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    287000 | PA      | $228098.54    | 0.01%             | 2031-09-02      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| KLA CORP                                                              | KLA Corp                                                                        | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    350000 | PA      | $271621.34    | 0.02%             | 2050-03-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| EQUINIX INC                                                           | Equinix Inc                                                                     | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    901000 | PA      | $783051.81    | 0.05%             | 2028-05-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    410000 | PA      | $311567.97    | 0.02%             | 2041-11-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 3136B32G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    836425 | PA      | $805479.48    | 0.05%             | 2057-11-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NY STATE ELECTRIC & GAS                                               | New York State Electric & Gas Corp                                              | CUSIP: 649840CQ6<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    113000 | PA      | $107908.77    | 0.01%             | 2026-12-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 3136AKFL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105503 | PA      | $102132.47    | 0.01%             | 2044-06-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138L9RR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2470743 | PA      | $2361682.87   | 0.14%             | 2027-05-01      | Fixed         | 2.83%                 | No            | 2                  | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                              | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    400000 | PA      | $279600.35    | 0.02%             | 2050-09-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Pennsylvania Electric Co                                              | Pennsylvania Electric Co                                                        | CUSIP: 708696BY4<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69468.85     | 0.00%             | 2028-03-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    249650 | PA      | $239582.94    | 0.01%             | 2046-05-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp                                                       | McDonald's Corp                                                                 | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155434.07    | 0.01%             | 2035-12-09      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140K5AX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213486 | PA      | $189840.11    | 0.01%             | 2050-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fanniemae-Aces                                                        | Fannie Mae-Aces                                                                 | CUSIP: 3136B2HA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1514000 | PA      | $1466150.79   | 0.09%             | 2028-07-25      | Variable      | 3.36%                 | No            | 2                  | On Loan: No      |
| UNICREDIT SPA                                                         | UniCredit SpA                                                                   | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    330000 | PA      | $290951.14    | 0.02%             | 2027-06-03      | Fixed         | 1.98%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140MFW58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1535465 | PA      | $1395249.81   | 0.08%             | 2037-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                             | Boeing Co/The                                                                   | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265009.10    | 0.02%             | 2025-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    360000 | PA      | $394903.12    | 0.02%             | 2038-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                              | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 03524BAF3<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61392.51     | 0.00%             | 2044-02-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 312946T22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9468 | PA      | $9631.82      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128PRY29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4691 | PA      | $4748.77      | 0.00%             | 2025-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38376RHF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    711735 | PA      | $707890.60    | 0.04%             | 2065-09-20      | Floating      | 4.70%                 | No            | 2                  | On Loan: No      |
| Commonwealth Edison Co                                                | Commonwealth Edison Co                                                          | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    121000 | PA      | $99113.70     | 0.01%             | 2046-06-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| PIONEER NATURAL RESOURCE                                              | Pioneer Natural Resources Co                                                    | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    520000 | PA      | $426563.78    | 0.02%             | 2030-08-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| S&P GLOBAL INC                                                        | S&P Global Inc                                                                  | CUSIP: 78409VBC7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    382000 | PA      | $338410.14    | 0.02%             | 2032-03-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                              | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAA1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    440000 | PA      | $435685.54    | 0.03%             | 2024-11-04      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PG&E RECOVERY FND LLC                                                 | PG&E Recovery Funding LLC                                                       | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $452066.88    | 0.03%             | 2047-07-15      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| QUANTA SERVICES INC                                                   | Quanta Services Inc                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    710000 | PA      | $609651.16    | 0.04%             | 2030-10-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138L9BV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1680000 | PA      | $1567252.53   | 0.09%             | 2030-05-01      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418NX21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19470 | PA      | $19974.30     | 0.00%             | 2040-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                           | MF1 Multifamily Housing Mortgage Loan Trust                                     | CUSIP: 55282XAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1348500 | PA      | $1276673.23   | 0.07%             | 2036-07-15      | Floating      | 6.30%                 | No            | 2                  | On Loan: No      |
| American Homes 4 Rent                                                 | American Homes 4 Rent 2014-SFR2 Trust                                           | CUSIP: 02665UAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $147180.47    | 0.01%             | 2036-10-17      | Fixed         | 6.23%                 | No            | 2                  | On Loan: No      |
| Aon Corp                                                              | Aon Corp                                                                        | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   3568000 | PA      | $3388137.51   | 0.20%             | 2029-05-02      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $174248.79    | 0.01%             | 2055-10-23      | Fixed         | 6.83%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617YLKH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2278479 | PA      | $2276153.88   | 0.13%             | 2052-05-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31417AYG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    283389 | PA      | $279986.06    | 0.02%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    355116 | PA      | $330263.55    | 0.02%             | 2047-09-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GAIF BOND ISSUER P/L                                                  | GAIF Bond Issuer Pty Ltd                                                        | CUSIP: 361435AA8<br>LEI: 2138007UNQRHCRSBNZ86 | Long             | DBT              | CORP              | AU        |    263000 | PA      | $245218.57    | 0.01%             | 2026-09-30      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2100000 | PA      | $1917692.70   | 0.11%             | 2032-06-25      | Fixed         | 2.92%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                | UnitedHealth Group Inc                                                          | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    420000 | PA      | $364896.74    | 0.02%             | 2039-08-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NUCOR CORP                                                            | Nucor Corp                                                                      | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68833.36     | 0.00%             | 2055-12-15      | Fixed         | 2.98%                 | No            | 2                  | On Loan: No      |
| CSX Corp                                                              | CSX Corp                                                                        | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    345000 | PA      | $332203.84    | 0.02%             | 2048-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                | Verizon Communications Inc                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    495000 | PA      | $357525.76    | 0.02%             | 2040-11-20      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                                        | LoanCore 2021-CRE5 Issuer Ltd                                                   | CUSIP: 53947XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3077500 | PA      | $2917990.71   | 0.17%             | 2036-07-15      | Floating      | 6.20%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31417G2Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75985 | PA      | $73244.45     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MULTICARE HEALTH SYSTEM                                               | MultiCare Health System                                                         | CUSIP: 62548LAA0<br>LEI: 549300OSCVFLGLKTTI33 | Long             | DBT              | CORP              | US        |    235000 | PA      | $149646.08    | 0.01%             | 2050-08-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                                   | Buckeye Partners LP                                                             | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    260000 | PA      | $198900.00    | 0.01%             | 2043-11-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| HERO Funding Trust                                                    | Hero Funding 2017-3                                                             | CUSIP: 42771AAB2<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | KY        |    308106 | PA      | $290201.94    | 0.02%             | 2048-09-20      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                                      | BAT Capital Corp                                                                | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    240000 | PA      | $173772.24    | 0.01%             | 2040-09-25      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| BRIXMOR OPERATING PART                                                | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    215000 | PA      | $172082.55    | 0.01%             | 2031-08-16      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CHILDREN'S HOSPITAL/DC                                                | Children's Hospital/DC                                                          | CUSIP: 16876DAA6<br>LEI: 549300C1PQZDYQ6KZS51 | Long             | DBT              | CORP              | US        |    340000 | PA      | $236542.55    | 0.01%             | 2050-07-15      | Fixed         | 2.93%                 | No            | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                              | International Flavors & Fragrances Inc                                          | CUSIP: 459506AS0<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    122000 | PA      | $90502.47     | 0.01%             | 2050-12-01      | Fixed         | 3.47%                 | No            | 2                  | On Loan: No      |
