# EDGAR Filing Document

**Accession Number:** 0000875186
**File Stem:** 0001003715-25-000987
**Filing Date:** 2025-10
**Character Count:** 1381058
**Document Hash:** 85bf95b61df1a0538301112e41fa4a0b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001003715-25-000987.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0001003715-25-000987

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MORGAN STANLEY PATHWAY FUNDS
- **CENTRAL INDEX KEY:** 0000875186

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06318
- **FILM NUMBER:** 251421857

**BUSINESS ADDRESS:**
- **STREET 1:** 2000 WESTCHESTER AVENUE
- **CITY:** PURCHASE
- **STATE:** NY
- **ZIP:** 10577
- **BUSINESS PHONE:** 8883749999

**MAIL ADDRESS:**
- **STREET 1:** 2000 WESTCHESTER AVENUE
- **CITY:** PURCHASE
- **STATE:** NY
- **ZIP:** 10577

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CONSULTING GROUP CAPITAL MARKETS FUNDS
- **DATE OF NAME CHANGE:** 19950125

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TRUST FOR TRAK INVESTMENTS
- **DATE OF NAME CHANGE:** 19920929

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** INSTITUTIONAL ADVISORS PORTFOLIOS
- **DATE OF NAME CHANGE:** 19600201

## Series and Classes Contracts Data

### Core Fixed Income Fund (Series ID: S000008437)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000023145 | Core Fixed Income Fund | TIIUX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MORGAN STANLEY PATHWAY FUNDS

- **b. Investment Company Act file number:** 811-06318

- **c. CIK number of Registrant:** 0000875186

- **d. LEI of Registrant:** 549300P3RUTI9W6SLI87

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

  - **Street Address 1:** 2000 Westchester Avenue

  - **City:** Purchase

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10577

  - **Telephone number:** 888-454-3965

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

- **a. Name of Series:** Core Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000008437

- **c. LEI of Series:** 1UKL0F219G5CMXW7TL44

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

- **a. Date of fiscal year-end:** 2025-08-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1726461628.04

**Total Liabilities:** $71512075.50

**Net Assets:** $1654949552.54

**Delayed Delivery Securities:** $21863.56

**Cash Not Reported:** $99003921.63

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1856.06463515 | **1-Year:** -49124.39515008 | **5-Year:** -170893.19600909 | **10-Year:** -215297.44220495 | **30-Year:** -92609.55972666

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

- **3-Month:** -311.50944023 | **1-Year:** -8549.49285002 | **5-Year:** -17612.09296734 | **10-Year:** -6723.05062754 | **30-Year:** -1879.67820656

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000023145 | 1.73%                | -0.22%               | 1.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-424107.94              | $22365581.38                               |
| Month 2  | $697529.43               | $-10214123.01                              |
| Month 3  | $916006.81               | $12715413.02                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** SEC_PORT