| ORGANON & CO/ORG                                                      | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1392853.00   | 0.08%             | 2028-04-30      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Strip Coupon                                             | CUSIP: 9128334X5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1765000 | PA      | $1170993.42   | 0.07%             | 2034-02-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                              | New York Life Global Funding                                                    | CUSIP: 64952WCX9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    162000 | PA      | $152084.56    | 0.01%             | 2028-01-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp                                                    | Union Pacific Corp                                                              | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84722.59     | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                | Sequoia Mortgage Trust 2004-9                                                   | CUSIP: 81744FDV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    388894 | PA      | $345563.41    | 0.02%             | 2034-10-20      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| AMER AIRLINE 16-3 AA PTT                                              | American Airlines 2016-3 Class AA Pass Through Trust                            | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111211 | PA      | $97630.41     | 0.01%             | 2028-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| REGENERON PHARMACEUTICAL                                              | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    900000 | PA      | $726316.89    | 0.04%             | 2030-09-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36241L4N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25948 | PA      | $25993.99     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Exeter Automobile Receivables Trust                                   | Exeter Automobile Receivables Trust 2022-4                                      | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1674042.70   | 0.10%             | 2028-12-15      | Fixed         | 5.98%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1482300 | PA      | $1378249.49   | 0.08%             | 2026-12-31      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY DOM HOLD                                               | Morgan Stanley Domestic Holdings Inc                                            | CUSIP: 269246BS2<br>LEI: 549300RJIC678ZPVWG08 | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1520043.46   | 0.09%             | 2028-06-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Marathon Petroleum Corp                                               | Marathon Petroleum Corp                                                         | CUSIP: 56585AAM4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    974000 | PA      | $943171.34    | 0.06%             | 2045-12-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| HARTFORD HEALTHCARE CORP                                              | Hartford HealthCare Corp                                                        | CUSIP: 41652PAC3<br>LEI: 549300W3L482NUDOFF24 | Long             | DBT              | CORP              | US        |    700000 | PA      | $516874.24    | 0.03%             | 2054-07-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust 2016-C34                                  | CUSIP: 95000DBD2<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1035489.07   | 0.06%             | 2049-06-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                                                          | Comcast Corp                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    273000 | PA      | $249513.35    | 0.01%             | 2038-03-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| PINDO DELI PULP & PAPER                                               | Pindo Deli Pulp & Paper Mills PT                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |   1510204 | PA      | $0.00         | 0.00%             | 2027-04-28      | Variable      | 7.83%                 | No            | 3                  | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38376RDY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    898719 | PA      | $892339.88    | 0.05%             | 2065-07-20      | Floating      | 4.62%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                                      | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BY4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    450000 | PA      | $439667.04    | 0.03%             | 2024-05-30      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| TEXAS HEALTH RESOURCES                                                | Texas Health Resources                                                          | CUSIP: 882484AC2<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    220000 | PA      | $135398.90    | 0.01%             | 2050-11-15      | Fixed         | 2.33%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    221768 | PA      | $207107.02    | 0.01%             | 2046-09-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132XGNV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2200000 | PA      | $2139576.80   | 0.12%             | 2032-08-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133BDP58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    625133 | PA      | $547712.20    | 0.03%             | 2052-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| WORKDAY INC                                                           | Workday Inc                                                                     | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    563000 | PA      | $538815.56    | 0.03%             | 2027-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SLG Office Trust                                                      | SLG Office Trust 2021-OVA                                                       | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2010000 | PA      | $1680535.67   | 0.10%             | 2041-07-15      | Fixed         | 2.59%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418ENB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    957269 | PA      | $869755.58    | 0.05%             | 2052-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DMT62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75805 | PA      | $65307.58     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    317000 | PA      | $279517.23    | 0.02%             | 2044-11-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM 2015-LC21 Mortgage Trust                                                   | CUSIP: 12593FBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2496639 | PA      | $2408937.56   | 0.14%             | 2048-07-10      | Fixed         | 3.71%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                       | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73730.08     | 0.00%             | 2028-03-25      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Albemarle Corp                                                        | Albemarle Corp                                                                  | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146644.64    | 0.01%             | 2044-12-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128M72C9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11414 | PA      | $11972.36     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140FXQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1642016 | PA      | $1554261.75   | 0.09%             | 2060-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Strip Coupon                                             | CUSIP: 9128335A4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $6251376.80   | 0.36%             | 2035-08-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                                        | Palmer Square Loan Funding 2020-1 Ltd                                           | CUSIP: 69701EAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1671732 | PA      | $1631824.41   | 0.10%             | 2028-02-20      | Floating      | 6.58%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                             | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1317000 | PA      | $1327423.74   | 0.08%             | 2030-05-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36295KJV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6643 | PA      | $6955.72      | 0.00%             | 2038-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FG6Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2745000 | PA      | $2713072.63   | 0.16%             | 2028-05-25      | Variable      | 3.85%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                              | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4937000 | PA      | $4440316.87   | 0.26%             | 2029-12-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Freddiemac Strip                                                      | Freddie Mac Strips                                                              | CUSIP: 3132HTZ66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    184688 | PA      | $171172.55    | 0.01%             | 2044-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138W9A75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130380 | PA      | $128491.87    | 0.01%             | 2043-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fanniemae-Aces                                                        | Fannie Mae-Aces                                                                 | CUSIP: 3136BCGS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390000 | PA      | $340695.62    | 0.02%             | 2030-10-25      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                              | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    540000 | PA      | $512124.08    | 0.03%             | 2038-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Structured Asset Mortgage Investments Inc                             | Structured Asset Mortgage Investments II Trust 2005-AR5                         | CUSIP: 86359LPF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    219842 | PA      | $199327.22    | 0.01%             | 2035-07-19      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                                      | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2978000 | PA      | $3133553.60   | 0.18%             | 2029-01-18      | Fixed         | 6.72%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31415MM51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25734 | PA      | $27038.85     | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38375BKL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    640985 | PA      | $637685.79    | 0.04%             | 2061-02-20      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LGR53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2723000 | PA      | $2615241.93   | 0.15%             | 2032-06-01      | Fixed         | 3.54%                 | No            | 2                  | On Loan: No      |
| BRIXMOR OPERATING PART                                                | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    380000 | PA      | $326502.19    | 0.02%             | 2028-04-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                              | International Flavors & Fragrances Inc                                          | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   2553000 | PA      | $2115975.93   | 0.12%             | 2030-11-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                           | Barclays Commercial Mortgage Trust 2019-C5                                      | CUSIP: 05492JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1315000 | PA      | $1191882.07   | 0.07%             | 2052-11-15      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES INC                                                   | Gilead Sciences Inc                                                             | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    605000 | PA      | $449163.39    | 0.03%             | 2040-10-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140KFYV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91647 | PA      | $81982.79     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp                                                            | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2572000 | PA      | $2462690.00   | 0.14%             | 2028-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $348788.24    | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                 | Mexico Government International Bond                                            | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    547000 | PA      | $523708.69    | 0.03%             | 2028-01-11      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Cutwater Ltd                                                          | Cutwater 2014-I Ltd                                                             | CUSIP: 23222TAS9<br>LEI: 254900Z407FNBKBWKE10 | Long             | ABS-CBDO         | CORP              | KY        |    122522 | PA      | $122138.74    | 0.01%             | 2026-07-15      | Floating      | 7.19%                 | No            | 2                  | On Loan: No      |
| Quest Diagnostics Inc                                                 | Quest Diagnostics Inc                                                           | CUSIP: 74834LAZ3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     56000 | PA      | $53882.18     | 0.00%             | 2026-06-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| AMSR Trust                                                            | AMSR 2020-SFR4 Trust                                                            | CUSIP: 66981FAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1798873.60   | 0.10%             | 2037-11-17      | Fixed         | 1.86%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                                                    | Royalty Pharma PLC                                                              | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    193000 | PA      | $175061.58    | 0.01%             | 2025-09-02      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc                                                                   | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    194000 | PA      | $183809.11    | 0.01%             | 2026-10-21      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| CORNING INC                                                           | Corning Inc                                                                     | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    580000 | PA      | $460029.04    | 0.03%             | 2049-11-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| VIATRIS INC                                                           | Viatris Inc                                                                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1157000 | PA      | $1020164.22   | 0.06%             | 2027-06-22      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| AIA GROUP LTD                                                         | AIA Group Ltd                                                                   | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    250000 | PA      | $190620.03    | 0.01%             | 2040-09-16      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    506000 | PA      | $452935.69    | 0.03%             | 2027-10-21      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                                          | UBS Group AG                                                                    | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    881000 | PA      | $867902.84    | 0.05%             | 2026-05-12      | Fixed         | 4.49%                 | No            | 2                  | On Loan: No      |
| SOUTHERN NATURAL GAS                                                  | Southern Natural Gas Co LLC                                                     | CUSIP: 84346LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $87556.79     | 0.01%             | 2047-03-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                              | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    405000 | PA      | $373008.29    | 0.02%             | 2048-10-06      | Fixed         | 4.44%                 | No            | 2                  | On Loan: No      |
| Fanniemae-Aces                                                        | Fannie Mae-Aces                                                                 | CUSIP: 3136BBSN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2072973 | PA      | $149001.78    | 0.01%             | 2028-11-25      | Variable      | 1.98%                 | No            | 2                  | On Loan: No      |
| WEC Energy Group Inc                                                  | WEC Energy Group Inc                                                            | CUSIP: 976657AL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52994.53     | 0.00%             | 2025-06-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Amazon.com Inc                                                        | Amazon.com Inc                                                                  | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $371835.77    | 0.02%             | 2037-08-22      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                     | Credit Acceptance Auto Loan Trust 2022-3                                        | CUSIP: 22534QAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1667268.96   | 0.10%             | 2033-02-15      | Fixed         | 8.45%                 | No            | 2                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    337000 | PA      | $291091.21    | 0.02%             | 2030-09-13      | Fixed         | 2.87%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                              | AT&T Inc                                                                        | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96427.61     | 0.01%             | 2028-02-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Eni SpA                                                               | Eni SpA                                                                         | CUSIP: 26874RAJ7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   1407000 | PA      | $1336862.85   | 0.08%             | 2029-05-09      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                                               | Penske Automotive Group Inc                                                     | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2067568.21   | 0.12%             | 2029-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140QFA66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    994692 | PA      | $891559.75    | 0.05%             | 2050-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NEW ENGLAND POWER CO                                                  | New England Power Co                                                            | CUSIP: 644188BF0<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |    140000 | PA      | $113249.22    | 0.01%             | 2047-12-05      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                                                  | Targa Resources Corp                                                            | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2477523.86   | 0.14%             | 2033-03-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179XHV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1976282 | PA      | $1817258.04   | 0.11%             | 2052-10-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138WHVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175445 | PA      | $156293.39    | 0.01%             | 2046-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ENI USA INC                                                           | Eni USA Inc                                                                     | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $219794.76    | 0.01%             | 2027-11-15      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| Atmos Energy Corp                                                     | Atmos Energy Corp                                                               | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    270000 | PA      | $236412.48    | 0.01%             | 2044-10-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EH52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3494435 | PA      | $3183911.64   | 0.19%             | 2037-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36183SYC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    782517 | PA      | $774986.20    | 0.05%             | 2045-02-20      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140MPWM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201768 | PA      | $183840.84    | 0.01%             | 2037-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38376RLV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1769418 | PA      | $1748299.57   | 0.10%             | 2065-11-20      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| MRCD Mortgage Trust                                                   | MRCD 2019-MARK Mortgage Trust                                                   | CUSIP: 55348UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1920000 | PA      | $1775501.76   | 0.10%             | 2036-12-15      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp                                                      | FirstEnergy Corp                                                                | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1007000 | PA      | $928957.50    | 0.05%             | 2047-07-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| ALCON FINANCE CORP                                                    | Alcon Finance Corp                                                              | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    556000 | PA      | $486190.89    | 0.03%             | 2030-05-27      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| WRKCo Inc                                                             | WRKCo Inc                                                                       | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42733.57     | 0.00%             | 2028-06-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                                                    | Macquarie Bank Ltd                                                              | CUSIP: 556079AD3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    340000 | PA      | $265348.33    | 0.02%             | 2036-03-03      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| BANK OF IRELAND GROUP                                                 | Bank of Ireland Group PLC                                                       | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    534000 | PA      | $538192.81    | 0.03%             | 2026-09-16      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Dupont De Nemours Inc                                                 | DuPont de Nemours Inc                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170663.03    | 0.01%             | 2038-11-15      | Fixed         | 5.32%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                                                   | American Tower Corp                                                             | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    164000 | PA      | $108012.47    | 0.01%             | 2051-01-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Firstkey Homes Trust                                                  | FirstKey Homes 2022-SFR1 Trust                                                  | CUSIP: 33768NAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    880000 | PA      | $829633.11    | 0.05%             | 2039-05-17      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                 | Mexico Government International Bond                                            | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    541000 | PA      | $453474.47    | 0.03%             | 2031-05-24      | Fixed         | 2.66%                 | No            | 2                  | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                               | Schlumberger Holdings Corp                                                      | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    227000 | PA      | $217046.75    | 0.01%             | 2028-05-17      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| NIAGARA MOHAWK POWER                                                  | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    450000 | PA      | $368922.65    | 0.02%             | 2030-06-27      | Fixed         | 1.96%                 | No            | 2                  | On Loan: No      |
| Westpac Banking Corp                                                  | Westpac Banking Corp                                                            | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $288236.15    | 0.02%             | 2031-11-23      | Fixed         | 4.32%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    430000 | PA      | $411338.67    | 0.02%             | 2025-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                | General Motors Financial Co Inc                                                 | CUSIP: 37045XDU7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    325000 | PA      | $315677.73    | 0.02%             | 2025-04-07      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                                  | Glencore Funding LLC                                                            | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1067702.08   | 0.06%             | 2030-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                  | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3990000 | PA      | $3299119.25   | 0.19%             | 2032-10-20      | Fixed         | 2.57%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                                     | NatWest Group PLC                                                               | CUSIP: 780097BM2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    477000 | PA      | $447899.17    | 0.03%             | 2029-11-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                 | Universal Health Services Inc                                                   | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     72000 | PA      | $60702.67     | 0.00%             | 2030-10-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                              | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   4943000 | PA      | $4086095.76   | 0.24%             | 2030-07-08      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Strip Coupon                                             | CUSIP: 9128334Y3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    540000 | PA      | $351559.47    | 0.02%             | 2034-08-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3050000 | PA      | $2766921.88   | 0.16%             | 2043-02-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                                               | Duquesne Light Holdings Inc                                                     | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    400000 | PA      | $365275.08    | 0.02%             | 2027-08-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| DELL INT LLC / EMC CORP                                               | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    631000 | PA      | $648981.84    | 0.04%             | 2026-06-15      | Fixed         | 6.02%                 | No            | 2                  | On Loan: No      |
| S&P GLOBAL INC                                                        | S&P Global Inc                                                                  | CUSIP: 78409VAZ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    606000 | PA      | $596212.94    | 0.03%             | 2029-05-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Baxalta Inc                                                           | Baxalta Inc                                                                     | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14002.18     | 0.00%             | 2045-06-23      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd                                        | Palmer Square Loan Funding 2020-1 Ltd                                           | CUSIP: 69701EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1890000 | PA      | $1870701.21   | 0.11%             | 2028-02-20      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| Barings CLO Ltd                                                       | Barings CLO Ltd 2013-I                                                          | CUSIP: 06760EAC0<br>LEI: 54930079SUKCXYW8DR07 | Long             | ABS-CBDO         | CORP              | KY        |   4300018 | PA      | $4251328.90   | 0.25%             | 2028-01-20      | Floating      | 6.06%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36297H6K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11085 | PA      | $11170.22     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140QNQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    449050 | PA      | $377879.84    | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fanniemae-Aces                                                        | Fannie Mae-Aces                                                                 | CUSIP: 3136BCGU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6016954 | PA      | $444987.43    | 0.03%             | 2030-10-25      | Variable      | 1.89%                 | No            | 2                  | On Loan: No      |
| Eni SpA                                                               | Eni SpA                                                                         | CUSIP: 26874RAG3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   2645000 | PA      | $2626221.64   | 0.15%             | 2023-09-12      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ALEXANDER FUNDING TRUST                                               | Alexander Funding Trust                                                         | CUSIP: 014621AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $482075.34    | 0.03%             | 2023-11-15      | Fixed         | 1.84%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                               | Hyundai Capital America                                                         | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184275.95    | 0.01%             | 2027-02-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Harbourview CLO VII Ltd                                               | Harbourview CLO VII-R                                                           | CUSIP: 41165TAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2865000 | PA      | $2749824.14   | 0.16%             | 2031-07-18      | Floating      | 6.49%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138L3D28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93449 | PA      | $92549.35     | 0.01%             | 2023-05-01      | Fixed         | 2.41%                 | No            | 2                  | On Loan: No      |