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GNMA II P#MA7313 3% 04/20/51    | GINNIE MAE II POOL P#MA7313 3.00000000                                                         | CUSIP: 36179WDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      970043 | PA      | $861429.83    | 0.05%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL  4.875% 03/03/33  | UNITED PARCEL SERVICE REGD 4.87500000                                                          | CUSIP: 911312BZ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51080.03     | 0.00%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GSMS 2021-IP B V/R 10/15/23     | GS MORTGAGE SECURITIES CORPORTATION TRU SER 2021-IP CL B V/R REGD 144A P/P 5.62848000          | CUSIP: 36262MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1772000 | PA      | $1763981.17   | 0.11%             | 2036-10-15      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| QUALCOMM INC 6% 05/20/53        | QUALCOMM INC REGD 6.00000000                                                                   | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26170.30     | 0.00%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENI 8.498% 01/31/45  | YINSON BERGENIA PRODUCTI REGD 144A P/P 8.49800000                                              | CUSIP: 98585VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      227000 | PA      | $237889.00    | 0.01%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 4% 01/31/31        | UNITED STATES TREASURY NOTE 4.00000000                                                         | CUSIP: 91282CJX0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1668000 | PA      | $1687709.77   | 0.10%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 06/19/29  | HSBC HOLDINGS PLC REGD V/R 4.58300000                                                          | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $201408.09    | 0.01%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCT 3.125% 05/01/30  | SONOCO PRODUCTS CO REGD 3.12500000                                                             | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |      239000 | PA      | $224983.56    | 0.01%             | 2030-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 4.95% 01/15/33  | DUKE ENERGY CAROLINAS REGD 4.95000000                                                          | CUSIP: 26442CBJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102309.08    | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.85% 04/01/60      | ORACLE CORP REGD 3.85000000                                                                    | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $66960.27     | 0.00%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 5.5% 03/15/53        | HUMANA INC REGD 5.50000000                                                                     | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22512.31     | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4465 2% 11/01/51       | FANNIE MAE POOL UMBS P#MA4465 2.00000000                                                       | CUSIP: 31418D6B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      226769 | PA      | $181439.33    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 5.625% 08/15/35  | BAT CAPITAL CORP REGD 5.62500000                                                               | CUSIP: 05526DCC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1445000 | PA      | $1481047.36   | 0.09%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORA 4.25% 02/01/29  | MOODY'S CORPORATION REGD 4.25000000                                                            | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      245000 | PA      | $246199.14    | 0.01%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 6.15% 01/15/33  | PACIFIC GAS & ELECTRIC REGD 6.15000000                                                         | CUSIP: 694308KJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      136000 | PA      | $142954.54    | 0.01%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PRO 4.15% 12/01/44  | DUKE ENERGY PROGRESS LLC REGD 4.15000000                                                       | CUSIP: 26442RAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       81000 | PA      | $66912.11     | 0.00%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 2.1% 06/15/30  | AMERICAN TOWER CORP REGD 2.10000000                                                            | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89964.62     | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNA 2.25% 11/15/30  | MARSH & MCLENNAN COS INC REGD 2.25000000                                                       | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      290000 | PA      | $263085.32    | 0.02%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME  5.125% 02/15/34  | REALTY INCOME CORP REGD 5.12500000                                                             | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      134000 | PA      | $136395.78    | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.5% 09/15/53          | AT&T INC REGD 3.50000000                                                                       | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      270000 | PA      | $180828.34    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL 2.75% 07/03/30  | STATE OF ISRAEL REGD SER 10Y 2.75000000                                                        | CUSIP: 46513JB34<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |      200000 | PA      | $183667.50    | 0.01%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RE 2.268% 11/15/26  | CONTINENTAL RESOURCES REGD 144A P/P 2.26800000                                                 | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      180000 | PA      | $175158.88    | 0.01%             | 2026-11-15      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS  5.65% 01/15/65  | CONOCOPHILLIPS COMPANY REGD 5.65000000                                                         | CUSIP: 20826FBN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      340000 | PA      | $321419.91    | 0.02%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 03/31/31    | UNITED STATES TREASURY NOTE 4.12500000                                                         | CUSIP: 91282CKF7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      640000 | PA      | $651287.50    | 0.04%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP 7.25% 05/01/32        | SUNOCO LP REGD 144A P/P 7.25000000                                                             | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      110000 | PA      | $116442.26    | 0.01%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 01/20/28  | BANK OF AMERICA CORP REGD V/R MTN 3.82400000                                                   | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99441.49     | 0.01%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB7795 2.5% 02/01/28     | FANNIE MAE POOL UMBS P#AB7795 2.50000000                                                       | CUSIP: 31417EUV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12361 | PA      | $12137.25     | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 2.1% 04/01/31  | CROWN CASTLE INC REGD 2.10000000                                                               | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       66000 | PA      | $57558.25     | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| RTX CORP 2.375% 03/15/32        | RTX CORP REGD 2.37500000                                                                       | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      116000 | PA      | $101705.31    | 0.01%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC 3.25% 02/15/29      | HOLOGIC INC REGD 144A P/P 3.25000000                                                           | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |      140000 | PA      | $133830.69    | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS G 5.15% 05/22/45  | GOLDMAN SACHS GROUP INC REGD 5.15000000                                                        | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      290000 | PA      | $264398.14    | 0.02%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.8% 11/15/37       | ORACLE CORP REGD 3.80000000                                                                    | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      200000 | PA      | $170847.07    | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDS 6.75% 07/15/32  | NORTHRIVER MIDSTREAM FIN REGD 144A P/P 6.75000000                                              | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $102914.30    | 0.01%             | 2032-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| WELLTOWER OP LL 2.75% 01/15/31  | WELLTOWER OP LLC REGD 2.75000000                                                               | CUSIP: 95040QAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23034.67     | 0.00%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0502 3% 08/01/50       | FREDDIE MAC POOL UMBS P#SD0502 3.00000000                                                      | CUSIP: 3132DMRX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2073262 | PA      | $1831822.03   | 0.11%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES I 2.8% 10/01/41  | ANALOG DEVICES INC REGD 2.80000000                                                             | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18145.84     | 0.00%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                             | EUR/USD FWD 20250930 STAR USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-313656.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 3.45% 08/08/36   | MICROSOFT CORP REGD 3.45000000                                                                 | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |       55000 | PA      | $49644.13     | 0.00%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.805% 05/01/50       | BOEING CO REGD 5.80500000                                                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      630000 | PA      | $606572.76    | 0.04%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.45% 02/09/45        | APPLE INC REGD 3.45000000                                                                      | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      100000 | PA      | $77551.48     | 0.00%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4722 5% 09/20/47    | GINNIE MAE II POOL P#MA4722 5.00000000                                                         | CUSIP: 36179TG74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       49620 | PA      | $50242.30     | 0.00%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENER 3.1% 05/01/27  | MIDAMERICAN ENERGY CO REGD 3.10000000                                                          | CUSIP: 595620AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       47000 | PA      | $46422.86     | 0.00%             | 2027-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.625% 02/01/31       | BOEING CO REGD 3.62500000                                                                      | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47744.36     | 0.00%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PROG 2022-SFR2  4.8% 04/17/27   | PROGRESS RESIDENTIAL 2022-SFR2 TRUST SER 2022-SFR2 CL E2 REGD 144A P/P 4.80000000              | CUSIP: 74332VAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2081000 | PA      | $2029500.87   | 0.12%             | 2027-04-17      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#AV9187 4% 03/01/44       | FANNIE MAE POOL UMBS P#AV9187 4.00000000                                                       | CUSIP: 3138XMF54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       96076 | PA      | $92512.66     | 0.01%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING  4.1% 01/15/52  | DICK'S SPORTING GOODS REGD 4.10000000                                                          | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17780.91     | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7256 3% 03/20/51    | GINNIE MAE II POOL P#MA7256 3.00000000                                                         | CUSIP: 36179WBZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      336757 | PA      | $299508.95    | 0.02%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/20/32  | BANK OF AMERICA CORP REGD V/R 2.57200000                                                       | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      600000 | PA      | $535412.23    | 0.03%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| EQT CORP 4.75% 01/15/31         | EQT CORP REGD 144A P/P 4.75000000                                                              | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      462000 | PA      | $458734.16    | 0.03%             | 2031-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC 4.85% 03/01/39         | AT&T INC REGD 4.85000000                                                                       | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23700.64     | 0.00%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL IN V/R 07/26/35  | ALLY FINANCIAL INC REGD V/R 6.18400000                                                         | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25709.51     | 0.00%             | 2035-07-26      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| VISA INC 2% 08/15/50            | VISA INC REGD 2.00000000                                                                       | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       50000 | PA      | $26789.73     | 0.00%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS 3.875% 02/15/31  | UNITED RENTALS NORTH AM REGD 3.87500000                                                        | CUSIP: 911363AM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $47029.88     | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.125% 08/15/44    | UNITED STATES TREASURY BOND 3.12500000                                                         | CUSIP: 912810RH3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      415000 | PA      | $324380.86    | 0.02%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS9830 4% 06/01/47       | FANNIE MAE POOL UMBS P#AS9830 4.00000000                                                       | CUSIP: 3138WK4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       55850 | PA      | $53230.88     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  5.85% 04/06/30  | GENERAL MOTORS FINL CO REGD 5.85000000                                                         | CUSIP: 37045XEG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      765000 | PA      | $799900.91    | 0.05%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS I 5.25% 04/15/35  | ENTERGY TEXAS INC REGD 5.25000000                                                              | CUSIP: 29365TAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $50918.16     | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSA 5.75% 06/01/54  | ENTERGY ARKANSAS LLC REGD 5.75000000                                                           | CUSIP: 29366MAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $349469.41    | 0.02%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOL 5.625% 08/15/29  | MIDAS OPCO HOLDINGS LLC REGD 144A P/P 5.62500000                                               | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $120654.16    | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| METLIFE INC 5.25% 01/15/54      | METLIFE INC REGD 5.25000000                                                                    | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23543.96     | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COM 5.291% 12/08/46  | FORD MOTOR COMPANY REGD 5.29100000                                                             | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       50000 | PA      | $40628.09     | 0.00%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| IVORY COAST 8.25% 01/30/37      | IVORY COAST REGD 144A P/P 8.25000000                                                           | CUSIP: 221625AU0<br>LEI: N/A                  | Long             | DBT              | USGA              | CI        |      500000 | PA      | $499320.58    | 0.03%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| DELL INT LLC / E 5.3% 04/01/32  | DELL INT LLC / EMC CORP REGD 5.30000000                                                        | CUSIP: 24703TAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $103078.34    | 0.01%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SE 6.2% 01/15/38  | UNITED PARCEL SERVICE REGD 6.20000000                                                          | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       25000 | PA      | $27274.29     | 0.00%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL  4.5% 07/30/29  | ALEXANDRIA REAL ESTATE E REGD SER 15YR 4.50000000                                              | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25108.54     | 0.00%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8200 4% 08/20/52    | GINNIE MAE II POOL P#MA8200 4.00000000                                                         | CUSIP: 36179XDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      948622 | PA      | $893493.60    | 0.05%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVES 4.375% 03/19/27  | EUROPEAN INVESTMENT BANK REGD 4.37500000                                                       | CUSIP: 298785KB1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $201927.18    | 0.01%             | 2027-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC 5.3% 03/15/27  | RYDER SYSTEM INC REGD MTN 5.30000000                                                           | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101466.96    | 0.01%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/25/35  | BANK OF AMERICA CORP REGD V/R 5.51800000                                                       | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1130000 | PA      | $1140167.46   | 0.07%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/24/51  | BANK OF AMERICA CORP REGD V/R MTN 2.83100000                                                   | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       50000 | PA      | $31125.37     | 0.00%             | 2051-10-24      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC 3.25% 05/20/50     | QUALCOMM INC REGD 3.25000000                                                                   | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17146.90     | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHA 3.85% 03/15/52  | BERKSHIRE HATHAWAY FIN REGD 3.85000000                                                         | CUSIP: 084664DB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $57102.82     | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS 3.25% 06/01/50  | PAYPAL HOLDINGS INC REGD 3.25000000                                                            | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17013.92     | 0.00%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RE 2.9% 12/15/31  | HOST HOTELS & RESORTS LP REGD SER J 2.90000000                                                 | CUSIP: 44107TBA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $22220.74     | 0.00%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL IN 3.1% 03/01/41  | FIDELITY NATL INFO SERV REGD 3.10000000                                                        | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18356.83     | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBL 4.05% 05/01/30  | PROCTER & GAMBLE CO/THE REGD 4.05000000                                                        | CUSIP: 742718GM5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100553.63    | 0.01%             | 2030-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4853 4% 11/20/40      | GINNIE MAE II POOL P#4853 4.00000000                                                           | CUSIP: 36202FMA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9231 | PA      | $8994.90      | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHI 1.95% 01/06/32  | REPUBLIC OF PHILIPPINES REGD 1.95000000                                                        | CUSIP: 718286CN5<br>LEI: N/A                  | Long             | DBT              | USGA              | PH        |      550000 | PA      | $473545.73    | 0.03%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR 4.228% 04/10/28   | COMM 2018-COR3 MORTGAGE TRUST SER 2018-COR3 CL A3 REGD 4.22800000                              | CUSIP: 12595VAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      165000 | PA      | $162546.10    | 0.01%             | 2051-05-10      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDI 6.625% 08/15/32  | WR GRACE HOLDING LLC REGD 144A P/P 6.62500000                                                  | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       75000 | PA      | $74847.38     | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| PEPSICO INC 2.75% 10/21/51      | PEPSICO INC REGD 2.75000000                                                                    | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       50000 | PA      | $30924.68     | 0.00%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIE 5.5% 09/30/27  | SS&C TECHNOLOGIES INC REGD 144A P/P 5.50000000                                                 | CUSIP: 78466CAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      205000 | PA      | $205210.95    | 0.01%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CUBESMART LP 3.125% 09/01/26    | CUBESMART LP REGD 3.12500000                                                                   | CUSIP: 22966RAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24650.49     | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CGCMT 2016-C2 3.176% 08/10/26   | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C2 SER 2016-C2 CL B REGD 3.17600000                   | CUSIP: 17291CBU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      285000 | PA      | $277384.20    | 0.02%             | 2049-08-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURA 3.35% 06/01/50  | PIEDMONT NATURAL GAS CO REGD 3.35000000                                                        | CUSIP: 720186AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      109000 | PA      | $73367.91     | 0.00%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08716 3.5% 08/01/46    | FREDDIE MAC GOLD POOL P#G08716 3.50000000                                                      | CUSIP: 3128MJYN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      142676 | PA      | $133322.65    | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL 3.55% 03/15/52  | ALEXANDRIA REAL ESTATE E REGD 3.55000000                                                       | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       50000 | PA      | $33941.46     | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AME 4.5% 09/15/28  | WILLIS NORTH AMERICA INC REGD 4.50000000                                                       | CUSIP: 970648AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25225.64     | 0.00%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KLA CORP 4.1% 03/15/29          | KLA CORP REGD 4.10000000                                                                       | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |      258000 | PA      | $258809.22    | 0.02%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES  4.8% 04/01/44  | GILEAD SCIENCES INC REGD 4.80000000                                                            | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      142000 | PA      | $129735.41    | 0.01%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL 2.15% 01/15/31  | PIONEER NATURAL RESOURCE REGD 2.15000000                                                       | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |      330000 | PA      | $296107.77    | 0.02%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| KROGER CO 4.45% 02/01/47        | KROGER CO REGD 4.45000000                                                                      | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20721.62     | 0.00%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL C 2.875% 06/15/28  | ARES CAPITAL CORP REGD 2.87500000                                                              | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47724.38     | 0.00%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERN 2.8% 06/01/50  | HONEYWELL INTERNATIONAL REGD 2.80000000                                                        | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       50000 | PA      | $31326.27     | 0.00%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM O 6.384% 10/23/35  | CHARTER COMM OPT LLC/CAP REGD SER WI 6.38400000                                                | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $26096.83     | 0.00%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY C 4.75% 02/01/32  | EXPAND ENERGY CORP REGD 4.75000000                                                             | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      295000 | PA      | $287325.10    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LL 2.75% 01/15/32  | WELLTOWER OP LLC REGD 2.75000000                                                               | CUSIP: 95040QAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $22503.98     | 0.00%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO 5% 10/15/34    | HP ENTERPRISE CO REGD 5.00000000                                                               | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24580.64     | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MVWOT 2025-1A  5.75% 04/20/39   | MVW 2025-1 LLC SER 2025-1A CL C REGD 144A P/P 5.75000000                                       | CUSIP: 627924AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      900704 | PA      | $910208.50    | 0.05%             | 2042-09-22      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GR 4.75% 05/15/52  | UNITEDHEALTH GROUP INC REGD 4.75000000                                                         | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42104.41     | 0.00%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 01/22/35  | PNC FINANCIAL