| AREIT CRE Trust                                                       | AREIT 2022-CRE6 Trust                                                           | CUSIP: 04002VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1264000 | PA      | $1176285.48   | 0.07%             | 2037-01-16      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418TC54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13610 | PA      | $13988.50     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - SCRT                                                    | Seasoned Credit Risk Transfer Trust Series 2018-2                               | CUSIP: 35563PFP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1678415 | PA      | $1622189.34   | 0.09%             | 2057-11-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S                                                       | Danske Bank A/S                                                                 | CUSIP: 23636ABF7<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    275000 | PA      | $279212.55    | 0.02%             | 2026-01-09      | Fixed         | 6.47%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac REMICS                                                              | CUSIP: 3137ASC69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125551 | PA      | $123223.50    | 0.01%             | 2042-07-15      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| Lennar Corp                                                           | Lennar Corp                                                                     | CUSIP: 526057BZ6<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183784.14    | 0.01%             | 2024-04-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140HF7H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89567 | PA      | $80120.34     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                          | Ecopetrol SA                                                                    | CUSIP: 279158AC3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    185000 | PA      | $184962.12    | 0.01%             | 2023-09-18      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL                                                 | TotalEnergies Capital International SA                                          | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    555000 | PA      | $423894.31    | 0.02%             | 2050-05-29      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| FMG RESOURCES AUG 2006                                                | FMG Resources August 2006 Pty Ltd                                               | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1618000 | PA      | $1423840.00   | 0.08%             | 2031-04-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                               | Exxon Mobil Corp                                                                | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    410000 | PA      | $336470.82    | 0.02%             | 2039-08-16      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FMC GMSR ISSUER TR                                                    | FMC GMSR ISSUER TR                                                              | CUSIP: 30259RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3330000 | PA      | $3185977.50   | 0.19%             | 2024-02-25      | Fixed         | 3.69%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                             | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F030421<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1450000 | PA      | $1390766.40   | 0.08%             | 2038-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    340000 | PA      | $206138.28    | 0.01%             | 2050-08-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                         | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    342000 | PA      | $292968.50    | 0.02%             | 2033-01-25      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| Business Jet Securities, LLC                                          | Business Jet Securities 2020-1 LLC                                              | CUSIP: 12327FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    664273 | PA      | $609490.60    | 0.04%             | 2035-11-15      | Fixed         | 2.98%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                                                      | Welltower OP LLC                                                                | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    250000 | PA      | $265714.18    | 0.02%             | 2041-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                                                   | Nomura Holdings Inc                                                             | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $291057.47    | 0.02%             | 2030-07-16      | Fixed         | 2.68%                 | No            | 2                  | On Loan: No      |
| Fanniemae-Aces                                                        | Fannie Mae-Aces                                                                 | CUSIP: 3136AMMF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    645498 | PA      | $624093.12    | 0.04%             | 2024-12-25      | Variable      | 3.01%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36177MPD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31190 | PA      | $30243.26     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                          | Ecopetrol SA                                                                    | CUSIP: 279158AL3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    193000 | PA      | $186495.90    | 0.01%             | 2026-06-26      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                                            | Fiserv Inc                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    175000 | PA      | $150209.33    | 0.01%             | 2049-07-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN INC                                                          | 7-Eleven Inc                                                                    | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    260000 | PA      | $207352.37    | 0.01%             | 2031-02-10      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                                                  | Boston Properties LP                                                            | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   3765000 | PA      | $2971862.88   | 0.17%             | 2032-04-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| FREMF Mortgage Trust                                                  | FREMF 2016-K722 Mortgage Trust                                                  | CUSIP: 30295AAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    625000 | PA      | $621514.88    | 0.04%             | 2049-07-25      | Variable      | 3.99%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138WEEL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247133 | PA      | $237360.15    | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Cox Communications Inc                                                | Cox Communications Inc                                                          | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    134000 | PA      | $127258.67    | 0.01%             | 2026-09-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| LFT CRE 2021-FL1, LLC                                                 | LFT CRE 2021-FL1 Ltd                                                            | CUSIP: 50203JAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2150000 | PA      | $2052542.22   | 0.12%             | 2039-06-15      | Floating      | 6.41%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                               | Southwestern Electric Power Co                                                  | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    110000 | PA      | $89000.67     | 0.01%             | 2045-04-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138WJMB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236376 | PA      | $219034.79    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132J7RK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    533699 | PA      | $502443.42    | 0.03%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NOVELIS CORP                                                          | Novelis Corp                                                                    | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1039000 | PA      | $876916.00    | 0.05%             | 2031-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                    | Credit Agricole SA                                                              | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    769000 | PA      | $687586.78    | 0.04%             | 2027-01-26      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| RAYTHEON TECH CORP                                                    | Raytheon Technologies Corp                                                      | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    296000 | PA      | $264137.76    | 0.02%             | 2045-05-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TUB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31625 | PA      | $31129.90     | 0.00%             | 2048-03-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| State Board of Administration Finance Corp                            | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                        | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   3724000 | PA      | $3123401.10   | 0.18%             | 2030-07-01      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8495000 | PA      | $8090160.16   | 0.47%             | 2032-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 2003-A1                                                | CUSIP: 466247AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193976 | PA      | $174268.64    | 0.01%             | 2033-10-25      | Variable      | 2.93%                 | No            | 2                  | On Loan: No      |
| Octane Receivables Trust                                              | Octane Receivables Trust 2021-1                                                 | CUSIP: 67571AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $656686.31    | 0.04%             | 2027-04-20      | Fixed         | 1.53%                 | No            | 2                  | On Loan: No      |
| BON SECOURS MERCY                                                     | Bon Secours Mercy Health Inc                                                    | CUSIP: 09778PAC9<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $285814.46    | 0.02%             | 2050-06-01      | Fixed         | 3.21%                 | No            | 2                  | On Loan: No      |
| Capital Automotive Reit                                               | CARS-DB4 LP                                                                     | CUSIP: 12510HAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1177567 | PA      | $1112412.06   | 0.06%             | 2050-02-15      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                                              | Neuberger Berman CLO XV                                                         | CUSIP: 64129KBJ5<br>LEI: 549300UTI4Y2IA4RUP16 | Long             | ABS-CBDO         | CORP              | KY        |   1414771 | PA      | $1352897.41   | 0.08%             | 2029-10-15      | Floating      | 6.64%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BHCY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    549494 | PA      | $531830.71    | 0.03%             | 2025-01-25      | Fixed         | 2.81%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133KMYC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1613005 | PA      | $1414748.27   | 0.08%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                 | VOLT XCII LLC                                                                   | CUSIP: 91835MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    685124 | PA      | $606523.23    | 0.04%             | 2051-02-27      | Variable      | 1.89%                 | No            | 2                  | On Loan: No      |
| QUANTA SERVICES INC                                                   | Quanta Services Inc                                                             | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    560000 | PA      | $448180.44    | 0.03%             | 2032-01-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418CT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127715 | PA      | $117743.42    | 0.01%             | 2048-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fanniemae-Aces                                                        | Fannie Mae-Aces                                                                 | CUSIP: 3136BDXR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4768285 | PA      | $428435.14    | 0.02%             | 2033-11-25      | Variable      | 1.94%                 | No            | 2                  | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                 | VOLT C LLC                                                                      | CUSIP: 91835DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    771651 | PA      | $704263.26    | 0.04%             | 2051-05-25      | Variable      | 1.99%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                               | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    121000 | PA      | $117553.01    | 0.01%             | 2048-02-20      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                 | VOLT XCVI LLC                                                                   | CUSIP: 92873FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1278796 | PA      | $1200464.19   | 0.07%             | 2051-03-27      | Variable      | 2.12%                 | No            | 2                  | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                              | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1121053.40   | 0.07%             | 2029-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                                                   | Nomura Holdings Inc                                                             | CUSIP: 65535HAP4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    545000 | PA      | $518300.34    | 0.03%             | 2025-01-16      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418TKF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2276 | PA      | $2302.97      | 0.00%             | 2025-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SAN DIEGO G & E                                                       | San Diego Gas & Electric Co                                                     | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    445000 | PA      | $323431.22    | 0.02%             | 2051-08-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                                                  | Westpac Banking Corp                                                            | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    447000 | PA      | $323424.74    | 0.02%             | 2041-11-18      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140MXVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    920735 | PA      | $910453.81    | 0.05%             | 2052-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                    | Banco Santander SA                                                              | CUSIP: 05964HAL9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $360979.78    | 0.02%             | 2026-03-25      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 3617Y9AV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    648330 | PA      | $616909.03    | 0.04%             | 2052-02-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138LQ2S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193481 | PA      | $191117.18    | 0.01%             | 2042-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| LEVIATHAN BOND LTD                                                    | Leviathan Bond Ltd                                                              | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |   1367000 | PA      | $1327553.85   | 0.08%             | 2030-06-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46375 | PA      | $43429.84     | 0.00%             | 2046-04-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CROWN AMER/CAP CORP VI                                                | Crown Americas LLC / Crown Americas Capital Corp VI                             | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1194000 | PA      | $1166466.36   | 0.07%             | 2026-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SCENTRE GROUP TRUST 1/2                                               | Scentre Group Trust 1 / Scentre Group Trust 2                                   | CUSIP: 806213AB0<br>LEI: N/A                  | Long             | DBT              |  | AU        |    400000 | PA      | $386037.95    | 0.02%             | 2025-02-12      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133WJQA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    568779 | PA      | $516838.83    | 0.03%             | 2037-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                             | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1698000 | PA      | $1733485.60   | 0.10%             | 2050-05-01      | Fixed         | 5.81%                 | No            | 2                  | On Loan: No      |
| DSLA Mortgage Loan Trust                                              | DSLA Mortgage Loan Trust 2004-AR3                                               | CUSIP: 23332UBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    454770 | PA      | $403905.87    | 0.02%             | 2044-07-19      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31402DP79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1525 | PA      | $1594.13      | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133B6JR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67632 | PA      | $56939.14     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                              | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   2374000 | PA      | $2418583.72   | 0.14%             | 2030-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140MDKV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68773 | PA      | $60290.56     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| American Homes 4 Rent                                                 | American Homes 4 Rent 2014-SFR3 Trust                                           | CUSIP: 02665XAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $272894.82    | 0.02%             | 2036-12-17      | Fixed         | 6.42%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140MUXD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23508 | PA      | $21421.50     | 0.00%             | 2037-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                               | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAA6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56999.66     | 0.00%             | 2023-10-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp                                                      | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    495000 | PA      | $406635.85    | 0.02%             | 2037-08-15      | Fixed         | 4.39%                 | No            | 2                  | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                                              | Shire Acquisitions Investments Ireland DAC                                      | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |    707000 | PA      | $675697.03    | 0.04%             | 2026-09-23      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Goodgreen Trust                                                       | GOODGREEN 2017 R1                                                               | CUSIP: 38218AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    401025 | PA      | $370947.72    | 0.02%             | 2051-10-20      | Fixed         | 5.00%                 | No            | 3                  | On Loan: No      |
| UnitedHealth Group Inc                                                | UnitedHealth Group Inc                                                          | CUSIP: 91324PCV2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    201000 | PA      | $194332.36    | 0.01%             | 2026-03-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| DTE Electric Co                                                       | DTE Electric Co                                                                 | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    111000 | PA      | $94005.19     | 0.01%             | 2045-03-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133B4JE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    663464 | PA      | $561495.82    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                | Anglo American Capital PLC                                                      | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1551000 | PA      | $1332175.04   | 0.08%             | 2031-03-17      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4565000 | PA      | $3975116.41   | 0.23%             | 2043-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5046000 | PA      | $4837927.94   | 0.28%             | 2029-04-23      | Fixed         | 4.01%                 | No            | 2                  | On Loan: No      |
| BWX TECHNOLOGIES INC                                                  | BWX Technologies Inc                                                            | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    873000 | PA      | $787887.51    | 0.05%             | 2028-06-30      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Fixed Income Clearing Corp                                            | FIXED INC CLEARING CORP.REPO                                                    | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   9271949 | PA      | $9271949.15   | 0.54%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                   | Citigroup Commercial Mortgage Trust 2016-P6                                     | CUSIP: 17291EAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    843000 | PA      | $804600.34    | 0.05%             | 2049-12-10      | Variable      | 3.72%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                  | PRET 2021-RN4 LLC                                                               | CUSIP: 69359QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2857455 | PA      | $2561220.55   | 0.15%             | 2051-10-25      | Variable      | 2.49%                 | No            | 2                  | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                                              | United Airlines 2019-1 Class AA Pass Through Trust                              | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    432996 | PA      | $398481.78    | 0.02%             | 2031-08-25      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133KNEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    989461 | PA      | $872071.08    | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC DISCOUNT NT                                               | Freddie Mac Discount Notes                                                      | CUSIP: 313396BH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    563000 | PA      | $563000.00    | 0.03%             | 2023-02-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Strip Coupon                                             | CUSIP: 912833RZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1440000 | PA      | $1177845.90   | 0.07%             | 2028-08-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                 | Wells Fargo Commercial Mortgage Trust 2014-LC16                                 | CUSIP: 94988XAU0<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4875624.00   | 0.28%             | 2050-08-15      | Fixed         | 3.82%                 | No            | 2                  | On Loan: No      |
| BANGKOK BANK PCL/HK                                                   | Bangkok Bank PCL/Hong Kong                                                      | CUSIP: 059895AT9<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |   2087000 | PA      | $1833262.46   | 0.11%             | 2034-09-25      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DM5P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    490523 | PA      | $430106.23    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GOODMAN US FIN THREE                                                  | Goodman US Finance Three LLC                                                    | CUSIP: 38239JAA9<br>LEI: N/A                  | Long             | DBT              |  | US        |    215000 | PA      | $197871.55    | 0.01%             | 2028-03-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                     | Credit Acceptance Auto Loan Trust 2020-1                                        | CUSIP: 22534GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    568848 | PA      | $567346.56    | 0.03%             | 2029-04-16      | Fixed         | 2.39%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                                             | Amgen Inc                                                                       | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    265000 | PA      | $228107.13    | 0.01%             | 2028-08-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                              | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    795000 | PA      | $692850.11    | 0.04%             | 2030-02-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3987780 | PA      | $3959903.76   | 0.23%             | 2052-09-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Strip Coupon                                             | CUSIP: 912833RY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1497372.37   | 0.09%             | 2028-02-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| UNITED AIR 2014-1 A PTT                                               | United Airlines 2014-1 Class A Pass Through Trust                               | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220151 | PA      | $204891.84    | 0.01%             | 2026-04-11      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                 | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    820000 | PA      | $640881.88    | 0.04%             | 2040-07-09      | Fixed         | 3.03%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                      | Societe Generale SA                                                             | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    997000 | PA      | $888374.01    | 0.05%             | 2026-12-14      | Fixed         | 1.49%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                              | Enterprise Products Operating LLC                                               | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    690000 | PA      | $493899.23    | 0.03%             | 2052-02-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 3620A3YS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48611 | PA      | $49176.49     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Tyson Foods Inc                                                       | Tyson Foods Inc                                                                 | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    195000 | PA      | $192706.78    | 0.01%             | 2044-08-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    330000 | PA      | $290632.03    | 0.02%             | 2048-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Goodgreen Trust                                                       | Goodgreen 2017-1 Trust                                                          | CUSIP: 38217VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92976 | PA      | $87846.11     | 0.01%             | 2052-10-15      | Fixed         | 3.74%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF CHILE                                                     | Chile Government International Bond                                             | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    256000 | PA      | $216495.55    | 0.01%             | 2032-01-27      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                                                | APA Infrastructure Ltd                                                          | CUSIP: 00205GAD9<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    285000 | PA      | $272911.58    | 0.02%             | 2027-07-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                               | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    137000 | PA      | $96063.90     | 0.01%             | 2051-07-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                          | Barclays PLC                                                                    | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    705000 | PA      | $678369.27    | 0.04%             | 2024-12-10      | Fixed         | 1.01%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION EN GEN LLC                                              | Constellation Energy Generation LLC                                             | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330348.41    | 0.02%             | 2041-10-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| MATCH GROUP HLD II LLC                                                | Match Group Holdings II LLC                                                     | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   2597000 | PA      | $2084092.50   | 0.12%             | 2031-10-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                      | Bank of Montreal                                                                | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    167000 | PA      | $152891.12    | 0.01%             | 