SERVICES REGD V/R 5.67600000                                                     | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52133.78     | 0.00%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 07/31/30    | UNITED STATES TREASURY NOTE 3.87500000                                                         | CUSIP: 91282CNN7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      735000 | PA      | $740799.61    | 0.04%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 4.9% 12/15/48   | CIGNA GROUP/THE REGD SER WI 4.90000000                                                         | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21736.67     | 0.00%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| T/L MODIVCARE  0% 07/01/31      | T/L MODIVCARE  INC REGD 0.00000000                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      815879 | PA      | $390091.93    | 0.02%             | 2031-07-01      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8286 4% 01/01/53       | FREDDIE MAC POOL UMBS P#SD8286 4.00000000                                                      | CUSIP: 3132DWF32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      849325 | PA      | $794742.57    | 0.05%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP 5.15% 09/09/52  | MCDONALD'S CORP REGD MTN 5.15000000                                                            | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23022.02     | 0.00%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8268 5.5% 11/01/52     | FREDDIE MAC POOL UMBS P#SD8268 5.50000000                                                      | CUSIP: 3132DWFH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      144393 | PA      | $146358.59    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMEN 2.95% 06/01/41  | WASTE MANAGEMENT INC REGD 2.95000000                                                           | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |       50000 | PA      | $37167.77     | 0.00%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATION 7.25% 06/15/30  | HUB INTERNATIONAL LTD REGD 144A P/P 7.25000000                                                 | CUSIP: 44332PAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $115130.62    | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP INC 6.2% 11/01/28  | ALTRIA GROUP INC REGD 6.20000000                                                               | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      210000 | PA      | $222145.21    | 0.01%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC 4.1% 08/08/62         | APPLE INC REGD 4.10000000                                                                      | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       50000 | PA      | $39228.74     | 0.00%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JOR 7.375% 10/10/47  | KINGDOM OF JORDAN REGD REG S 7.37500000                                                        | CUSIP: M5269UAJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | JO        |      200000 | PA      | $186179.82    | 0.01%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTI 2.75% 05/24/31  | MOTOROLA SOLUTIONS INC REGD 2.75000000                                                         | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       37000 | PA      | $33730.57     | 0.00%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CPS 2025-B D 5.56% 12/15/28     | CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-B SER 2025-B CL D REGD 144A P/P 5.56000000         | CUSIP: 12630SAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1850000 | PA      | $1880974.92   | 0.11%             | 2031-07-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| BX 2021-PAC D V/R 10/15/23      | BX 2021-LBA3 MORTGAGE TRUST SER 2021-PAC CL D V/R REGD 144A P/P 5.77578000                     | CUSIP: 05609PAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1215000 | PA      | $1211029.14   | 0.07%             | 2036-10-15      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| CENTERPOINT ENER 3.6% 03/01/52  | CENTERPOINT ENER HOUSTON REGD SER AH 3.60000000                                                | CUSIP: 15189XAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      118000 | PA      | $85258.80     | 0.01%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LFT 2024-2A E 8.47% 01/20/30    | LENDMARK FUNDING TRUST 2024-2 SER 2024-2A CL E REGD 144A P/P 8.47000000                        | CUSIP: 52590AAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1250000 | PA      | $1294938.88   | 0.08%             | 2034-02-21      | Fixed         | 8.47%                 | Yes           |                  2 | On Loan: No      |
| CHUBB INA HOLD 1.375% 09/15/30  | CHUBB INA HOLDINGS LLC REGD 1.37500000                                                         | CUSIP: 171239AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $21898.00     | 0.00%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTN 6% 12/31/30  | TALLGRASS NRG PRTNR/FIN REGD 144A P/P 6.00000000                                               | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      890000 | PA      | $878250.93    | 0.05%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ONCOR ELECTRIC  5.65% 11/15/33  | ONCOR ELECTRIC DELIVERY REGD 5.65000000                                                        | CUSIP: 68233JCS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $52943.93     | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 2.5% 06/03/50    | AMAZON.COM INC REGD 2.50000000                                                                 | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      200000 | PA      | $119267.56    | 0.01%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15- 3.375% 05/01/27  | AMER AIRLN 15-1 A PTT REGD 3.37500000                                                          | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      641883 | PA      | $630218.87    | 0.04%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC 3.5% 04/15/51      | NNN REIT INC REGD 3.50000000                                                                   | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      238000 | PA      | $163352.83    | 0.01%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY COR 4.5% 01/15/30  | DEVON ENERGY CORPORATION REGD 4.50000000                                                       | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      129000 | PA      | $129082.62    | 0.01%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C6 C V/R 09/15/29     | BMO 2024-5C6 MORTGAGE TRUST SER 2024-5C6 CL C V/R REGD 5.88490000                              | CUSIP: 05593QAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $100636.38    | 0.01%             | 2057-09-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/52  | JPMORGAN CHASE & CO REGD V/R 3.32800000                                                        | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      200000 | PA      | $138578.19    | 0.01%             | 2052-04-22      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| ABL 2025-RTL1 A1 V/R 06/25/30   | ABL 2025-RTL1 SER 2025-RTL1 CL A1 V/R REGD 144A P/P 6.04000000                                 | CUSIP: 00092RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      800000 | PA      | $805813.12    | 0.05%             | 2030-06-25      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#AL4464 2.5% 06/01/28     | FANNIE MAE POOL UMBS P#AL4464 2.50000000                                                       | CUSIP: 3138EL6A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30577 | PA      | $29978.13     | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN  4.75% 03/08/44  | UNITED MEXICAN STATES REGD MTN 4.75000000                                                      | CUSIP: 91086QBB3<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      100000 | PA      | $79625.00     | 0.00%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7590 3% 09/20/51    | GINNIE MAE II POOL P#MA7590 3.00000000                                                         | CUSIP: 36179WNF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      627298 | PA      | $556814.53    | 0.03%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.75% 08/15/41     | UNITED STATES TREASURY BOND 1.75000000                                                         | CUSIP: 912810TA6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1940000 | PA      | $1285250.00   | 0.08%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HO 4.279% 03/15/32  | WARNERMEDIA HOLDINGS INC REGD SER * 4.27900000                                                 | CUSIP: 55903VBQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      270000 | PA      | $233178.75    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 4.95% 12/05/44   | AMAZON.COM INC REGD 4.95000000                                                                 | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48422.36     | 0.00%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL 4.75% 04/15/35  | ALEXANDRIA REAL ESTATE E REGD 4.75000000                                                       | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24139.19     | 0.00%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS 5.227% 11/17/34  | BP CAP MARKETS AMERICA REGD 5.22700000                                                         | CUSIP: 10373QCA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1920000 | PA      | $1959386.94   | 0.12%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING L 3.5% 01/15/31  | ATHENE HOLDING LTD REGD 3.50000000                                                             | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23678.16     | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 12/31/28     | UNITED STATES TREASURY NOTE 3.75000000                                                         | CUSIP: 91282CJR3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2815000 | PA      | $2827645.51   | 0.17%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE V/R 09/03/54         | ALLIANZ SE REGD V/R 144A P/P 5.60000000                                                        | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1018697.00   | 0.06%             | 2054-09-03      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| PAYPAL HOLDINGS 5.05% 06/01/52  | PAYPAL HOLDINGS INC REGD 5.05000000                                                            | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22902.18     | 0.00%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY  4.9% 01/15/34  | CAMDEN PROPERTY TRUST REGD 4.90000000                                                          | CUSIP: 133131BB7<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25124.30     | 0.00%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA IN 4.687% 04/15/30  | CHEVRON USA INC REGD 4.68700000                                                                | CUSIP: 166756BD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102223.63    | 0.01%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUA 6.25% 08/15/36  | REPUBLIC OF GUATEMALA REGD 144A P/P 6.25000000                                                 | CUSIP: 401494BA6<br>LEI: N/A                  | Long             | DBT              | USGA              | GT        |      200000 | PA      | $205624.00    | 0.01%             | 2036-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GENERAL DYNAMIC 2.85% 06/01/41  | GENERAL DYNAMICS CORP REGD 2.85000000                                                          | CUSIP: 369550BQ0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18357.07     | 0.00%             | 2041-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.25% 11/21/49       | ABBVIE INC REGD SER WI 4.25000000                                                              | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      355000 | PA      | $289643.76    | 0.02%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHI 3.65% 02/01/29  | DUKE ENERGY OHIO INC REGD 3.65000000                                                           | CUSIP: 26442EAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      529000 | PA      | $520762.98    | 0.03%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GATX CORP 4% 06/30/30           | GATX CORP REGD 4.00000000                                                                      | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24575.41     | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA2327 4% 09/01/48       | FANNIE MAE POOL UMBS P#CA2327 4.00000000                                                       | CUSIP: 3140Q9SR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       93055 | PA      | $89129.61     | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3756 3% 05/01/51       | FANNIE MAE POOL UMBS P#FS3756 3.00000000                                                       | CUSIP: 3140XKE63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      429190 | PA      | $379151.45    | 0.02%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH 4.55% 03/01/48  | ELEVANCE HEALTH INC REGD 4.55000000                                                            | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       97000 | PA      | $79978.18     | 0.00%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERN 1.1% 03/01/27  | HONEYWELL INTERNATIONAL REGD 1.10000000                                                        | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95711.84     | 0.01%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL R 4.45% 01/20/49  | CANADIAN NATL RAILWAY REGD 4.45000000                                                          | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $21411.16     | 0.00%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8799 4.5% 04/20/53  | GINNIE MAE II POOL P#MA8799 4.50000000                                                         | CUSIP: 36179XX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      635382 | PA      | $615467.96    | 0.04%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEX 3% 09/15/60  | INTERCONTINENTALEXCHANGE REGD 3.00000000                                                       | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       50000 | PA      | $30018.03     | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURC 7.625% 02/01/29  | ANTERO RESOURCES CORP REGD 144A P/P 7.62500000                                                 | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |      215000 | PA      | $219434.16    | 0.01%             | 2029-02-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL FIN 3.905% 12/07/47  | PRUDENTIAL FINANCIAL INC REGD SER WI 3.90500000                                                | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       50000 | PA      | $38993.34     | 0.00%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.528% 05/01/34   | BOEING CO/THE REGD SER WI 6.52800000                                                           | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       50000 | PA      | $54764.69     | 0.00%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| CIM 2019-R4 A1 V/R 10/25/59     | CIM TRUST 2019-R4 SER 2019-R4 CL A1 V/R REGD 144A P/P 3.00000000                               | CUSIP: 12556FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      642042 | PA      | $603984.84    | 0.04%             | 2059-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN 2.3% 05/15/31  | NORFOLK SOUTHERN CORP REGD 2.30000000                                                          | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      166000 | PA      | $149430.39    | 0.01%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SHERWOOD FI 4.5% 11/15/26/EUR/  | SHERWOOD FINANCING PLC /EUR/ REGD REG S 4.50000000                                             | CUSIP: G8099HAC4<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |      760000 | PA      | $892474.71    | 0.05%             | 2026-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP 3.35% 03/12/50   | STARBUCKS CORP REGD 3.35000000                                                                 | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16792.96     | 0.00%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FHMS K148 A2 V/R 07/25/32       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K148 CL A2 V/R 3.50000000          | CUSIP: 3137H8U90<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      736000 | PA      | $701631.74    | 0.04%             | 2032-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CO 5.5% 06/15/33  | CNA FINANCIAL CORP REGD 5.50000000                                                             | CUSIP: 126117AX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25793.67     | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 2.921% 03/17/52  | MICROSOFT CORP REGD 2.92100000                                                                 | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      168000 | PA      | $110263.95    | 0.01%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| PG&E CORP 5% 07/01/28           | PG&E CORP REGD 5.00000000                                                                      | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      145000 | PA      | $143253.15    | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RES 5.75% 01/15/31  | CONTINENTAL RESOURCES REGD 144A P/P 5.75000000                                                 | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |       80000 | PA      | $82143.33     | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AON NORTH AMERI 5.45% 03/01/34  | AON NORTH AMERICA INC REGD 5.45000000                                                          | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51634.64     | 0.00%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CSX CORP 3.8% 11/01/46          | CSX CORP REGD 3.80000000                                                                       | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19325.52     | 0.00%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/ 4.75% 10/15/27  | RHP HOTEL PPTY/RHP FINAN REGD SER WI 4.75000000                                                | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      240000 | PA      | $239567.66    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE V/R 01/15/55       | AES CORP/THE REGD V/R 7.60000000                                                               | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       80000 | PA      | $82402.09     | 0.00%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC V/R 12/15/54  | EUSHI FINANCE INC REGD V/R 7.62500000                                                          | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      855000 | PA      | $896256.32    | 0.05%             | 2054-12-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN 5.6% 06/15/42  | CONSTELLATION EN GEN LLC REGD SER WI 5.60000000                                                | CUSIP: 30161MAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      174000 | PA      | $171031.95    | 0.01%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMEN 5.05% 05/18/63  | TEXAS INSTRUMENTS INC REGD 5.05000000                                                          | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       62000 | PA      | $55781.70     | 0.00%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL 1.7% 01/08/27  | CATERPILLAR FINL SERVICE REGD MTN 1.70000000                                                   | CUSIP: 14913R2U0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $194317.35    | 0.01%             | 2027-01-08      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC 6% 07/15/29   | GOLUB CAPITAL BDC REGD 6.00000000                                                              | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25595.68     | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08844 5% 10/01/48      | FREDDIE MAC GOLD POOL P#G08844 5.00000000                                                      | CUSIP: 3128MJ5E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38923 | PA      | $39095.51     | 0.00%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WRKCO INC 4.9% 03/15/29         | WRKCO INC REGD SER WI 4.90000000                                                               | CUSIP: 92940PAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25538.41     | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDIN 5.875% 06/15/30  | KINETIK HOLDINGS LP REGD 144A P/P 5.87500000                                                   | CUSIP: 49461MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      685000 | PA      | $691247.89    | 0.04%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JUNIPER NETWORKS I 2% 12/10/30  | JUNIPER NETWORKS INC REGD 2.00000000                                                           | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |       63000 | PA      | $55256.64     | 0.00%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARS INC 5% 03/01/32            | MARS INC REGD 144A P/P 5.00000000                                                              | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       70000 | PA      | $71462.20     | 0.00%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GNR 2021-119 JG 1.5% 06/20/51   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-119 CL JG 1.50000000                         | CUSIP: 38382UX97<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3448995 | PA      | $2969277.34   | 0.18%             | 2051-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 4.8% 03/01/50  | CHARTER COMM OPT LLC/CAP REGD 4.80000000                                                       | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      315000 | PA      | $244069.77    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 10/31/29    | UNITED STATES TREASURY NOTE 4.12500000                                                         | CUSIP: 91282CLR0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2000000 | PA      | $2036054.68   | 0.12%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WALMART INC 6.2% 04/15/38       | WALMART INC REGD 6.20000000                                                                    | CUSIP: 931142CM3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       25000 | PA      | $27986.87     | 0.00%             | 2038-04-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CO 3.452% 04/15/51  | EXXON MOBIL CORPORATION REGD 3.45200000                                                        | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      200000 | PA      | $141238.68    | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 06/14/30  | JPMORGAN CHASE & CO REGD V/R 4.56500000                                                        | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1406000 | PA      | $1421504.86   | 0.09%             | 2030-06-14      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 5.5% 02/01/34  | AMERICAN HOMES 4 RENT REGD 5.50000000                                                          | CUSIP: 02666TAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25681.52     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 10/31/31    | UNITED STATES TREASURY NOTE 4.12500000                                                         | CUSIP: 91282CLU3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | PA      | $1015234.38   | 0.06%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REA 1.875% 02/01/33  | ALEXANDRIA REAL ESTATE E REGD 1.87500000                                                       | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20289.09     | 0.00%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION 2.8% 03/10/27  | TORONTO-DOMINION BANK REGD MTN 2.80000000                                                      | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $98166.46     | 0.01%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COLT 2021-2 A1 V/R 08/25/66     | COLT 2021-2 MORTGAGE LOAN TRUST SER 2021-2 CL A1 V/R REGD 144A P/P 0.92400000                  | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      687123 | PA      | $584299.87    | 0.04%             | 2066-08-25      | Variable      | 0.92%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA IN 3.75% 04/15/27  | T-MOBILE USA INC REGD SER WI 3.75000000                                                        | CUSIP: 87264ABD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      152000 | PA      | $151078.35    | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OPTN 2025-A D 7.25% 02/08/33    | OPORTUN ISSUANCE TRUST 2025-A SER 2025-A CL D REGD 144A P/P 7.25000000                         | CUSIP: 68377TAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1841000 | PA      | $1845904.61   | 0.11%             | 2033-02-08      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| OMEGA HLTHCARE  4.75% 01/15/28  | OMEGA HLTHCARE INVESTORS REGD 4.75000000                                                       | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25212.33     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF 7.375% 04/08/31  | ISLAMIC REP OF PAKISTAN REGD 144A P/P MTN 7.37500000                                           | CUSIP: 695847AT0<br>LEI: N/A                  | Long             | DBT              | USGA              | PK        |      200000 | PA      | $189438.36    | 0.01%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER C 3.8% 08/15/29  | AMERICAN TOWER CORP REGD 3.80000000                                                            | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       86000 | PA      | $84275.83     | 0.01%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH 4.55% 05/15/52  | ELEVANCE HEALTH INC REGD 4.55000000                                                            | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20205.98     | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 4.05% 08/18/29        | AMGEN INC REGD 4.05000000                                                                      | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      180000 | PA      | $179107.17    | 0.01%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TRK 2025-RRTL1 A V/R 03/25/27   | TOORAK MORTGAGE TRUST 2025-RRTL1 SER 2025-RRTL1 CL A1 V/R REGD 144A P/P 5.52400000             | CUSIP: 89053JAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2003148.00   | 0.12%             | 2040-02-25      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| EOG