2032-12-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140XGQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    920564 | PA      | $845109.68    | 0.05%             | 2051-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                                           | Oracle Corp                                                                     | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     81000 | PA      | $74895.39     | 0.00%             | 2034-07-08      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| New Jersey Economic Development Authority                             | NEW JERSEY ST ECON DEV AUTH LEASE REVENUE                                       | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   3828000 | PA      | $4206146.68   | 0.25%             | 2029-02-15      | Fixed         | 7.43%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187342.17    | 0.01%             | 2028-10-27      | Fixed         | 3.52%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                       | Arbor Realty Commercial Real Estate Notes 2021-FL1 Ltd                          | CUSIP: 03881CAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    424000 | PA      | $395519.75    | 0.02%             | 2035-12-15      | Floating      | 7.37%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138WCA86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197595 | PA      | $199041.32    | 0.01%             | 2044-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PARK AEROSPACE HOLDINGS                                               | Park Aerospace Holdings Ltd                                                     | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |     62000 | PA      | $61532.33     | 0.00%             | 2024-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Oaktree CLO Ltd                                                       | Oaktree CLO 2019-1 Ltd                                                          | CUSIP: 67401XAL5<br>LEI: 549300BJ8TRWJ20BLC43 | Long             | ABS-CBDO         | CORP              | KY        |   2169250 | PA      | $2104474.03   | 0.12%             | 2030-04-22      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| Marathon Petroleum Corp                                               | Marathon Petroleum Corp                                                         | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $1938096.07   | 0.11%             | 2044-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 9128284R8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3041000 | PA      | $2960817.38   | 0.17%             | 2025-05-31      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138WHNH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    645509 | PA      | $617082.70    | 0.04%             | 2046-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828YY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2848800 | PA      | $2720492.73   | 0.16%             | 2024-12-31      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                                          | Broadcom Inc                                                                    | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1041732.26   | 0.06%             | 2028-02-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Toledo Hospital/The                                                   | Toledo Hospital/The                                                             | CUSIP: 889184AC1<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |   3425000 | PA      | $2794304.47   | 0.16%             | 2028-11-15      | Fixed         | 5.33%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 31394F4T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1714307 | PA      | $1746386.78   | 0.10%             | 2035-10-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                 | Healthpeak Properties Inc                                                       | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    356000 | PA      | $327265.47    | 0.02%             | 2029-07-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                                                   | Sirius XM Radio Inc                                                             | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    812000 | PA      | $760965.80    | 0.04%             | 2029-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fanniemae-Aces                                                        | Fannie Mae-Aces                                                                 | CUSIP: 3136AW7J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1045983 | PA      | $998774.28    | 0.06%             | 2027-05-25      | Variable      | 3.06%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36202FXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    620627 | PA      | $633377.74    | 0.04%             | 2041-09-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AMER AIRLN 14-1 A PTT                                                 | American Airlines 2014-1 Class A Pass Through Trust                             | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201506 | PA      | $178542.94    | 0.01%             | 2026-10-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   3564000 | PA      | $3540248.93   | 0.21%             | 2028-09-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                              | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    760000 | PA      | $556836.49    | 0.03%             | 2041-09-01      | Fixed         | 2.68%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6668490 | PA      | $5611879.97   | 0.33%             | 2052-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132J9KC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57851 | PA      | $54463.65     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                                                   | Charles Schwab Corp/The                                                         | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   3313000 | PA      | $3197045.00   | 0.19%             | 2027-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                    | Credit Agricole SA                                                              | CUSIP: 225313AN5<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    345000 | PA      | $237011.35    | 0.01%             | 2041-01-11      | Fixed         | 2.81%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133KMZB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    792603 | PA      | $700735.04    | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc                                                                   | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188514.88    | 0.01%             | 2025-06-10      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| New Jersey Economic Development Authority                             | NEW JERSEY ST ECON DEV AUTH LEASE REVENUE                                       | CUSIP: 645913BB9<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   5231000 | PA      | $5221751.59   | 0.30%             | 2023-02-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    390000 | PA      | $345177.28    | 0.02%             | 2027-07-20      | Fixed         | 1.54%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                        | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3649000 | PA      | $3013552.05   | 0.18%             | 2032-10-20      | Fixed         | 2.51%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                       | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                          | CUSIP: 03880XAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5065500 | PA      | $4788039.26   | 0.28%             | 2037-01-15      | Floating      | 7.28%                 | No            | 2                  | On Loan: No      |
| PACIFIC LIFE INSURANCE C                                              | Pacific Life Insurance Co                                                       | CUSIP: 69448FAA9<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |    249000 | PA      | $202668.73    | 0.01%             | 2067-10-24      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| ITC HOLDINGS CORP                                                     | ITC Holdings Corp                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    585000 | PA      | $591212.39    | 0.03%             | 2027-09-22      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2806000 | PA      | $2546445.00   | 0.15%             | 2026-06-30      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                           | BNP Paribas SA                                                                  | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    210000 | PA      | $188308.99    | 0.01%             | 2027-01-13      | Fixed         | 1.32%                 | No            | 2                  | On Loan: No      |
| AIR CANADA 2017-1AA PTT                                               | Air Canada 2017-1 Class AA Pass Through Trust                                   | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    164694 | PA      | $144120.66    | 0.01%             | 2030-01-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| PEPPERDINE UNIV                                                       | Pepperdine University                                                           | CUSIP: 71338QAC0<br>LEI: 549300G0RVHY0VSFWD76 | Long             | DBT              | CORP              | US        |    290000 | PA      | $194403.45    | 0.01%             | 2059-12-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - SCRT                                                    | Seasoned Credit Risk Transfer Trust Series 2019-2                               | CUSIP: 35563PKG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2320255 | PA      | $2229768.12   | 0.13%             | 2058-08-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    216000 | PA      | $198382.50    | 0.01%             | 2027-01-31      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| AstraZeneca PLC                                                       | AstraZeneca PLC                                                                 | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $102054.89    | 0.01%             | 2042-09-18      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140KGJG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132058 | PA      | $117924.02    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $401601.02    | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| GRAY OAK PIPELINE LLC                                                 | Gray Oak Pipeline LLC                                                           | CUSIP: 38937LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $258918.52    | 0.02%             | 2023-09-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Parallel Ltd                                                          | Parallel 2015-1 Ltd                                                             | CUSIP: 69915VAU4<br>LEI: 549300IVH7GEF68EFD31 | Long             | ABS-CBDO         | CORP              | KY        |    730000 | PA      | $716440.98    | 0.04%             | 2027-07-20      | Floating      | 6.56%                 | No            | 2                  | On Loan: No      |
| DBWF Mortgage Trust                                                   | DBWF Mortgage Trust                                                             | CUSIP: 23306NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    528497 | PA      | $493892.57    | 0.03%             | 2034-06-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20380000 | PA      | $14102800.84  | 0.82%             | 2040-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418CV68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204536 | PA      | $200459.22    | 0.01%             | 2038-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HP INC                                                                | HP Inc                                                                          | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    310000 | PA      | $288304.30    | 0.02%             | 2027-06-17      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                              | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAP1<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    545000 | PA      | $411082.63    | 0.02%             | 2041-05-13      | Fixed         | 3.44%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FPHM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3318736 | PA      | $198273.90    | 0.01%             | 2029-08-25      | Variable      | 1.14%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31402RCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5583 | PA      | $5737.61      | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31419ANB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    433599 | PA      | $428394.87    | 0.02%             | 2040-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                                          | UBS Group AG                                                                    | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    280000 | PA      | $246705.98    | 0.01%             | 2030-08-13      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| EASTERN GAS TRAN                                                      | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AB6<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    423000 | PA      | $317355.24    | 0.02%             | 2049-11-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133BB3C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    296603 | PA      | $280894.97    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                    | Energy Transfer LP                                                              | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2071000 | PA      | $2128366.70   | 0.12%             | 2033-02-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| MRA Issuance Trust                                                    | MRA Issuance Trust 2021-EBO7                                                    | CUSIP: 55349H106<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         7 | PA      | $6.01         | 0.00%             | 2023-02-15      | Floating      | 2.86%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3127092 | PA      | $3035694.83   | 0.18%             | 2052-10-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36182NRG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    361144 | PA      | $360688.91    | 0.02%             | 2044-09-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HERO Funding Trust                                                    | HERO Funding Trust 2017-1A                                                      | CUSIP: 42771XAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250240 | PA      | $240741.58    | 0.01%             | 2047-09-20      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| American Tower Corp                                                   | American Tower Corp                                                             | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1859000 | PA      | $1755680.09   | 0.10%             | 2027-07-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140M8U31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2874487 | PA      | $2518923.74   | 0.15%             | 2052-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140K4M56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81928 | PA      | $72835.83     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                 | PRPM 2021-2 LLC                                                                 | CUSIP: 69359UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    947228 | PA      | $897311.12    | 0.05%             | 2026-03-25      | Variable      | 2.12%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140QN7M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    484407 | PA      | $454350.08    | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Nutrien Ltd                                                           | Nutrien Ltd                                                                     | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $272760.63    | 0.02%             | 2035-03-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Fanniemae-Aces                                                        | Fannie Mae-Aces                                                                 | CUSIP: 3136B1LF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    532584 | PA      | $501535.23    | 0.03%             | 2030-02-25      | Variable      | 3.07%                 | No            | 2                  | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                               | Global Aircraft Leasing Co Ltd                                                  | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2030749 | PA      | $1853228.60   | 0.11%             | 2024-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31407GAY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20021 | PA      | $20407.23     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| VSE VOI Mortgage LLC                                                  | VSE 2018-A VOI Mortgage LLC                                                     | CUSIP: 918286AA3<br>LEI: 549300E4XED7XGXU7L27 | Long             | ABS-O            | CORP              | US        |    145947 | PA      | $141793.30    | 0.01%             | 2036-02-20      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828P46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11400 | PA      | $10671.91     | 0.00%             | 2026-02-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 312941LZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    246404 | PA      | $249257.46    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LJEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1600000 | PA      | $1696745.55   | 0.10%             | 2030-02-01      | Fixed         | 5.08%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31419GP24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13800 | PA      | $14025.02     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MLCC Mortgage Investors Inc                                           | Merrill Lynch Mortgage Investors Trust Series MLCC 2003-F                       | CUSIP: 5899292M9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107955 | PA      | $100640.98    | 0.01%             | 2028-10-25      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38376RN28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    344663 | PA      | $341452.38    | 0.02%             | 2066-12-20      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418MUR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10442 | PA      | $10655.19     | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                               | BPCE SA                                                                         | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    342000 | PA      | $308204.59    | 0.02%             | 2026-10-06      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                | Credit Suisse Group AG                                                          | CUSIP: 225401AC2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $220136.97    | 0.01%             | 2028-01-09      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140LR4M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1957287 | PA      | $1780457.63   | 0.10%             | 2051-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Foundation Finance Trust                                              | Foundation Finance Trust 2019-1                                                 | CUSIP: 35041JAA3<br>LEI: 5493002KPTN6JUQ40J20 | Long             | ABS-O            | CORP              | US        |    130515 | PA      | $128104.96    | 0.01%             | 2034-11-15      | Fixed         | 3.86%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJW55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1151968 | PA      | $1105551.95   | 0.06%             | 2045-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2305000 | PA      | $2005440.03   | 0.12%             | 2031-05-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                      | Societe Generale SA                                                             | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    420000 | PA      | $372193.52    | 0.02%             | 2027-06-09      | Fixed         | 1.79%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    278000 | PA      | $264240.66    | 0.02%             | 2029-01-24      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| MACQUARIE GROUP LTD                                                   | Macquarie Group Ltd                                                             | CUSIP: 55608JBE7<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   7177000 | PA      | $6537382.24   | 0.38%             | 2033-06-21      | Fixed         | 4.44%                 | No            | 2                  | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                              | Graphic Packaging International LLC                                             | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    545000 | PA      | $483842.41    | 0.03%             | 2026-04-15      | Fixed         | 1.51%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38375BQN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    459287 | PA      | $458046.71    | 0.03%             | 2062-03-20      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    410000 | PA      | $353986.37    | 0.02%             | 2052-03-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| ZOETIS INC                                                            | Zoetis Inc                                                                      | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    370000 | PA      | $313250.30    | 0.02%             | 2030-05-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                              | Southwestern Public Service Co                                                  | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92104.89     | 0.01%             | 2041-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DELMARVA PWR & LIGHT CO                                               | Delmarva Power & Light Co                                                       | CUSIP: 247109BT7<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |    190000 | PA      | $166453.05    | 0.01%             | 2045-05-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 31392EPQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202160 | PA      | $210735.15    | 0.01%             | 2032-09-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                               | Hyundai Capital America                                                         | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    415000 | PA      | $351723.22    | 0.02%             | 2028-01-10      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                    | Energy Transfer LP                                                              | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    677000 | PA      | $688073.57    | 0.04%             | 2041-06-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                           | Oracle Corp                                                                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    635000 | PA      | $567083.15    | 0.03%             | 2028-03-25      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO                                              | Flex Intermediate Holdco LLC                                                    | CUSIP: 33939HAB5<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    280000 | PA      | $214414.73    | 0.01%             | 2039-12-30      | Fixed         | 4.32%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138E55N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7002 | PA      | $6758.78      | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GUARDIAN LIFE INSURANCE                                               | Guardian Life Insurance Co of America/The                                       | CUSIP: 401378AC8<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |     63000 | PA      | $56060.96     | 0.00%             | 2077-01-24      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL INSURANCE CO                                               | Prudential Insurance Co of America/The                                          | CUSIP: 743917AH9<br>LEI: X574KRZ6V5A7UBU45C31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211877.08    | 0.01%             | 2025-07-01      | Fixed         | 8.30%                 | No            | 2                  | On Loan: No      |
| Fanniemae-Aces                                                        | Fannie Mae-Aces                                                                 | CUSIP: 3136ANSB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1743465 | PA      | $1680693.05   | 0.10%             | 2025-01-25      | Variable      | 2.90%                 | No            | 2                  | On Loan: No      |
| TOWER HEALTH                                                          | Tower Health                                                                    | CUSIP: 891792AA1<br>LEI: 549300SLJK3XUAQHFO63 | Long             | DBT              | CORP              | US        |   3152000 | PA      | $1471700.32   | 0.09%             | 2050-02-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| DNB BANK ASA                                                          | DNB Bank ASA                                                                    | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    675000 | PA      | $586644.25    | 0.03%             | 2028-03-30      | Fixed         | 1.61%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133A67D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    294415 | PA      | $271596.75    | 0.02%             | 2050-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| OFFICE PPTY INCOME TRST                                               | Office Properties Income Trust                                                  | CUSIP: 67623CAF6<br>LEI: N/A                  | Long             | DBT              |  | US        |    265000 | PA      | $185900.35    | 0.01%             | 2031-10-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                 | VOLT XCIX LLC                                                                   | CUSIP: 92872VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    905267 | PA      | $828536.32    | 0.05%             | 2051-04-25      | Variable      | 2.12%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133B9KZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24022 | PA      | $20220.06     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    599000 | PA      | $549230.77    | 0.03%             | 2028-02-24      | Fixed         | 2.64%                 | No            | 2                  | On Loan: No      |
| Fanniemae-Aces                                                        | Fannie Mae-Aces                                                                 | CUSIP: 3136ANLF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2163694 | PA      | $2078905.06   | 0.12%             | 2024-12-25      | Fixed         | 2.59%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                               | Hyundai Capital America                                                         | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    270000 | PA      | $246255.05    | 0.01%             | 2025-10-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FG6Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    719000 | PA      | $686512.85    | 0.04%             | 2028-04-25      | Variable      | 3.34%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                       | Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd                          | CUSIP: 03881EAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    625500 | PA      | $601513.01    | 0.04%             | 2036-05-15      | Floating      | 6.05%                 | No            | 2                  | On Loan: No      |
| DT Auto Owner Trust                                                   | DT Auto Owner Trust 2022-2                                                      | CUSIP: 23345AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $2257780.28   | 0.13%             | 2027-01-15      | Fixed         | 4.22%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132GRL58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67786 | PA      | $65493.17     | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                              | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $834756.25    | 0.05%             | 2029-01-10      | Fixed         | 6.53%                 | No            | 2                  | On Loan: No      |