RESOURCES  4.375% 04/15/30  | EOG RESOURCES INC REGD 4.37500000                                                              | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      190000 | PA      | $191119.73    | 0.01%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARS INC 3.2% 04/01/30          | MARS INC REGD 144A P/P 3.20000000                                                              | CUSIP: 571676AB1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      230000 | PA      | $219909.30    | 0.01%             | 2030-04-01      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| ALPHABET INC 1.9% 08/15/40      | ALPHABET INC REGD 1.90000000                                                                   | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       90000 | PA      | $60229.58     | 0.00%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP 5.125% 03/15/28    | CALPINE CORP REGD 144A P/P 5.12500000                                                          | CUSIP: 131347CN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      310000 | PA      | $309997.61    | 0.02%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| IBRD 3.5% 07/12/28              | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 3.50000000                                 | CUSIP: 459058KT9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | US        |      150000 | PA      | $149459.07    | 0.01%             | 2028-07-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 05/15/47        | UNITED STATES TREASURY BOND 3.00000000                                                         | CUSIP: 912810RX8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      335000 | PA      | $248155.18    | 0.01%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAI 6.5% 02/15/32  | CAESARS ENTERTAIN INC REGD 144A P/P 6.50000000                                                 | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      250000 | PA      | $256461.00    | 0.02%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA9907 6% 09/20/54    | GINNIE MAE II POOL P#MA9907 6.00000000                                                         | CUSIP: 36180AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      558299 | PA      | $570192.01    | 0.03%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 6.625% 6/15/32    | CITIGROUP INC REGD 6.62500000                                                                  | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       30000 | PA      | $33090.96     | 0.00%             | 2032-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GA 5.5% 03/15/30  | NATIONAL FUEL GAS CO REGD 5.50000000                                                           | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25841.41     | 0.00%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO  7.2% 11/28/33  | INTESA SANPAOLO SPA REGD 144A P/P 7.20000000                                                   | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      340000 | PA      | $384746.24    | 0.02%             | 2033-11-28      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| AON CORP/AON GL 5.35% 02/28/33  | AON CORP/AON GLOBAL HOLD REGD 5.35000000                                                       | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51833.24     | 0.00%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3693 4% 07/01/49       | FANNIE MAE POOL UMBS P#MA3693 4.00000000                                                       | CUSIP: 31418DC75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      770759 | PA      | $732166.52    | 0.04%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5.05% 03/25/48  | CVS HEALTH CORP REGD 5.05000000                                                                | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      200000 | PA      | $171858.24    | 0.01%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHI 3.24% 02/06/28  | REPUBLIC OF CHILE REGD 3.24000000                                                              | CUSIP: 168863CF3<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |      200000 | PA      | $195725.00    | 0.01%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7987 2.5% 04/20/52  | GINNIE MAE II POOL P#MA7987 2.50000000                                                         | CUSIP: 36179W2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      840214 | PA      | $717104.71    | 0.04%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP H 5.25% 05/26/35  | ALIBABA GROUP HOLDING REGD 144A P/P 5.25000000                                                 | CUSIP: 01609WBK7<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |      200000 | PA      | $207234.81    | 0.01%             | 2035-05-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FIRSTENERGY CORP 4.15% 07/15/27 | FIRSTENERGY CORP REGD SER B 3.90000000                                                         | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      470000 | PA      | $466735.69    | 0.03%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| ZAXBY 2021-1A 3.238% 07/30/28   | ZAXBYS FUNDING LLC SER 2021-1A CL A2 REGD 144A P/P 3.23800000                                  | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2961600 | PA      | $2791270.98   | 0.17%             | 2051-07-30      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| METLIFE INC 5.7% 06/15/35       | METLIFE INC REGD 5.70000000                                                                    | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26497.03     | 0.00%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 2.1% 09/01/28    | AIR LEASE CORP REGD 2.10000000                                                                 | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47060.03     | 0.00%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| NIKE INC 3.375% 03/27/50        | NIKE INC REGD 3.37500000                                                                       | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |       50000 | PA      | $35143.20     | 0.00%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS 6.125% 03/15/34  | UNITED RENTALS NORTH AM REGD 144A P/P 6.12500000                                               | CUSIP: 911365BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      320000 | PA      | $331865.01    | 0.02%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#QF2362 4% 11/01/52       | FREDDIE MAC POOL UMBS P#QF2362 4.00000000                                                      | CUSIP: 3133BPTT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2602945 | PA      | $2435670.91   | 0.15%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTER 5.625% 01/17/28  | OMAN GOV INTERNTL BOND REGD REG S 5.62500000                                                   | CUSIP: M75242BJ1<br>LEI: N/A                  | Long             | DBT              | USGA              | OM        |      200000 | PA      | $204735.25    | 0.01%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CCAS 2024-1A  7.124% 06/15/27   | CCAS 2024-1 LLC SER 2024-1A CL A REGD 144A P/P 7.12400000                                      | CUSIP: 12516NAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3545000 | PA      | $3604913.34   | 0.22%             | 2031-06-16      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 02/15/53    | UNITED STATES TREASURY BOND 3.62500000                                                         | CUSIP: 912810TN8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     4096000 | PA      | $3281999.99   | 0.20%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP 4.2% 03/15/48  | PROGRESSIVE CORP REGD 4.20000000                                                               | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20668.85     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS 6.07% 07/12/28  | NOMURA HOLDINGS INC REGD 6.07000000                                                            | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $209524.10    | 0.01%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPME 3.75% 04/25/28  | ASIAN DEVELOPMENT BANK REGD MTN SER GMTN 3.75000000                                            | CUSIP: 045167FW8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |      200000 | PA      | $200630.47    | 0.01%             | 2028-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS G 4.75% 10/21/45  | GOLDMAN SACHS GROUP INC REGD 4.75000000                                                        | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8885.51      | 0.00%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 5.25% 06/15/53      | PROLOGIS LP REGD 5.25000000                                                                    | CUSIP: 74340XCF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23411.56     | 0.00%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PL 7.5% 04/15/29  | INEOS FINANCE PLC REGD 144A P/P 7.50000000                                                     | CUSIP: 44984WAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      200000 | PA      | $200719.20    | 0.01%             | 2029-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| DTE ELECTRIC CO 5.2% 03/01/34   | DTE ELECTRIC CO REGD 5.20000000                                                                | CUSIP: 23338VAV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $360660.57    | 0.02%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q00179 5% 04/01/41      | FREDDIE MAC GOLD POOL P#Q00179 5.00000000                                                      | CUSIP: 3132GDFU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       99151 | PA      | $100522.80    | 0.01%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC 3.7% 04/01/29       | WORKDAY INC REGD 3.70000000                                                                    | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24614.67     | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC 5.294% 03/04/27    | HSBC USA INC REGD 5.29400000                                                                   | CUSIP: 40428HA44<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $203614.46    | 0.01%             | 2027-03-04      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| UMBS P#BL6075 2.44% 04/01/35    | FANNIE MAE POOL UMBS P#BL6075 2.44000000                                                       | CUSIP: 3140HXXD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4000000 | PA      | $3327801.40   | 0.20%             | 2035-04-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 6.65% 10/15/34  | ENTERPRISE PRODUCTS OPER REGD SER H 6.65000000                                                 | CUSIP: 293791AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $169315.80    | 0.01%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.25% 04/15/29  | ENERGY TRANSFER LP REGD 5.25000000                                                             | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      240000 | PA      | $246858.04    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KENVUE INC 5.05% 03/22/53       | KENVUE INC REGD 5.05000000                                                                     | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45875.63     | 0.00%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KREST 2021-CHI 2.86% 08/05/31   | KREST COMMERCIAL MORTGAGE SECURITIES TRUST 2021 SER 2021-CHIP CL B REGD 144A P/P 2.86077000    | CUSIP: 50085PAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1200000 | PA      | $906541.32    | 0.05%             | 2044-11-05      | Fixed         | 2.86%                 | Yes           |                  2 | On Loan: No      |
| CARRIER GLOBAL 3.377% 04/05/40  | CARRIER GLOBAL CORP REGD 3.37700000                                                            | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       50000 | PA      | $39969.01     | 0.00%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHMS K154 A2 3.424% 04/25/32    | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K154 CL A2 3.42400000         | CUSIP: 3137FDES7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $244190.28    | 0.01%             | 2032-04-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A60881 5.5% 05/01/37    | FREDDIE MAC GOLD POOL P#A60881 5.50000000                                                      | CUSIP: 3128KQ6S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6795 | PA      | $7042.03      | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE 4% 08/15/28  | GROUP 1 AUTOMOTIVE INC REGD 144A P/P 4.00000000                                                | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48551.96     | 0.00%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AESOP 2024-3A  6.11% 12/20/29   | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-3A CL C REGD 144A P/P 6.11000000             | CUSIP: 05377RJM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      440000 | PA      | $452587.08    | 0.03%             | 2030-12-20      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SD2760 6% 04/01/53       | FREDDIE MAC POOL UMBS P#SD2760 6.00000000                                                      | CUSIP: 3132DQB54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      723764 | PA      | $746133.67    | 0.05%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 2.2% 02/21/27         | AMGEN INC REGD 2.20000000                                                                      | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97359.07     | 0.01%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV V/R /PERP//EUR/    | KBC GROUP NV /EUR/ REGD V/R /PERP/ REG S 8.00000000                                            | CUSIP: B5337GLR4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      800000 | PA      | $1046436.04   | 0.06%             | 2174-03-05      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUST 4.75% 01/15/28  | STANDARD INDUSTRI INC/NY REGD 144A P/P 4.75000000                                              | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99136.94     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MIDAMERICAN ENE 5.85% 09/15/54  | MIDAMERICAN ENERGY CO REGD 5.85000000                                                          | CUSIP: 595620AY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      141000 | PA      | $145032.83    | 0.01%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 4.95% 06/15/28  | ENERGY TRANSFER LP REGD SER 10Y 4.95000000                                                     | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30467.39     | 0.00%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4039 5.5% 02/01/53     | FANNIE MAE POOL UMBS P#FS4039 5.50000000                                                       | CUSIP: 3140XKPZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1154402 | PA      | $1173878.00   | 0.07%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 5.85% 12/01/35  | CHARTER COMM OPT LLC/CAP REGD 5.85000000                                                       | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $50129.70     | 0.00%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO 4.85% 11/15/35   | HALLIBURTON CO REGD 4.85000000                                                                 | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19496.08     | 0.00%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9530 2.5% 07/01/51     | FANNIE MAE POOL UMBS P#FM9530 2.50000000                                                       | CUSIP: 3140XDSU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7342560 | PA      | $6111095.13   | 0.37%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BABS 2025-RM11 A V/R 05/25/65   | BREAN ASSET BACKED SECURITIES TRUST 2025-RM11 SER 2025-RM11 CL A1 V/R REGD 144A P/P 4.75000000 | CUSIP: 10638GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      648465 | PA      | $637365.68    | 0.04%             | 2065-05-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| HESS CORP 5.8% 04/01/47         | HESS CORP REGD 5.80000000                                                                      | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75869.76     | 0.00%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENE 4.45% 10/01/32  | CENTERPOINT ENER HOUSTON REGD SER AI. 4.45000000                                               | CUSIP: 15189XAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      129000 | PA      | $127579.25    | 0.01%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INTELSAT SA/LUXEMBOURG          | INTELSAT SA/LUXEMBOURG 0.00000000                                                              | CUSIP: L5217E120<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |       11289 | NS      | $129823.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS P#AL0054 4.5% 02/01/41     | FANNIE MAE POOL UMBS P#AL0054 4.50000000                                                       | CUSIP: 3138EGBY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       64898 | PA      | $64894.00     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RD5059 1.5% 06/01/31     | FREDDIE MAC POOL UMBS P#RD5059 1.50000000                                                      | CUSIP: 3133LPTQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      117748 | PA      | $110831.50    | 0.01%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 05/15/35     | UNITED STATES TREASURY NOTE 4.25000000                                                         | CUSIP: 91282CNC1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    11375000 | PA      | $11411435.49  | 0.69%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HE 3.91% 10/01/50  | COMMONSPIRIT HEALTH REGD 3.91000000                                                            | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |       95000 | PA      | $69367.94     | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| GNMA P#745057 5% 11/15/39       | GINNIE MAE I POOL P#745057 5.00000000                                                          | CUSIP: 3620C0WS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1879 | PA      | $1909.56      | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G18691 3% 06/01/33      | FREDDIE MAC GOLD POOL P#G18691 3.00000000                                                      | CUSIP: 3128MMXV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16972 | PA      | $16557.28     | 0.00%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE  3.8% 10/01/60  | LYB INT FINANCE III REGD 3.80000000                                                            | CUSIP: 50249AAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $15748.49     | 0.00%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMA 4.03% 10/15/47  | NORTHROP GRUMMAN CORP REGD 4.03000000                                                          | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |       51000 | PA      | $40510.58     | 0.00%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 4.875% 03/01/53       | AMGEN INC REGD 4.87500000                                                                      | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       50000 | PA      | $43273.74     | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SEATTLE CHILDR 2.719% 10/01/50  | SEATTLE CHILDREN HOSP REGD SER 2021 2.71900000                                                 | CUSIP: 81257VAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $39693.44     | 0.00%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| FNA 2021-M2S A2 V/R 07/25/31    | FANNIE MAE-ACES SER 2021-M2S CL A2 V/R 1.86700000                                              | CUSIP: 3136BJZQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      245000 | PA      | $214454.38    | 0.01%             | 2031-10-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2766 2% 02/01/52       | FANNIE MAE POOL UMBS P#CB2766 2.00000000                                                       | CUSIP: 3140QNCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1458067 | PA      | $1175688.80   | 0.07%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER  3.125% 07/15/51  | ALABAMA POWER CO REGD 3.12500000                                                               | CUSIP: 010392FV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      116000 | PA      | $76421.14     | 0.00%             | 2051-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT  4.7% 02/08/27  | BLUE OWL CREDIT INCOME REGD SER * 4.70000000                                                   | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24938.23     | 0.00%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5530 5% 10/20/48    | GINNIE MAE II POOL P#MA5530 5.00000000                                                         | CUSIP: 36179UEB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14496 | PA      | $14625.37     | 0.00%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP 4.5% 11/15/52          | CSX CORP REGD 4.50000000                                                                       | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20904.17     | 0.00%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH6438 3.5% 02/01/26     | FANNIE MAE POOL UMBS P#AH6438 3.50000000                                                       | CUSIP: 3138A8EL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         367 | PA      | $364.94       | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMP 2.2% 01/13/28  | WALT DISNEY COMPANY/THE REGD 2.20000000                                                        | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96375.49     | 0.01%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE  5.875% 05/15/33  | NEW YORK LIFE INSURANCE REGD P/P 5.87500000                                                    | CUSIP: 64952GAE8<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |      930000 | PA      | $978989.29    | 0.06%             | 2033-05-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH  5.55% 01/23/49  | ANHEUSER-BUSCH INBEV WOR REGD 5.55000000                                                       | CUSIP: 03523TBV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      210000 | PA      | $206625.34    | 0.01%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CGCMT 2017-P7 3.509% 09/14/26   | CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P7 SER 2017-P7 CL AAB REGD 3.50900000                 | CUSIP: 17325HBQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       95315 | PA      | $94767.94     | 0.01%             | 2050-04-14      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS4752 2.5% 04/01/30     | FANNIE MAE POOL UMBS P#AS4752 2.50000000                                                       | CUSIP: 3138WEH69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20517 | PA      | $19918.49     | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IBRD 1.375% 04/20/28            | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT MTN SER GDIF 1.37500000                    | CUSIP: 459058JW4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | US        |      200000 | PA      | $188751.38    | 0.01%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS S 3.55% 03/15/42  | BRISTOL-MYERS SQUIBB CO REGD 3.55000000                                                        | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       50000 | PA      | $39487.41     | 0.00%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 5% 02/09/54      | ELI LILLY & CO REGD 5.00000000                                                                 | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      110000 | PA      | $101064.99    | 0.01%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9725 5.5% 06/20/54  | GINNIE MAE II POOL P#MA9725 5.50000000                                                         | CUSIP: 36179YYW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1968475 | PA      | $1987269.56   | 0.12%             | 2054-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA ST 8.25% 12/15/29  | SEAGATE DATA STOR REGD 144A P/P 8.25000000                                                     | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      200000 | PA      | $212939.00    | 0.01%             | 2029-12-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CR 3.05% 03/22/27  | TOYOTA MOTOR CREDIT CORP REGD MTN 3.05000000                                                   | CUSIP: 89236TJZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $98634.01     | 0.01%             | 2027-03-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1899 5% 11/01/52       | FREDDIE MAC POOL UMBS P#SD1899 5.00000000                                                      | CUSIP: 3132DPDC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      539565 | PA      | $538474.46    | 0.03%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY  5.375% 03/15/30  | EXPAND ENERGY CORP REGD 5.37500000                                                             | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     2025000 | PA      | $2045962.80   | 0.12%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FORDF 2018-4 A 4.06% 11/15/28   | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A SER 2018-4 CL A REGD 4.06000000                     | CUSIP: 34528PAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      583000 | PA      | $583523.71    | 0.04%             | 2030-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| GNMA P#659726 5% 11/15/36       | GINNIE MAE I POOL P#659726 5.00000000                                                          | CUSIP: 36294T4K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7494 | PA      | $7577.58      | 0.00%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH I 5.8% 01/23/59  | ANHEUSER-BUSCH INBEV WOR REGD 5.80000000                                                       | CUSIP: 03523TBW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $50455.50     | 0.00%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| IBRD 3.125% 06/15/27            | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 3.12500000                                 | CUSIP: 459058KJ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | US        |      100000 | PA      | $99008.16     | 0.01%             | 2027-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.625% 05/31/27    | UNITED STATES TREASURY NOTE 2.62500000                                                         | CUSIP: 91282CET4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      710000 | PA      | $697491.80    | 0.04%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DANA INC 5.625% 06/15/28        | DANA INC REGD 5.62500000                                                                       | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      130000 | PA      | $130015.17    | 0.01%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC 2.7% 07/15/41    | SALESFORCE INC REGD 2.70000000                                                                 | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      140000 | PA      | $100787.37    | 0.01%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3521 4% 11/01/48       | FANNIE MAE POOL UMBS P#MA3521 4.00000000                                                       | CUSIP: 31418C4F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       53741 | PA      | $51148.83     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL COR 4.39% 08/15/37  | BAT CAPITAL CORP REGD SER WI 4.39000000                                                        | CUSIP: 05526DBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $45208.87     | 0.00%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LL 4% 07/15/28  | SIRIUS XM RADIO LLC REGD 144A P/P 4.00000000                                                   | CUSIP: 82967NBJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      345000 | PA      | $333333.00    | 0.02%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA5019 3.5% 02/20/48  | GINNIE MAE II POOL P#MA5019 3.50000000                                                         | CUSIP: 36179TSG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       59600 | PA      | $55194.70     | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4836 3% 11/20/47    | GINNIE MAE II POOL P#MA4836 3.00000000                                                         | CUSIP: 36179TLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      243031 | PA      | $218127.36    | 0.01%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/22/28  | BANK OF AMERICA CORP REGD V/R MTN 4.94800000                                                   | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101331.49    | 0.01%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMDB 2017-C7 3.409% 08/15/27   | JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C7 SER 2017-C7 CL A5 REGD 3.40920000           | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      190000 | PA      | $185125.76    | 0.01%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7574 6% 09/01/54       | FREDDIE MAC POOL UMBS P#SD7574 6.00000000                                                      | CUSIP: 3132DVMX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      779068 | PA      | $806265.07    | 0.05%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY I 5.9% 02/15/55  | COTERRA ENERGY INC REGD 5.90000000                                                             | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      445000 | PA      | $415711.83    | 0.03%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A81872 6% 09/01/38      | FREDDIE MAC GOLD POOL P#A81872 6.00000000                                                      | CUSIP: 312928CH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         174 | PA      | $179.81       | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHI 5.65% 04/01/53  | DUKE ENERGY OHIO INC REGD 5.65000000                                                           | CUSIP: 26442EAK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $19689.70     | 0.00%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPE 6% 11/15/41  | INTERNATIONAL PAPER CO REGD 6.00000000                                                         | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25480.34     | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADOBE INC 2.3% 02/01/30         | ADOBE INC REGD 2.30000000                                                                      | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46515.76     | 0.00%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 07/25/29  | WELLS FARGO & COMPANY REGD V/R MTN 5.57400000                                                  | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      510000 | PA      | $528681.69    | 0.03%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.93% 05/01/60        | BOEING CO REGD 5.93000000                                                                      | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      331000 | PA      | $318519.06    | 0.02%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR1 2.489% 08/17/26   | FIRSTKEY HOMES 2021-SFR1 TRUST SER 2021-SFR1 CL E2 REGD 144A P/P 2.48900000                    | CUSIP: 33767WAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1946466.20   | 0.12%             | 2038-08-17      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| JBS USA HOLD/F 4.375% 02/02/52  | JBS USA HOLD/FOOD/LUX CO REGD 4.37500000                                                       | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       50000 | PA      | $38041.89     | 0.00%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED KI 4.125% 07/22/29/GBP/  | UNITED KINGDOM GILT /GBP/ REGD REG S 4.12500000                                                | CUSIP: G4527HH46<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     2430000 | PA      | $3296382.54   | 0.20%             | 2029-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5467 4.5% 09/20/48  | GINNIE MAE II POOL P#MA5467 4.50000000                                                         | CUSIP: 36179UCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       78328 | PA      | $76849.93     | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERIC 5.85% 08/15/45  | REYNOLDS AMERICAN INC REGD 5.85000000                                                          | CUSIP: 761713BB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       89000 | PA      | $85915.63     | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8189 2.5% 01/01/52     | FREDDIE MAC POOL UMBS P#SD8189 2.50000000                                                      | CUSIP: 3132DWC27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1888755 | PA      | $1578977.74   | 0.10%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH0356 3.5% 02/01/26     | FANNIE MAE POOL UMBS P#AH0356 3.50000000                                                       | CUSIP: 3138A1ME8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2083 | PA      | $2071.44      | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX 2022-VAMF A V/R 01/15/27     | BX TRUST 2022-VAMF SER 2022-VAMF CL A V/R REGD 144A P/P 5.21310000                             | CUSIP: 05609TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      901000 | PA      | $900987.21    | 0.05%             | 2039-01-15      | Variable      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MB0260 6% 03/20/55    | GINNIE MAE II POOL P#MB0260 6.00000000                                                         | CUSIP: 3618N5JE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      591105 | PA      | $603388.75    | 0.04%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENT 4.75% 10/15/27  | LIVE NATION ENTERTAINMEN REGD 144A P/P 4.75000000                                              | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      330000 | PA      | $327531.44    | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PROGRESSIVE CORP 3% 03/15/32    | PROGRESSIVE CORP REGD 3.00000000                                                               | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45973.10     | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5596 4.5% 11/20/48  | GINNIE MAE II POOL P#MA5596 4.50000000                                                         | CUSIP: 36179UGD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21055 | PA      | $20730.85     | 0.00%             | 2048-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIO 2.95% 01/15/52  | WASTE CONNECTIONS INC REGD 2.95000000                                                          | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $15786.39     | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN 4.125% 10/15/30  | CENTRAL GARDEN & PET CO REGD 4.12500000                                                        | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |       95000 | PA      | $89927.44     | 0.01%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.375% 02/08/41       | APPLE INC REGD 2.37500000                                                                      | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       50000 | PA      | $35067.43     | 0.00%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP 3.2% 03/26/30  | PROGRESSIVE CORP REGD 3.20000000                                                               | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24103.71     | 0.00%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 2.7% 03/15/32  | T-MOBILE USA INC REGD SER WI 2.70000000                                                        | CUSIP: 87264ACQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      330000 | PA      | $292406.85    | 0.02%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.125% 08/15/40    | UNITED STATES TREASURY BOND 1.12500000                                                         | CUSIP: 912810SQ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1500000 | PA      | $923613.29    | 0.06%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST V/R 09/15/79  | TRANSCANADA TRUST REGD V/R 5.50000000                                                          | CUSIP: 89356BAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      420000 | PA      | $415264.37    | 0.03%             | 2079-09-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABL 5.5% 09/01/41  | TIME WARNER CABLE LLC REGD 5.50000000                                                          | CUSIP: 88732JBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1577000 | PA      | $1425854.35   | 0.09%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 5.6% 02/15/54   | CIGNA GROUP/THE REGD 5.60000000                                                                | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23679.50     | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & 4.9% 09/15/44  | TEACHERS INSUR & ANNUITY REGD P/P 4.90000000                                                   | CUSIP: 878091BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $269782.50    | 0.02%             | 2044-09-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 03/15/28  | GOLDMAN SACHS GROUP INC REGD V/R 3.61500000                                                    | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69281.81     | 0.00%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES IN 4% 09/01/36  | GILEAD SCIENCES INC REGD 4.00000000                                                            | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       90000 | PA      | $82558.68     | 0.00%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T IN 3.875% 05/06/51  | ITALY GOV'T INT BOND REGD SER 30Y 3.87500000                                                   | CUSIP: 465410CC0<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      200000 | PA      | $141293.70    | 0.01%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LHOME 2025-RTL1  V/R 01/25/40   | LHOME MORTGAGE TRUST 2025-RTL1 SER 2025-RTL1 CL A1 V/R REGD 144A P/P 5.65200000                | CUSIP: 50205UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1700000 | PA      | $1713258.64   | 0.10%             | 2040-01-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| AMEREN ILLINOIS 5.55% 07/01/54  | AMEREN ILLINOIS CO REGD 5.55000000                                                             | CUSIP: 02361DBB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      170000 | PA      | $167102.35    | 0.01%             | 2054-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC 2.625% 04/01/31  | LOWE'S COS INC REGD 2.62500000                                                                 | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       91000 | PA      | $82954.29     | 0.01%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP 5.65% 06/01/52   | ALBEMARLE CORP REGD 5.65000000                                                                 | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21416.43     | 0.00%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| METLIFE INC 5% 07/15/52         | METLIFE INC REGD 5.00000000                                                                    | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22598.47     | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / F 4% 01/15/30  | GLP CAPITAL LP / FIN II REGD 4.00000000                                                        | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      267000 | PA      | $258438.67    | 0.02%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT B 5.25% 01/14/35  | EXPORT-IMPORT BANK KOREA REGD 5.25000000                                                       | CUSIP: 302154EL9<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |      200000 | PA      | $211555.85    | 0.01%             | 2035-01-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/17/33      | CITIGROUP INC REGD V/R 3.78500000                                                              | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      250000 | PA      | $234855.46    | 0.01%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| WALMART INC 1.5% 09/22/28       | WALMART INC REGD 1.50000000                                                                    | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       90000 | PA      | $84128.02     | 0.01%             | 2028-09-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8103 2% 05/01/36       | FREDDIE MAC POOL UMBS P#SB8103 2.00000000                                                      | CUSIP: 3132D6AC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       86306 | PA      | $79333.90     | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNAT 3.875% 11/13/28  | SHELL INTERNATIONAL FIN REGD 3.87500000                                                        | CUSIP: 822582CB6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      220000 | PA      | $219746.21    | 0.01%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE  5.5% 03/01/34  | LYB INT FINANCE III REGD 5.50000000                                                            | CUSIP: 50249AAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      370000 | PA      | $368302.50    | 0.02%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HLDNG D'I 4.875% 10/24/29/EUR/  | HLDNG D'INFRA METIERS /EUR/ REGD REG S 4.87500000                                              | CUSIP: F4946UAD8<br>LEI: 969500I3QVK40XEORU25 | Long             | DBT              | CORP              | FR        |      351000 | PA      | $426797.95    | 0.03%             | 2029-10-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GNMA P#604841 6% 12/15/33       | GINNIE MAE I POOL P#604841 6.00000000                                                          | CUSIP: 36200M5A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2115 | PA      | $2128.61      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BC0853 3% 04/01/31       | FANNIE MAE POOL UMBS P#BC0853 3.00000000                                                       | CUSIP: 3140EU5P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       81379 | PA      | $79495.30     | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVEST 3.75% 11/15/29  | EUROPEAN INVESTMENT BANK REGD 3.75000000                                                       | CUSIP: 298785KF2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $401266.97    | 0.02%             | 2029-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH IN 5.6% 07/31/53  | L3HARRIS TECH INC REGD 5.60000000                                                              | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48706.89     | 0.00%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV 4.125% 07/15/29      | ELASTIC NV REGD 144A P/P 4.12500000                                                            | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | US        |      115000 | PA      | $110489.83    | 0.01%             | 2029-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| STARBUCKS CORP 3.5% 11/15/50    | STARBUCKS CORP REGD 3.50000000                                                                 | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17249.33     | 0.00%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP 4% 07/01/42         | TARGET CORP REGD 4.00000000                                                                    | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20911.27     | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP 4.2% 12/15/46     | ALLSTATE CORP REGD 4.20000000                                                                  | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20424.00     | 0.00%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARS INC 5.2% 03/01/35          | MARS INC REGD 144A P/P 5.20000000                                                              | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1337632.91   | 0.08%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| EVERGY INC V/R 06/01/55         | EVERGY INC REGD V/R 6.65000000                                                                 | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |      725000 | PA      | $737409.53    | 0.04%             | 2055-06-01      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| STACR 2021-DNA6  V/R 10/25/41   | FREDDIE MAC STACR REMIC TRUST 2021-DNA6 SER 2021-DNA6 CL M2 V/R REGD 144A P/P 5.84839000       | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1315582 | PA      | $1320661.91   | 0.08%             | 2041-10-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY  5.05% 02/28/33  | NEXTERA ENERGY CAPITAL REGD 5.05000000                                                         | CUSIP: 65339KCP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $50745.43     | 0.00%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD8529 4.5% 08/01/40     | FANNIE MAE POOL UMBS P#AD8529 4.50000000                                                       | CUSIP: 31418WPP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       65557 | PA      | $65553.19     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BJETS 2024-1A 9.132% 05/15/30   | BUSINESS JET SECURITIES 2024-1 LLC SER 2024-1A CL C REGD 144A P/P 9.13200000                   | CUSIP: 12327CAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      675729 | PA      | $693679.62    | 0.04%             | 2039-05-15      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#MA5737 6.5% 06/01/55     | FANNIE MAE POOL UMBS P#MA5737 6.50000000                                                       | CUSIP: 31418FLT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1069174 | PA      | $1108298.88   | 0.07%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.65% 09/15/59         | AT&T INC REGD 3.65000000                                                                       | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      432000 | PA      | $286399.68    | 0.02%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FO 4.875% 10/01/49  | KRAFT HEINZ FOODS CO REGD SER WI 4.87500000                                                    | CUSIP: 50077LAZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $41845.88     | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL S 5.15% 05/22/34  | UNITED PARCEL SERVICE REGD 5.15000000                                                          | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51526.32     | 0.00%             | 2034-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP  6.15% 02/27/37  | VODAFONE GROUP PLC REGD 6.15000000                                                             | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |        9000 | PA      | $9699.57      | 0.00%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.8% 02/15/29           | MPLX LP REGD 4.80000000                                                                        | CUSIP: 55336VAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      850000 | PA      | $861175.35    | 0.05%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.5% 11/30/28      | UNITED STATES TREASURY NOTE 1.50000000                                                         | CUSIP: 91282CDL2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      235000 | PA      | $220018.75    | 0.01%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP 2.5% 02/15/32      | CUBESMART LP REGD 2.50000000                                                                   | CUSIP: 22966RAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $21801.97     | 0.00%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT0059 2.5% 03/01/28     | FANNIE MAE POOL UMBS P#AT0059 2.50000000                                                       | CUSIP: 3138WMB59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5562 | PA      | $5454.11      | 0.00%             | 2028-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC 5% 02/01/29   | KINDER MORGAN INC REGD 5.00000000                                                              | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      110000 | PA      | $112325.80    | 0.01%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDI 5.9% 03/15/36  | COMMONWEALTH EDISON CO REGD 5.90000000                                                         | CUSIP: 202795HK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $26823.91     | 0.00%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSU 3.446% 01/11/27  | SUMITOMO MITSUI FINL GRP REGD 3.44600000                                                       | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $198366.81    | 0.01%             | 2027-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#QN7685 2% 09/01/36       | FREDDIE MAC POOL UMBS P#QN7685 2.00000000                                                      | CUSIP: 3133GERE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      745464 | PA      | $690986.35    | 0.04%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC 8.5% 08/15/30   | RINGCENTRAL INC REGD 144A P/P 8.50000000                                                       | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |      135000 | PA      | $144189.59    | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNI 1.68% 10/30/30  | VERIZON COMMUNICATIONS REGD SER WI 1.68000000                                                  | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      138000 | PA      | $121107.54    | 0.01%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA1710 4.5% 05/01/48     | FANNIE MAE POOL UMBS P#CA1710 4.50000000                                                       | CUSIP: 3140Q83U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      219565 | PA      | $214738.97    | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 07/31/31    | UNITED STATES TREASURY NOTE 4.12500000                                                         | CUSIP: 91282CLD1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | PA      | $1016386.72   | 0.06%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE 2.565% 02/15/30  | OTIS WORLDWIDE CORP REGD SER WI 2.56500000                                                     | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |      210000 | PA      | $195813.25    | 0.01%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 2.375% 10/06/26     | PEPSICO INC REGD 2.37500000                                                                    | CUSIP: 713448DN5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98394.03     | 0.01%             | 2026-10-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7826 2% 01/20/52    | GINNIE MAE II POOL P#MA7826 2.00000000                                                         | CUSIP: 36179WVT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3524506 | PA      | $2893135.96   | 0.17%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 05/22/31   | SOCIETE GENERALE REGD V/R 144A P/P 5.51200000                                                  | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1080000 | PA      | $1104566.76   | 0.07%             | 2031-05-22      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| OMNIS FUNDING  6.722% 05/15/55  | OMNIS FUNDING TRUST REGD 144A P/P 6.72200000                                                   | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1330000 | PA      | $1376017.69   | 0.08%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| EXPORT-IMPORT  1.125% 12/29/26  | EXPORT-IMPORT BANK KOREA REGD 1.12500000                                                       | CUSIP: 302154DJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |      200000 | PA      | $192525.28    | 0.01%             | 2026-12-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESO 10% 01/01/27/BRL/  | NOTA DO TESOURO NACIONAL /BRL/ REGD SER NTNF 10.00000000                                       | CUSIP: P8T60MXG3<br>LEI: N/A                  | Long             | DBT              | USGA              | BR        |    31000000 | PA      | $5559937.17   | 0.34%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS C 5.45% 03/23/28  | SOUTHWEST GAS CORP REGD 5.45000000                                                             | CUSIP: 845011AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $56614.25     | 0.00%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| IBM CORP 4.15% 05/15/39         | IBM CORP REGD 4.15000000                                                                       | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88172.00     | 0.01%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 5.05% 03/15/34       | ABBVIE INC REGD 5.05000000                                                                     | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      240000 | PA      | $244524.39    | 0.01%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 11/24/32       | BARCLAYS PLC REGD V/R 2.89400000                                                               | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $179129.90    | 0.01%             | 2032-11-24      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| UMBS P#995243 4.5% 08/01/38     | FANNIE MAE POOL UMBS P#995243 4.50000000                                                       | CUSIP: 31416BS82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       52788 | PA      | $52850.14     | 0.00%             | 2038-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROU 5.35% 03/27/30  | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 5.35000000                                              | CUSIP: 928668CQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      580000 | PA      | $595964.38    | 0.04%             | 2030-03-27      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| PROCTER & GAMBLE 3.6% 03/25/50  | PROCTER & GAMBLE CO/THE REGD 3.60000000                                                        | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18876.59     | 0.00%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAG 5.45% 07/15/34  | ARTHUR J GALLAGHER & CO REGD 5.45000000                                                        | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25731.03     | 0.00%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| USRE 2021-1 B1 2.41% 10/20/26   | NEW ECONOMY ASSETS - PHASE 1 SPONSOR LLC SER 2021-1 CL B1 REGD 144A P/P 2.41000000             | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1270000 | PA      | $838289.28    | 0.05%             | 2061-10-20      | Fixed         | 2.41%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH C 4.9% 02/01/46  | ANHEUSER-BUSCH CO/INBEV REGD SER * 4.90000000                                                  | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      924000 | PA      | $844070.30    | 0.05%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON F 4.125% 02/24/42  | BHP BILLITON FIN USA LTD REGD 4.12500000                                                       | CUSIP: 055451AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       25000 | PA      | $21504.27     | 0.00%             | 2042-02-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANA 4.5% 04/01/56  | REPUBLIC OF PANAMA REGD 4.50000000                                                             | CUSIP: 698299BM5<br>LEI: N/A                  | Long             | DBT              | USGA              | PA        |       10000 | PA      | $6928.00      | 0.00%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3124 2.5% 09/01/32     | FANNIE MAE POOL UMBS P#MA3124 2.50000000                                                       | CUSIP: 31418CPJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      367235 | PA      | $354063.39    | 0.02%             | 2032-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CO 4.876% 07/16/30  | NTT FINANCE CORP REGD 144A P/P 4.87600000                                                      | CUSIP: 62954WAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |     2345000 | PA      | $2381314.51   | 0.14%             | 2030-07-16      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| JOHNSON & JOHNSON 5% 03/01/35   | JOHNSON & JOHNSON REGD 5.00000000                                                              | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51420.03     | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ3797 4.69% 05/01/30    | FANNIE MAE POOL UMBS P#BZ3797 4.69000000                                                       | CUSIP: 3140NYGF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1757000 | PA      | $1792422.54   | 0.11%             | 2030-05-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CGCMT 2016-C3 2.896% 10/15/26   | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C3 SER 2016-C3 CL A3 REGD 2.89600000                  | CUSIP: 17325GAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      578328 | PA      | $568201.24    | 0.03%             | 2049-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 3.3% 04/15/40    | HOME DEPOT INC REGD 3.30000000                                                                 | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       70000 | PA      | $56241.36     | 0.00%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INC 2.625% 04/01/30      | PFIZER INC REGD 2.62500000                                                                     | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      160000 | PA      | $150193.55    | 0.01%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ6855 2% 12/01/51       | FANNIE MAE POOL UMBS P#BQ6855 2.00000000                                                       | CUSIP: 3140KSTM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1159131 | PA      | $937942.68    | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL 5.65% 06/26/26  | HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.65000000                                               | CUSIP: 44891ACG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | PA      | $707119.49    | 0.04%             | 2026-06-26      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| PFIZER INC 3.9% 03/15/39        | PFIZER INC REGD 3.90000000                                                                     | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21823.20     | 0.00%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 11/03/32      | CITIGROUP INC REGD V/R 2.52000000                                                              | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      160000 | PA      | $141622.57    | 0.01%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY 4% 06/01/49  | OHIO POWER COMPANY REGD 4.00000000                                                             | CUSIP: 677415CR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       66000 | PA      | $49652.95     | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.3% 07/08/34       | ORACLE CORP REGD 4.30000000                                                                    | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      238000 | PA      | $226141.27    | 0.01%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DAVITA INC 4.625% 06/01/30      | DAVITA INC REGD 144A P/P 4.62500000                                                            | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      255000 | PA      | $245689.21    | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| EVEREST REINSU 3.125% 10/15/52  | EVEREST REINSURANCE HLDG REGD 3.12500000                                                       | CUSIP: 299808AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $15538.79     | 0.00%             | 2052-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 01/28/56  | GOLDMAN SACHS GROUP INC REGD V/R 5.73400000                                                    | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99851.16     | 0.01%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCI 2.839% 09/13/26  | MIZUHO FINANCIAL GROUP REGD 2.83900000                                                         | CUSIP: 60687YAG4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $197353.17    | 0.01%             | 2026-09-13      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & 4.55% 06/01/52  | BALTIMORE GAS & ELECTRIC REGD 4.55000000                                                       | CUSIP: 059165EP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       54000 | PA      | $45625.44     | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHA 1.45% 10/15/30  | BERKSHIRE HATHAWAY FIN REGD 1.45000000                                                         | CUSIP: 084664CW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $22090.16     | 0.00%             | 2030-10-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS C 5.2% 04/01/45  | GENERAL MOTORS CO REGD 5.20000000                                                              | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21767.72     | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLD 7% 04/15/28  | ADIENT GLOBAL HOLDINGS REGD 144A P/P 7.00000000                                                | CUSIP: 00687YAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      180000 | PA      | $185584.86    | 0.01%             | 2028-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PACKAGING CORP O 5.7% 12/01/33  | PACKAGING CORP OF AMERIC REGD 5.70000000                                                       | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26312.73     | 0.00%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4% 07/15/46         | ORACLE CORP REGD 4.00000000                                                                    | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       76000 | PA      | $58001.44     | 0.00%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2023-53 SL V/R 04/20/53     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-53 CL SL V/R 3.80994000                      | CUSIP: 38383XJ54<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1200281 | PA      | $1118782.72   | 0.07%             | 2053-04-20      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7986 2% 04/20/52    | GINNIE MAE II POOL P#MA7986 2.00000000                                                         | CUSIP: 36179W2T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      843852 | PA      | $692686.96    | 0.04%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 02/15/55    | UNITED STATES TREASURY BOND 4.62500000                                                         | CUSIP: 912810UG1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     7846000 | PA      | $7485574.37   | 0.45%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC 3.85% 01/15/28  | CHEVRON USA INC REGD 3.85000000                                                                | CUSIP: 166756AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $10019.61     | 0.00%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 02/15/52     | UNITED STATES TREASURY BOND 2.25000000                                                         | CUSIP: 912810TD0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2989000 | PA      | $1789138.34   | 0.11%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & 2.95% 11/15/51  | VIRGINIA ELEC & POWER CO REGD 2.95000000                                                       | CUSIP: 927804GF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       52000 | PA      | $32481.76     | 0.00%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES  3.127% 05/29/50  | TOTALENERGIES CAP INTL REGD 3.12700000                                                         | CUSIP: 89153VAV1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       50000 | PA      | $32894.13     | 0.00%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EXELON CORP V/R 03/15/55        | EXELON CORP REGD V/R 6.50000000                                                                | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      170000 | PA      | $175653.56    | 0.01%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| VCAT 2025-NPL2 A V/R 01/25/55   | VCAT 2025 NPL2 LLC SER 2025-NPL2 CL A1 V/R REGD 144A P/P 5.97700000                            | CUSIP: 92243PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2086063 | PA      | $2096842.45   | 0.13%             | 2055-01-25      | Variable      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| BROWN & BROWN IN 4.5% 03/15/29  | BROWN & BROWN INC REGD 4.50000000                                                              | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25110.85     | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 3% 10/15/30        | CENTENE CORP REGD 3.00000000                                                                   | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44216.58     | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY 1.875% 01/15/27  | NEXTERA ENERGY CAPITAL REGD 1.87500000                                                         | CUSIP: 65339KBY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $242369.33    | 0.01%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP 3% 07/01/29    | ERP OPERATING LP REGD 3.00000000                                                               | CUSIP: 26884ABL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23994.51     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R /PERP/         | UBS GROUP AG REGD V/R /PERP/ 144A P/P 6.85000000                                               | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      795000 | PA      | $814595.16    | 0.05%             | 2174-03-10      | Variable      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRES 2.55% 03/04/27  | AMERICAN EXPRESS CO REGD 2.55000000                                                            | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97832.87     | 0.01%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 A5 V/R 01/15/32     | BMO 2022-C1 MORTGAGE TRUST SER 2022-C1 CL A5 V/R REGD 3.37400000                               | CUSIP: 05609MCC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      280000 | PA      | $259405.36    | 0.02%             | 2055-02-15      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CA V/R 08/15/55  | NEXTERA ENERGY CAPITAL REGD V/R SER . 6.50000000                                               | CUSIP: 65339KDF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | PA      | $168099.75    | 0.01%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 01/31/29        | UNITED STATES TREASURY NOTE 4.00000000                                                         | CUSIP: 91282CJW2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     6374000 | PA      | $6453799.48   | 0.39%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC 5.15% 04/01/35     | SYNOPSYS INC REGD 5.15000000                                                                   | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      110000 | PA      | $111005.46    | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINE 4.625% 04/15/29  | UNITED AIRLINES INC REGD 144A P/P 4.62500000                                                   | CUSIP: 90932LAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      195000 | PA      | $192058.48    | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| COCA-COLA CO/THE 2.5% 03/15/51  | COCA-COLA CO/THE REGD 2.50000000                                                               | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       50000 | PA      | $29659.49     | 0.00%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 5.125% 01/15/34     | PROLOGIS LP REGD 5.12500000                                                                    | CUSIP: 74340XCH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25516.70     | 0.00%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ0858 6.5% 02/01/54     | FREDDIE MAC POOL UMBS P#RJ0858 6.50000000                                                      | CUSIP: 3142GQ5U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      212909 | PA      | $221629.62    | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER L V/R 05/15/54  | ENERGY TRANSFER LP REGD V/R 8.00000000                                                         | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      405000 | PA      | $431752.68    | 0.03%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 05/31/30     | UNITED STATES TREASURY NOTE 3.75000000                                                         | CUSIP: 91282CHF1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1556000 | PA      | $1559859.61   | 0.09%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4719 3.5% 09/20/47  | GINNIE MAE II POOL P#MA4719 3.50000000                                                         | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       76744 | PA      | $70877.09     | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS 2.85% 10/01/29  | PAYPAL HOLDINGS INC REGD 2.85000000                                                            | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47684.57     | 0.00%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES  2.95% 10/01/51  | ANALOG DEVICES INC REGD 2.95000000                                                             | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16063.39     | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 08/31/29    | UNITED STATES TREASURY NOTE 3.62500000                                                         | CUSIP: 91282CLK5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1800000 | PA      | $1798980.46   | 0.11%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 4.15% 05/18/43   | MERCK & CO INC REGD 4.15000000                                                                 | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42454.79     | 0.00%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH C 4.875% 03/15/49  | LAM RESEARCH CORP REGD 4.87500000                                                              | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22652.50     | 0.00%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN  4.125% 08/21/42  | RIO TINTO FIN USA PLC REGD 4.12500000                                                          | CUSIP: 76720AAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       25000 | PA      | $21212.85     | 0.00%             | 2042-08-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 04/30/32        | UNITED STATES TREASURY NOTE 4.00000000                                                         | CUSIP: 91282CNA5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      340000 | PA      | $341945.70    | 0.02%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON V/R 03/14/35  | BANK OF NY MELLON CORP REGD V/R MTN 5.18800000                                                 | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102029.40    | 0.01%             | 2035-03-14      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.375% 02/15/42    | UNITED STATES TREASURY BOND 2.37500000                                                         | CUSIP: 912810TF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1435000 | PA      | $1039001.66   | 0.06%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 5.4% 03/15/54        | ABBVIE INC REGD 5.40000000                                                                     | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       75000 | PA      | $72101.87     | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BOAMS 2004-F 1A1 V/R 07/25/34   | BANC OF AMERICA MORTGAGE 2004-F TRUST SER 2004-F CL 1A1 V/R REGD 5.84703700                    | CUSIP: 05949AHR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       11833 | PA      | $11382.83     | 0.00%             | 2034-07-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRES 4.05% 12/03/42  | AMERICAN EXPRESS CO REGD 4.05000000                                                            | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      100000 | PA      | $84591.48     | 0.01%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN U 5% 09/30/43  | BHP BILLITON FIN USA LTD REGD 5.00000000                                                       | CUSIP: 055451AV0<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       25000 | PA      | $23755.49     | 0.00%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60440 3.5% 03/01/46    | FREDDIE MAC GOLD POOL P#G60440 3.50000000                                                      | CUSIP: 31335APZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      216802 | PA      | $202450.42    | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SEC 4.5% 08/15/30  | VIRGIN MEDIA SECURED FIN REGD 144A P/P 4.50000000                                              | CUSIP: 92769XAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      115000 | PA      | $108034.20    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| AVIENT CORP 7.125% 08/01/30     | AVIENT CORP REGD 144A P/P 7.12500000                                                           | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |      110000 | PA      | $113746.71    | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR 3.655% 06/17/30   | AMSR 2025-SFR1 TRUST SER 2025-SFR1 CL E2 REGD 144A P/P 3.65500000                              | CUSIP: 00182MAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1400000 | PA      | $1274528.64   | 0.08%             | 2042-06-17      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CB9418 6.5% 11/01/54     | FANNIE MAE POOL UMBS P#CB9418 6.50000000                                                       | CUSIP: 3140QVPC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4410772 | PA      | $4571569.09   | 0.28%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8201 4.5% 08/20/52  | GINNIE MAE II POOL P#MA8201 4.50000000                                                         | CUSIP: 36179XDE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      402279 | PA      | $391701.21    | 0.02%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY I V/R 05/15/55  | DOMINION ENERGY INC REGD V/R 6.62500000                                                        | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1643118.40   | 0.10%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICAN 10% 02/07/33  | PETROLEOS MEXICANOS REGD 10.00000000                                                           | CUSIP: 71654QDP4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      100000 | PA      | $112092.70    | 0.01%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| AMGEN INC 5.15% 03/02/28        | AMGEN INC REGD 5.15000000                                                                      | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      171000 | PA      | $174977.99    | 0.01%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 05/12/28       | UBS GROUP AG REGD V/R 144A P/P 4.75100000                                                      | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $503736.79    | 0.03%             | 2028-05-12      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA ST 4.6% 04/01/38     | PREREF CALIFORNIA ST REGD B/E PREREFUNDED 04/01/28 @ 100 4.60000000                            | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      100000 | PA      | $102072.35    | 0.01%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOUR 5.875% 07/01/29  | PERMIAN RESOURC OPTG LLC REGD 144A P/P 5.87500000                                              | CUSIP: 19416MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $175176.40    | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ENTEGRIS INC 5.95% 06/15/30     | ENTEGRIS INC REGD 144A P/P 5.95000000                                                          | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      215000 | PA      | $217931.53    | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| ZAYO 2025-2A  5.953% 06/20/30   | ZAYO ISSUER LLC SER 2025-2A CL A2 REGD 144A P/P 5.95300000                                     | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3400000 | PA      | $3514213.48   | 0.21%             | 2055-06-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-2A D 5.59% 07/15/29   | GLS AUTO RECEIVABLES ISSUER TRUST 2025-2 SER 2025-2A CL D REGD 144A P/P 5.59000000             | CUSIP: 37989BAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1800000 | PA      | $1834945.92   | 0.11%             | 2031-01-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC 6.05% 09/01/33        | ONEOK INC REGD 6.05000000                                                                      | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      165000 | PA      | $173547.05    | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC 4% 03/18/29    | RELX CAPITAL INC REGD 4.00000000                                                               | CUSIP: 74949LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      118000 | PA      | $117603.14    | 0.01%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  5.4% 03/29/32  | HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.40000000                                               | CUSIP: 44891ADR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      184000 | PA      | $189221.94    | 0.01%             | 2032-03-29      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| EQUINIX INC 2.5% 05/15/31       | EQUINIX INC REGD 2.50000000                                                                    | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      170000 | PA      | $152509.08    | 0.01%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 3.95% 03/15/27       | HUMANA INC REGD 3.95000000                                                                     | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49863.48     | 0.00%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5.5% SEP 25       | FNMA 30YR TBA 5.5% SEP 25      TO BE ANNOUNCED 5.50000000                                      | CUSIP: 01F052698<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14500000 | PA      | $14584989.43  | 0.88%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMP 4.75% 01/15/43  | FORD MOTOR COMPANY REGD 4.75000000                                                             | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       50000 | PA      | $38754.13     | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AON CORP 3.75% 05/02/29         | AON CORP REGD 3.75000000                                                                       | CUSIP: 037389BC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       49000 | PA      | $48327.45     | 0.00%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| METLIFE INC 5.375% 07/15/33     | METLIFE INC REGD 5.37500000                                                                    | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52346.75     | 0.00%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6930 2% 10/20/50    | GINNIE MAE II POOL P#MA6930 2.00000000                                                         | CUSIP: 36179VVX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      641385 | PA      | $526488.76    | 0.03%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA  7.25% 01/31/41  | FIEMEX ENERGIA - BANC AC REGD REG S 7.25000000                                                 | CUSIP: P0R12RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      198101 | PA      | $203743.41    | 0.01%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ICAP 2025-RTL1 A V/R 01/25/28   | ICAP 2025-RTL1 TRUST SER 2025-RTL1 CL A1 V/R REGD 144A P/P 6.47200000                          | CUSIP: 45115QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1014145.20   | 0.06%             | 2030-07-25      | Variable      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| DOMINION