| Small Business Administration Participation Certs                     | United States Small Business Administration                                     | CUSIP: 83162CVU4<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    389358 | PA      | $380090.02    | 0.02%             | 2033-09-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| UNITED AIR 2019-2 AA PTT                                              | United Airlines 2019-2 Class AA Pass Through Trust                              | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    527177 | PA      | $439469.60    | 0.03%             | 2032-05-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| American Homes 4 Rent                                                 | American Homes 4 Rent 2014-SFR3 Trust                                           | CUSIP: 02665XAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $146893.59    | 0.01%             | 2036-12-17      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $395757.58    | 0.02%             | 2052-06-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - SCRT                                                    | Seasoned Credit Risk Transfer Trust Series 2022-1                               | CUSIP: 35563P7E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2078267 | PA      | $1875212.89   | 0.11%             | 2061-11-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31417F3J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52382 | PA      | $50514.35     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                          | Barclays PLC                                                                    | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2322000 | PA      | $1895586.81   | 0.11%             | 2032-11-24      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418CZB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    407597 | PA      | $391928.99    | 0.02%             | 2033-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                | Anglo American Capital PLC                                                      | CUSIP: 034863AS9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195112.61    | 0.01%             | 2024-09-11      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11350000 | PA      | $9181972.71   | 0.54%             | 2042-02-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31407NP72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6901 | PA      | $7075.44      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TVC Mortgage Trust 2020-RTL1                                          | TVC Mortgage Trust 2020-RTL1                                                    | CUSIP: 90114YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    561576 | PA      | $559447.32    | 0.03%             | 2024-09-25      | Fixed         | 3.47%                 | No            | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                              | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1270000 | PA      | $1248375.74   | 0.07%             | 2026-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                               | CUSIP: 3136ASMM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    322341 | PA      | $303015.15    | 0.02%             | 2046-01-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                | Discover Financial Services                                                     | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   4075000 | PA      | $4349993.27   | 0.25%             | 2032-11-29      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138WJFL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    345416 | PA      | $307712.72    | 0.02%             | 2046-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| UTAH ACQUISITION SUB                                                  | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    139000 | PA      | $132529.37    | 0.01%             | 2026-06-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Ladder Capital Commercial Mortgage Securities LLC                     | LCCM 2021-FL2 Trust                                                             | CUSIP: 50202KAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1072500 | PA      | $1004742.35   | 0.06%             | 2038-12-13      | Floating      | 6.61%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38376RKA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    519602 | PA      | $512293.39    | 0.03%             | 2065-10-20      | Floating      | 4.70%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                                             | Kroger Co/The                                                                   | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385198.14    | 0.02%             | 2042-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NIAGARA MOHAWK POWER                                                  | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAK2<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    360000 | PA      | $347825.65    | 0.02%             | 2024-10-01      | Fixed         | 3.51%                 | No            | 2                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    481000 | PA      | $422892.38    | 0.02%             | 2027-05-22      | Fixed         | 1.23%                 | No            | 2                  | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAJ3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    539000 | PA      | $534208.29    | 0.03%             | 2024-01-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38376RBF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1449714 | PA      | $1441512.37   | 0.08%             | 2065-05-20      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5786931 | PA      | $4867766.45   | 0.28%             | 2052-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                 | VOLT CI LLC                                                                     | CUSIP: 92873EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1016872 | PA      | $930280.35    | 0.05%             | 2051-05-25      | Variable      | 1.99%                 | No            | 2                  | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                                              | Magellan Midstream Partners LP                                                  | CUSIP: 559080AH9<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    103000 | PA      | $98997.25     | 0.01%             | 2025-03-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| FMC GMSR Issuer Trust                                                 | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1448721.40   | 0.08%             | 2026-10-25      | Variable      | 3.85%                 | No            | 2                  | On Loan: No      |
| OFFICE PPTY INCOME TRST                                               | Office Properties Income Trust                                                  | CUSIP: 67623CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $403590.17    | 0.02%             | 2027-02-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| LSEGA FINANCING PLC                                                   | LSEGA Financing PLC                                                             | CUSIP: 50220PAC7<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    925000 | PA      | $809319.15    | 0.05%             | 2028-04-06      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| MASSACHUSETTS ELECTRIC                                                | Massachusetts Electric Co                                                       | CUSIP: 575634AT7<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |    241000 | PA      | $187989.08    | 0.01%             | 2046-08-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                              | Saudi Government International Bond                                             | CUSIP: 80413TAV1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    319000 | PA      | $260929.24    | 0.02%             | 2033-02-02      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                                | Philip Morris International Inc                                                 | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    495000 | PA      | $516985.51    | 0.03%             | 2029-11-17      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| BRITISH AIR 18-1 AA PTT                                               | British Airways 2018-1 Class AA Pass Through Trust                              | CUSIP: 11042TAA1<br>LEI: 2549007HITOHPGVGUX03 | Long             | DBT              | CORP              | US        |    237400 | PA      | $218097.55    | 0.01%             | 2031-09-20      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138EQTZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    453348 | PA      | $450114.65    | 0.03%             | 2044-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133ACNZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94964 | PA      | $80212.09     | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FNX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1920408 | PA      | $109338.63    | 0.01%             | 2029-07-25      | Variable      | 1.09%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Government National Mortgage Association                                        | CUSIP: 38376RDR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1962637 | PA      | $1949098.29   | 0.11%             | 2065-07-20      | Floating      | 4.62%                 | No            | 2                  | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                               | Providence St Joseph Health Obligated Group                                     | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $79712.87     | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM 2015-DC1 Mortgage Trust                                                    | CUSIP: 12629NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4815821.00   | 0.28%             | 2048-02-10      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| WP Carey Inc                                                          | WP Carey Inc                                                                    | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    790000 | PA      | $774091.66    | 0.05%             | 2026-10-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                               | Exxon Mobil Corp                                                                | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    510000 | PA      | $393244.26    | 0.02%             | 2049-08-16      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132GVCM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81188 | PA      | $78441.98     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UNITED AIRLINES 2012-1 A                                              | United Airlines 2012-1 Class A Pass Through Trust                               | CUSIP: 210795PZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    319453 | PA      | $313329.33    | 0.02%             | 2024-04-11      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Fanniemae-Aces                                                        | Fannie Mae-Aces                                                                 | CUSIP: 3136BBHB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    353074 | PA      | $315391.76    | 0.02%             | 2028-11-25      | Fixed         | 1.59%                 | No            | 2                  | On Loan: No      |
| Fanniemae-Aces                                                        | Fannie Mae-Aces                                                                 | CUSIP: 3136AX7E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    860291 | PA      | $819383.50    | 0.05%             | 2027-06-25      | Variable      | 3.06%                 | No            | 2                  | On Loan: No      |
| Freddiemac Strip                                                      | Freddie Mac Strips                                                              | CUSIP: 3128HXRT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    460361 | PA      | $425017.56    | 0.02%             | 2042-08-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CSX CORP                                                              | CSX Corp                                                                        | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     85000 | PA      | $65617.83     | 0.00%             | 2049-09-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4325000 | PA      | $2797396.51   | 0.16%             | 2050-11-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| PUB SVC ELEC & GAS                                                    | Public Service Electric and Gas Co                                              | CUSIP: 74456QAQ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105164.23    | 0.01%             | 2036-12-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Octane Receivables Trust                                              | Octane Receivables Trust 2021-1                                                 | CUSIP: 67571AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $557611.08    | 0.03%             | 2028-11-20      | Fixed         | 2.23%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36230RVV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24680 | PA      | $23931.34     | 0.00%             | 2040-11-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140FH6C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77130 | PA      | $69090.19     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Macquarie Group Ltd                                                   | Macquarie Group Ltd                                                             | CUSIP: 55608JAP3<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $294439.79    | 0.02%             | 2030-01-15      | Fixed         | 5.03%                 | No            | 2                  | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                                       | LoanCore 2019-CRE3 Issuer Ltd                                                   | CUSIP: 53947DAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    844650 | PA      | $841727.53    | 0.05%             | 2034-04-15      | Floating      | 6.06%                 | No            | 2                  | On Loan: No      |
| CONTL AIRLINES 2012-2 A                                               | Continental Airlines 2012-2 Class A Pass Through Trust                          | CUSIP: 210795QB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69554 | PA      | $66759.34     | 0.00%             | 2024-10-29      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                      | Societe Generale SA                                                             | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    980000 | PA      | $795226.47    | 0.05%             | 2032-06-09      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1198423 | PA      | $1163395.91   | 0.07%             | 2052-09-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fanniemae-Aces                                                        | Fannie Mae-Aces                                                                 | CUSIP: 3136AWWF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    866696 | PA      | $827370.78    | 0.05%             | 2029-04-25      | Variable      | 3.10%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                                          | UBS Group AG                                                                    | CUSIP: 90351DAB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1827000 | PA      | $1789541.99   | 0.10%             | 2025-09-24      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138ABYR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    632232 | PA      | $642531.49    | 0.04%             | 2041-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2023-02-16

**Name of Applicant:** SUNAMERICA SERIES TRUST

**Signature:** Shawn Parry

**Name of Signer:** Shawn Parry

**Title:** Assistant Treasurer