ENERGY I V/R 02/15/56  | DOMINION ENERGY INC REGD V/R SER ** 6.00000000                                                 | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      193000 | PA      | $194861.38    | 0.01%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS 2.772% 11/10/50  | BP CAP MARKETS AMERICA REGD 2.77200000                                                         | CUSIP: 10373QBN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $30210.42     | 0.00%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SE 3.4% 09/01/49  | UNITED PARCEL SERVICE REGD 3.40000000                                                          | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17369.03     | 0.00%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 3.625% 04/15/52  | HOME DEPOT INC REGD 3.62500000                                                                 | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       50000 | PA      | $36284.72     | 0.00%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08795 3% 01/01/48      | FREDDIE MAC GOLD POOL P#G08795 3.00000000                                                      | CUSIP: 3128MJ3D0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41042 | PA      | $36567.97     | 0.00%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY  5.231% 06/01/42  | PG&E RECOVERY FND LLC REGD SER A-2 5.23100000                                                  | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99886.97     | 0.01%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN I 5.45% 08/01/52  | KINDER MORGAN INC REGD 5.45000000                                                              | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22769.20     | 0.00%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICAT 3.125% 02/01/29  | SBA COMMUNICATIONS CORP REGD SER WI 3.12500000                                                 | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      155000 | PA      | $145796.07    | 0.01%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABO V/R 04/06/33  | COOPERATIEVE RABOBANK UA REGD V/R 144A P/P 3.75800000                                          | CUSIP: 74977RDP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      270000 | PA      | $254499.24    | 0.02%             | 2033-04-06      | Variable      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROU V/R /PERP/  | LLOYDS BANKING GROUP PLC REGD V/R /PERP/ 6.75000000                                            | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      665000 | PA      | $672071.61    | 0.04%             | 2173-09-27      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 5.95% 06/15/55  | UNITEDHEALTH GROUP INC REGD 5.95000000                                                         | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       85000 | PA      | $85049.08     | 0.01%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOL 5.05% 03/15/42  | WARNERMEDIA HOLDINGS INC REGD SER * 5.05000000                                                 | CUSIP: 55903VBW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1470000 | PA      | $991610.55    | 0.06%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SC 1.95% 02/02/27  | BANK OF NOVA SCOTIA REGD MTN 1.95000000                                                        | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $97369.89     | 0.01%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE0312 2% 04/01/52       | FREDDIE MAC POOL UMBS P#QE0312 2.00000000                                                      | CUSIP: 3133B9KZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1231167 | PA      | $981854.01    | 0.06%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PL 4.375% 08/17/48  | ASTRAZENECA PLC REGD 4.37500000                                                                | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |       25000 | PA      | $21500.80     | 0.00%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL1901 6% 08/01/55       | FREDDIE MAC POOL UMBS P#SL1901 6.00000000                                                      | CUSIP: 31427PDF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      600000 | PA      | $614119.52    | 0.04%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 5.875% 11/15/55  | T-MOBILE USA INC REGD 5.87500000                                                               | CUSIP: 87264ADU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49402.35     | 0.00%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 3.1% 05/12/51    | AMAZON.COM INC REGD 3.10000000                                                                 | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       75000 | PA      | $50417.51     | 0.00%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8427 4.5% 11/20/52  | GINNIE MAE II POOL P#MA8427 4.50000000                                                         | CUSIP: 36179XLG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      415587 | PA      | $403634.02    | 0.02%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FIN 3.878% 03/27/28  | PRUDENTIAL FINANCIAL INC REGD MTN 3.87800000                                                   | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24998.66     | 0.00%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNS 2.45% 09/01/60  | JOHNSON & JOHNSON REGD 2.45000000                                                              | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       25000 | PA      | $13738.01     | 0.00%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#995203 5% 07/01/35       | FANNIE MAE POOL UMBS P#995203 5.00000000                                                       | CUSIP: 31416BRY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8089 | PA      | $8212.32      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/24/29  | GOLDMAN SACHS GROUP INC REGD V/R 6.48400000                                                    | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      174000 | PA      | $185157.87    | 0.01%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAE 5.375% 02/19/30  | STATE OF ISRAEL REGD SER 5Y 5.37500000                                                         | CUSIP: 46514Y8A8<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |      200000 | PA      | $205461.93    | 0.01%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.65% 08/15/62     | COMCAST CORP REGD 2.65000000                                                                   | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       79000 | PA      | $40683.62     | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMP 6.4% 12/15/35  | WALT DISNEY COMPANY/THE REGD SER WI 6.40000000                                                 | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |       25000 | PA      | $28192.36     | 0.00%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3848 4.5% 03/01/46     | FANNIE MAE POOL UMBS P#BM3848 4.50000000                                                       | CUSIP: 3140J8H22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      240747 | PA      | $240731.98    | 0.01%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELO 4.625% 01/04/27  | AFRICAN DEVELOPMENT BANK REGD 4.62500000                                                       | CUSIP: 00828EEY1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | CI        |      200000 | PA      | $202102.41    | 0.01%             | 2027-01-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARA 5.4% 03/30/50  | REPUBLIC OF PARAGUAY REGD 5.40000000                                                           | CUSIP: P75744AG0<br>LEI: N/A                  | Long             | DBT              | USGA              | PY        |      200000 | PA      | $176804.00    | 0.01%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINA 4.1% 02/09/27  | CAPITAL ONE FINANCIAL CO REGD 4.10000000                                                       | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49896.72     | 0.00%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8428 4% 05/01/54       | FREDDIE MAC POOL UMBS P#SD8428 4.00000000                                                      | CUSIP: 3132DWLH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1483356 | PA      | $1386029.46   | 0.08%             | 2054-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNS 4.95% 06/01/34  | JOHNSON & JOHNSON REGD 4.95000000                                                              | CUSIP: 478160CW2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52264.64     | 0.00%             | 2034-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.999% 11/01/49    | COMCAST CORP REGD SER WI 3.99900000                                                            | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       43000 | PA      | $32424.02     | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR IN 5% 12/30/28  | ARBOR REALTY SR INC REGD 144A P/P SER QIB 5.00000000                                           | CUSIP: 03881NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1865000 | PA      | $1658509.27   | 0.10%             | 2028-12-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & 5.65% 02/01/37  | FLORIDA POWER & LIGHT CO REGD 5.65000000                                                       | CUSIP: 341081EV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $26110.37     | 0.00%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FHMS K104 XAM V/R 01/25/30      | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K104 CL XAM V/R 1.37862400         | CUSIP: 3137FREM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2700000 | PA      | $145786.50    | 0.01%             | 2030-01-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARC 3.45% 03/01/32  | FACTSET RESEARCH SYSTEMS REGD 3.45000000                                                       | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |      321000 | PA      | $295552.60    | 0.02%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 3.5% 09/15/56    | HOME DEPOT INC REGD 3.50000000                                                                 | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17268.78     | 0.00%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FO 4.375% 06/01/46  | KRAFT HEINZ FOODS CO REGD SER WI 4.37500000                                                    | CUSIP: 50077LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $59773.32     | 0.00%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 10/31/29        | UNITED STATES TREASURY NOTE 4.00000000                                                         | CUSIP: 91282CFT3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      930000 | PA      | $942515.04    | 0.06%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANC V/R 12/15/52  | COREBRIDGE FINANCIAL INC REGD V/R SER WI 6.87500000                                            | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25863.61     | 0.00%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDING V/R 11/09/31  | SANTANDER HOLDINGS USA REGD V/R 7.66000000                                                     | CUSIP: 80282KBH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      915000 | PA      | $1030839.60   | 0.06%             | 2031-11-09      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| OPTN 2025-B B 5.28% 05/09/33    | OPORTUN ISSUANCE TRUST 2025-B SER 2025-B CL B REGD 144A P/P 5.28000000                         | CUSIP: 68378QAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1007876.80   | 0.06%             | 2033-05-09      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| EATON CORP 4.15% 11/02/42       | EATON CORP REGD 4.15000000                                                                     | CUSIP: 278062AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115000 | PA      | $98734.67     | 0.01%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNE 6.25% 04/01/28  | ARCHROCK PARTNERS LP/FIN REGD 144A P/P 6.25000000                                              | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $85324.02     | 0.01%             | 2028-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELEC 5% 06/04/28  | PACIFIC GAS & ELECTRIC REGD 5.00000000                                                         | CUSIP: 694308KW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      124000 | PA      | $125975.87    | 0.01%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#667703 5.5% 05/15/37     | GINNIE MAE I POOL P#667703 5.50000000                                                          | CUSIP: 36295DX87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6492 | PA      | $6781.14      | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERAT 2.75% 04/01/32  | PIEDMONT OPERATING PARTN REGD 2.75000000                                                       | CUSIP: 720198AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      765000 | PA      | $648109.30    | 0.04%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LL 5.875% 08/15/27  | DIRECTV FIN LLC/COINC REGD 144A P/P 5.87500000                                                 | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $109534.62    | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NUTRIEN LTD 4.9% 06/01/43       | NUTRIEN LTD REGD 4.90000000                                                                    | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $22414.75     | 0.00%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTI 2.45% 10/01/33  | BOSTON PROPERTIES LP REGD 2.45000000                                                           | CUSIP: 10112RBF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $20297.14     | 0.00%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CO 4.75% 05/15/42  | DEVON ENERGY CORPORATION REGD 4.75000000                                                       | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8448.39      | 0.00%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/ 10.25% 04/15/31  | GEO GROUP INC/THE REGD SER WI 10.25000000                                                      | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |      270000 | PA      | $297824.33    | 0.02%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/24/34  | WELLS FARGO & COMPANY REGD V/R 5.38900000                                                      | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      325000 | PA      | $334439.33    | 0.02%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 2.95% 10/15/27  | UNITEDHEALTH GROUP INC REGD 2.95000000                                                         | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48898.38     | 0.00%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 03/01/33        | BNP PARIBAS REGD V/R 144A P/P MTN 4.37500000                                                   | CUSIP: 09659T2A8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $197447.43    | 0.01%             | 2033-03-01      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP 3.95% 05/01/50         | CSX CORP REGD 3.95000000                                                                       | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19323.97     | 0.00%             | 2050-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4720 4% 09/20/47    | GINNIE MAE II POOL P#MA4720 4.00000000                                                         | CUSIP: 36179TG58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      173004 | PA      | $164082.64    | 0.01%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC 6.375% 06/15/34     | METLIFE INC REGD 6.37500000                                                                    | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       25000 | PA      | $27741.79     | 0.00%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROU 4.75% 11/13/28  | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 4.75000000                                              | CUSIP: 928668AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      260000 | PA      | $261470.32    | 0.02%             | 2028-11-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 4% 03/31/30        | UNITED STATES TREASURY NOTE 4.00000000                                                         | CUSIP: 91282CMU2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2533000 | PA      | $2567334.03   | 0.16%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP 2.979% 12/15/55      | NUCOR CORP REGD SER WI 2.97900000                                                              | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |       25000 | PA      | $15195.45     | 0.00%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2488 1.5% 12/01/36     | FANNIE MAE POOL UMBS P#CB2488 1.50000000                                                       | CUSIP: 3140QMXS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      691586 | PA      | $619274.07    | 0.04%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAY 9.875% 09/20/31  | JETBLUE AIRWAYS/LOYALTY REGD 144A P/P 9.87500000                                               | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $84424.35     | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2022-NQM1 A V/R 09/25/26   | PRPM 2022-NQM1 TRUST SER 2022-NQM1 CL A1 V/R REGD 144A P/P 5.50000000                          | CUSIP: 69378KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      711930 | PA      | $713023.07    | 0.04%             | 2067-08-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MOTOROLA SOLUTIO 5.6% 06/01/32  | MOTOROLA SOLUTIONS INC REGD 5.60000000                                                         | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       26000 | PA      | $27172.53     | 0.00%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PA 3.298% 01/19/33  | REPUBLIC OF PANAMA REGD 3.29800000                                                             | CUSIP: 698299BR4<br>LEI: N/A                  | Long             | DBT              | USGA              | PA        |      350000 | PA      | $296432.50    | 0.02%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| IBRD 4% 07/25/30                | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 4.00000000                                 | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | US        |      100000 | PA      | $101176.71    | 0.01%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES 3.75% 08/15/29   | EPR PROPERTIES REGD 3.75000000                                                                 | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24014.45     | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD0836 5.5% 11/01/28     | FANNIE MAE POOL UMBS P#AD0836 5.50000000                                                       | CUSIP: 31418M4W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7455 | PA      | $7503.48      | 0.00%             | 2028-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTR 7.375% 05/15/27  | NABORS INDUSTRIES INC REGD 144A P/P 7.37500000                                                 | CUSIP: 62957HAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $66126.97     | 0.00%             | 2027-05-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP 2.8% 01/15/51      | COMCAST CORP REGD 2.80000000                                                                   | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      570000 | PA      | $338555.88    | 0.02%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG  8.625% 06/25/33  | FS LUXEMBOURG SARL REGD 144A P/P 8.62500000                                                    | CUSIP: 30315XAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      200000 | PA      | $204386.00    | 0.01%             | 2033-06-25      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 11/15/43     | UNITED STATES TREASURY BOND 4.75000000                                                         | CUSIP: 912810TW8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2493700 | PA      | $2471100.84   | 0.15%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                             | USD/ZAR FWD 20250930 STAR USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-39487.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN I 5.55% 06/01/45  | KINDER MORGAN INC REGD 5.55000000                                                              | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47263.94     | 0.00%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 5.95% 04/05/54     | ENBRIDGE INC REGD 5.95000000                                                                   | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      450000 | PA      | $444843.72    | 0.03%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 01/31/30     | UNITED STATES TREASURY NOTE 4.25000000                                                         | CUSIP: 91282CMG3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      614000 | PA      | $628390.63    | 0.04%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JACK 2019-1A A 4.97% 08/25/29   | JACK IN THE BOX FUNDING LLC SER 2019-1A CL A23 REGD 144A P/P 4.97000000                        | CUSIP: 466365AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4249750 | PA      | $4108051.01   | 0.25%             | 2049-08-25      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| VISA INC 2.7% 04/15/40          | VISA INC REGD 2.70000000                                                                       | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18988.32     | 0.00%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.125% 08/15/44    | UNITED STATES TREASURY BOND 4.12500000                                                         | CUSIP: 912810UD8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1248000 | PA      | $1133925.00   | 0.07%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.375% 05/15/33    | UNITED STATES TREASURY NOTE 3.37500000                                                         | CUSIP: 91282CHC8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1470000 | PA      | $1408960.54   | 0.09%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#931368 4.5% 06/01/29     | FANNIE MAE POOL UMBS P#931368 4.50000000                                                       | CUSIP: 31412PW56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1723 | PA      | $1724.99      | 0.00%             | 2029-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HP INC 4.75% 01/15/28           | HP INC REGD 4.75000000                                                                         | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25329.82     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ZEGONA FIN 6.75% 07/15/29/EUR/  | ZEGONA FINANCE PLC /EUR/ REGD 144A P/P 6.75000000                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |      540000 | PA      | $671137.63    | 0.04%             | 2029-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FNA 2023-M2 3A2 V/R 04/25/32    | FANNIE MAE-ACES SER 2023-M2 CL 3A2 V/R 2.04500000                                              | CUSIP: 3136BPWE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2035000 | PA      | $1764022.05   | 0.11%             | 2032-04-25      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENT 6.75% 01/15/31  | GFL ENVIRONMENTAL INC REGD 144A P/P 6.75000000                                                 | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      305000 | PA      | $318702.03    | 0.02%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RESIDEO FUNDING  6.5% 07/15/32  | RESIDEO FUNDING INC REGD 144A P/P 6.50000000                                                   | CUSIP: 76119LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $112459.16    | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING 2.15% 06/03/31  | WESTPAC BANKING CORP REGD 2.15000000                                                           | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       50000 | PA      | $44967.36     | 0.00%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 1.75% 01/20/31  | VERIZON COMMUNICATIONS REGD 1.75000000                                                         | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      145000 | PA      | $126454.58    | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CSX CORP 3.8% 04/15/50          | CSX CORP REGD 3.80000000                                                                       | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18805.48     | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| T/L MODIVCARE INC 0% 01/09/26   | T/L MODIVCARE INC.REGD 0.00000000                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      141194 | PA      | $69008.81     | 0.00%             | 2026-01-09      | Variable      | 11.78%                | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 4.8% 08/15/38   | CIGNA GROUP/THE REGD SER WI 4.80000000                                                         | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46956.17     | 0.00%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMEN 5.3% 05/19/53  | PFIZER INVESTMENT ENTER REGD 5.30000000                                                        | CUSIP: 716973AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      200000 | PA      | $186638.85    | 0.01%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INC 1.7% 05/28/30        | PFIZER INC REGD 1.70000000                                                                     | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      140000 | PA      | $125340.03    | 0.01%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH  4.95% 01/15/42  | ANHEUSER-BUSCH INBEV WOR REGD 4.95000000                                                       | CUSIP: 035240AG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23570.06     | 0.00%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 4.25% 06/15/48  | UNITEDHEALTH GROUP INC REGD 4.25000000                                                         | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20010.37     | 0.00%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA F 2.3% 09/09/26  | AMERICAN HONDA FINANCE REGD MTN SER GMTN 2.30000000                                            | CUSIP: 02665WBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $98077.81     | 0.01%             | 2026-09-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 01/07/33   | DEUTSCHE BANK NY REGD V/R 3.74200000                                                           | CUSIP: 25160PAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $366438.92    | 0.02%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED GAS 9.75% 04/09/29  | DIVERSIFIED GAS & OIL CO REGD 9.75000000                                                       | CUSIP: 255224AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1950592.16   | 0.12%             | 2029-04-09      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#ZT1403 3.5% 11/01/33     | FREDDIE MAC POOL UMBS P#ZT1403 3.50000000                                                      | CUSIP: 3132ADRY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22326 | PA      | $22049.68     | 0.00%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY G 2.2% 02/01/31  | SIMON PROPERTY GROUP LP REGD 2.20000000                                                        | CUSIP: 828807DM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $22385.43     | 0.00%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY 4.375% 03/15/29  | COTERRA ENERGY INC REGD SER WI 4.37500000                                                      | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      150000 | PA      | $149797.16    | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3088 4% 08/01/47       | FANNIE MAE POOL UMBS P#MA3088 4.00000000                                                       | CUSIP: 31418CNE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5572 | PA      | $5310.34      | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO 5.75% 11/15/28      | CHEMOURS CO REGD 144A P/P 5.75000000                                                           | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      235000 | PA      | $226477.82    | 0.01%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BLUE RACER MID  7.25% 07/15/32  | BLUE RACER MID LLC/FINAN REGD 144A P/P 7.25000000                                              | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | PA      | $148699.14    | 0.01%             | 2032-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO 2.7% 02/01/27         | BOEING CO REGD 2.70000000                                                                      | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       70000 | PA      | $68455.89     | 0.00%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  5.95% 04/04/34  | GENERAL MOTORS FINL CO REGD 5.95000000                                                         | CUSIP: 37045XEV4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51264.96     | 0.00%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUND 5.05% 12/06/31  | RGA GLOBAL FUNDING REGD 144A P/P 5.05000000                                                    | CUSIP: 76209PAF0<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |      915000 | PA      | $932070.34    | 0.06%             | 2031-12-06      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CA2208 4.5% 08/01/48     | FANNIE MAE POOL UMBS P#CA2208 4.50000000                                                       | CUSIP: 3140Q9N25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       49323 | PA      | $48082.85     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| F/C US ULTRA BOND CBT DEC25     | FUTURE CONTRACT ON           US ULTRA BOND CBT DEC25 0.00000000                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         255 | NC      | $29723437.50  | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS IN 2.1% 05/01/30  | PHILIP MORRIS INTL INC REGD 2.10000000                                                         | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      210000 | PA      | $191099.98    | 0.01%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC 4.625% 03/15/45   | MEDTRONIC INC REGD SER WI 4.62500000                                                           | CUSIP: 585055BU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $44861.83     | 0.00%             | 2045-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPM 3.625% 08/28/29  | ASIAN DEVELOPMENT BANK REGD MTN SER GMTN 3.62500000                                            | CUSIP: 045167GH0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |      200000 | PA      | $199707.60    | 0.01%             | 2029-08-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH G 3.125% 05/15/60  | UNITEDHEALTH GROUP INC REGD 3.12500000                                                         | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       50000 | PA      | $29561.60     | 0.00%             | 2060-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA IN 5.25% 07/15/28  | CINEMARK USA INC REGD 144A P/P 5.25000000                                                      | CUSIP: 172441BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $64644.84     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#MA4603 2.5% 05/01/37     | FANNIE MAE POOL UMBS P#MA4603 2.50000000                                                       | CUSIP: 31418EDH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2290596 | PA      | $2149731.84   | 0.13%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 02/28/31     | UNITED STATES TREASURY NOTE 4.25000000                                                         | CUSIP: 91282CKC4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1345000 | PA      | $1377390.33   | 0.08%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WALMART INC 2.95% 09/24/49      | WALMART INC REGD 2.95000000                                                                    | CUSIP: 931142EP4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16735.01     | 0.00%             | 2049-09-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/24/28      | CITIGROUP INC REGD V/R 4.65800000                                                              | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70439.46     | 0.00%             | 2028-05-24      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING  6.25% 04/01/54  | ATHENE HOLDING LTD REGD 6.25000000                                                             | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49438.91     | 0.00%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 07/20/33  | AMERICAN EXPRESS CO REGD V/R 4.91800000                                                        | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      380000 | PA      | $384893.54    | 0.02%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS 6.75% 08/15/32  | SHIFT4 PAYMENTS LLC/FIN REGD 144A P/P 6.75000000                                               | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      240000 | PA      | $248992.56    | 0.02%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA ST BRD 5.526% 07/01/34  | FLORIDA ST BRD OF ADMIN FIN CO REGD B/E 5.52600000                                             | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |       50000 | PA      | $51681.42     | 0.00%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM2006 4% 01/01/48       | FANNIE MAE POOL UMBS P#BM2006 4.00000000                                                       | CUSIP: 3140J6GQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      340171 | PA      | $324150.85    | 0.02%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 01/19/35   | SOCIETE GENERALE REGD V/R 144A P/P 6.06600000                                                  | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      540000 | PA      | $558107.47    | 0.03%             | 2035-01-19      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER  5.8% 06/15/38  | ENERGY TRANSFER LP REGD SER 20Y 5.80000000                                                     | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25310.12     | 0.00%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 5.15% 10/15/43        | ONEOK INC REGD 5.15000000                                                                      | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22194.26     | 0.00%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH C 4.7% 02/01/36  | ANHEUSER-BUSCH CO/INBEV REGD SER * 4.70000000                                                  | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $122193.53    | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 4.65% 01/15/31  | UNITEDHEALTH GROUP INC REGD 4.65000000                                                         | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1697745.90   | 0.10%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 4.1% 04/13/62    | AMAZON.COM INC REGD 4.10000000                                                                 | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19489.68     | 0.00%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEU 8.125% 09/15/31  | TEVA PHARMACEUTICALS NE REGD SER . 8.12500000                                                  | CUSIP: 88167AAR2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      175000 | PA      | $199014.03    | 0.01%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE  4.375% 05/11/45  | SHELL FINANCE US IN REGD SER * 4.37500000                                                      | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | PA      | $119464.42    | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 5.55% 10/15/55   | ELI LILLY & CO REGD 5.55000000                                                                 | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99508.36     | 0.01%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRI 2.625% 12/15/26  | BLACKSTONE PRIVATE CRE REGD SER WI 2.62500000                                                  | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48773.67     | 0.00%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CHRY 2025-1A A 6.13% 07/17/28   | CHERRY SECURITIZATION TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 6.13000000                   | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      750000 | PA      | $762235.50    | 0.05%             | 2032-11-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| REPUBLICA ORIE 5.442% 02/14/37  | REPUBLICA ORIENT URUGUAY REGD 5.44200000                                                       | CUSIP: 760942BH4<br>LEI: N/A                  | Long             | DBT              | USGA              | UY        |       50000 | PA      | $51876.00     | 0.00%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB  4.9% 08/21/32  | COREBRIDGE GLOB FUNDING REGD 144A P/P 4.90000000                                               | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      106000 | PA      | $106371.47    | 0.01%             | 2032-08-21      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 11/15/34     | UNITED STATES TREASURY NOTE 4.25000000                                                         | CUSIP: 91282CLW9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    18313500 | PA      | $18432251.69  | 1.11%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R /PERP/         | UBS GROUP AG REGD V/R /PERP/ 144A P/P 4.87500000                                               | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      250000 | PA      | $246533.85    | 0.01%             | 2174-08-12      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| MID-AMERICA APARTM 5% 03/15/34  | MID-AMERICA APARTMENTS REGD 5.00000000                                                         | CUSIP: 59523UAV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25220.44     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL  1.9% 08/15/30  | PIONEER NATURAL RESOURCE REGD 1.90000000                                                       | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44746.71     | 0.00%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| N/A                             | AUD/USD FWD 20250930 STAR USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17623.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / 5.3% 01/15/29  | GLP CAPITAL LP / FIN II REGD 5.30000000                                                        | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       87000 | PA      | $88618.37     | 0.01%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FISERV INC 2.65% 06/01/30       | FISERV INC REGD 2.65000000                                                                     | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23103.86     | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC 3.1% 04/15/50      | NNN REIT INC REGD 3.10000000                                                                   | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      124000 | PA      | $78632.64     | 0.00%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL0722 5.5% 03/01/55     | FREDDIE MAC POOL UMBS P#SL0722 5.50000000                                                      | CUSIP: 31427MYU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      140377 | PA      | $142244.75    | 0.01%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN  4.875% 09/15/27  | IRON MOUNTAIN INC REGD 144A P/P 4.87500000                                                     | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      450000 | PA      | $447439.64    | 0.03%             | 2027-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| UDR INC 3% 08/15/31             | UDR INC REGD 3.00000000                                                                        | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22934.63     | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHR 2024-LXRY A V/R 10/15/26    | SHR TRUST 2024-LXRY SER 2024-LXRY CL A V/R REGD 144A P/P 6.31310000                            | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3715000 | PA      | $3732549.66   | 0.23%             | 2041-10-15      | Variable      | 6.31%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FM9832 2.5% 12/01/46     | FANNIE MAE POOL UMBS P#FM9832 2.50000000                                                       | CUSIP: 3140XD4S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1126831 | PA      | $950921.81    | 0.06%             | 2046-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PMNBT 2025-1A  5.58% 02/15/29   | PERIMETER MASTER NOTE BUSINESS TRUST SER 2025-1A CL A REGD 144A P/P 5.58000000                 | CUSIP: 71384PBC4<br>LEI: 5493005H6EB040833X54 | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1111568.04   | 0.07%             | 2030-12-16      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#AL7430 3.5% 08/01/30     | FANNIE MAE POOL UMBS P#AL7430 3.50000000                                                       | CUSIP: 3138EQHG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      232284 | PA      | $230040.87    | 0.01%             | 2030-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER 4.75% 01/15/30  | TERRAFORM POWER OPERATIN REGD 144A P/P 4.75000000                                              | CUSIP: 88104LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $82065.52     | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL INFRAST 5.625% 06/01/29  | GLOBAL INFRASTRUCTURE SO REGD 144A P/P 5.62500000                                              | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |      220000 | PA      | $221405.58    | 0.01%             | 2029-06-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SB1093 3% 07/01/38       | FREDDIE MAC POOL UMBS P#SB1093 3.00000000                                                      | CUSIP: 3132CXGA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      121920 | PA      | $116653.23    | 0.01%             | 2038-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDC 6.2% 01/25/37  | FOUNDRY JV HOLDCO LLC REGD 144A P/P 6.20000000                                                 | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2420665.41   | 0.15%             | 2037-01-25      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| CAMELOT RETURN  8.75% 08/01/28  | CAMELOT RETURN MERGER SU REGD 144A P/P 8.75000000                                              | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      660000 | PA      | $635718.93    | 0.04%             | 2028-08-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNIC 3.4% 03/22/41  | VERIZON COMMUNICATIONS REGD 3.40000000                                                         | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       50000 | PA      | $38755.46     | 0.00%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AON CORP 2.8% 05/15/30          | AON CORP REGD 2.80000000                                                                       | CUSIP: 037389BE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       38000 | PA      | $35655.05     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DIGITAL I 0.625% 07/15/31/EUR/  | DIGITAL INTREPID HOLDING /EUR/ REGD REG S 0.62500000                                           | CUSIP: N2639DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      300000 | PA      | $300327.14    | 0.02%             | 2031-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 4.875% 02/27/53  | ELI LILLY & CO REGD 4.87500000                                                                 | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22623.85     | 0.00%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA 4.25% 10/22/26  | BANK OF AMERICA CORP REGD MTN 4.25000000                                                       | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      120000 | PA      | $120085.63    | 0.01%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 2.45% 02/21/30        | AMGEN INC REGD 2.45000000                                                                      | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      221000 | PA      | $204468.42    | 0.01%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTER 5.25% 03/01/54  | HONEYWELL INTERNATIONAL REGD 5.25000000                                                        | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23283.21     | 0.00%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIF 4.875% 03/01/31  | CLEVELAND-CLIFFS INC REGD 144A P/P 4.87500000                                                  | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      135000 | PA      | $123486.82    | 0.01%             | 2031-03-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE  7.125% 07/15/32  | CREDIT SUISSE USA LLC REGD 7.12500000                                                          | CUSIP: 22541LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      559000 | PA      | $639123.63    | 0.04%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CA 1.4% 11/02/26  | ROYAL BANK OF CANADA REGD MTN SER GMTN 1.40000000                                              | CUSIP: 78016EZZ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $96999.33     | 0.01%             | 2026-11-02      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 2.625% 02/15/29  | T-MOBILE USA INC REGD 2.62500000                                                               | CUSIP: 87264ABS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $104208.18    | 0.01%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GRADE 2023-FIG3  V/R 08/25/53   | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2023-FIG3 SER 2023-FIG3 CL A V/R REGD 144A 7.06700000  | CUSIP: 79582AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1193023 | PA      | $1237899.17   | 0.07%             | 2053-08-25      | Variable      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| ERP OPERATING L 4.15% 12/01/28  | ERP OPERATING LP REGD 4.15000000                                                               | CUSIP: 26884ABK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25072.92     | 0.00%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO &  5.375% 11/02/43  | WELLS FARGO & COMPANY REGD 5.37500000                                                          | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $190785.68    | 0.01%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A96286 4% 01/01/41      | FREDDIE MAC GOLD POOL P#A96286 4.00000000                                                      | CUSIP: 3129446X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13966 | PA      | $13641.96     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNIT 5% 02/15/33  | AVALONBAY COMMUNITIES REGD 5.00000000                                                          | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25505.21     | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 3.95% 03/15/49   | ELI LILLY & CO REGD 3.95000000                                                                 | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19769.62     | 0.00%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 4.3% 11/20/26     | CITIGROUP INC REGD 4.30000000                                                                  | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      890000 | PA      | $890402.76    | 0.05%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP 4.75% 11/15/45       | FEDEX CORP REGD 4.75000000                                                                     | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20943.19     | 0.00%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC 5% 04/05/46    | MARKEL GROUP INC REGD 5.00000000                                                               | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22272.50     | 0.00%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA  5.625% 07/15/27  | NEXSTAR MEDIA INC REGD 144A P/P 5.62500000                                                     | CUSIP: 65343HAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      220000 | PA      | $219886.17    | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FGLMC P#G07028 4% 06/01/42      | FREDDIE MAC GOLD POOL P#G07028 4.00000000                                                      | CUSIP: 3128M9D90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40186 | PA      | $39157.56     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC 3.95% 06/28/38      | WALMART INC REGD 3.95000000                                                                    | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22889.97     | 0.00%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP V/R 08/04/33  | STATE STREET CORP REGD V/R 4.16400000                                                          | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48497.70     | 0.00%             | 2033-08-04      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER 3.65% 04/01/50  | WISCONSIN POWER & LIGHT REGD 3.65000000                                                        | CUSIP: 976826BN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $17783.15     | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP 3.125% 08/15/51   | WESTLAKE CORP REGD 3.12500000                                                                  | CUSIP: 960413AZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $30614.32     | 0.00%             | 2051-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP 3.85% 08/10/49    | ALLSTATE CORP REGD 3.85000000                                                                  | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18832.70     | 0.00%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA9368 5% 07/01/53       | FREDDIE MAC POOL UMBS P#RA9368 5.00000000                                                      | CUSIP: 3133KRMR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1757872 | PA      | $1746597.88   | 0.11%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES  5.1% 03/17/30  | AMCOR FLEXIBLES NORTH AM REGD SER WI 5.10000000                                                | CUSIP: 02344AAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      570000 | PA      | $583835.67    | 0.04%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PMNBT 2025-1A  6.12% 04/16/29   | PERIMETER MASTER NOTE BUSINESS TRUST SER 2025-1A CL B REGD 144A P/P 6.12000000                 | CUSIP: 71384PBD2<br>LEI: 5493005H6EB040833X54 | Long             | ABS-CBDO         | CORP              | US        |      999000 | PA      | $1012063.72   | 0.06%             | 2030-12-16      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| MERCK & CO INC 3.9% 03/07/39    | MERCK & CO INC REGD 3.90000000                                                                 | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22059.18     | 0.00%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 07/29/32  | CAPITAL ONE FINANCIAL CO REGD V/R 2.35900000                                                   | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       27000 | PA      | $23229.96     | 0.00%             | 2032-07-29      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| UMBS P#257125 5.5% 03/01/28     | FANNIE MAE POOL UMBS P#257125 5.50000000                                                       | CUSIP: 31371NSN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2068 | PA      | $2086.56      | 0.00%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7771 2% 07/01/36       | FANNIE MAE POOL UMBS P#FM7771 2.00000000                                                       | CUSIP: 3140XBT59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       75846 | PA      | $70373.36     | 0.00%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CARO 3.2% 08/15/49  | DUKE ENERGY CAROLINAS REGD 3.20000000                                                          | CUSIP: 26442CAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $70841.18     | 0.00%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 01/30/36  | AMERICAN EXPRESS CO REGD V/R 5.44200000                                                        | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102797.88    | 0.01%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLA 4.5% 01/31/30  | BRASKEM NETHERLANDS REGD 144A P/P 4.50000000                                                   | CUSIP: 10554TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      200000 | PA      | $141462.69    | 0.01%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HCA INC 5.2% 06/01/28           | HCA INC REGD 5.20000000                                                                        | CUSIP: 404119CP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $204834.35    | 0.01%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IBRD 2.5% 11/22/27              | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT MTN SER GDIF 2.50000000                    | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | US        |      100000 | PA      | $97519.83     | 0.01%             | 2027-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS4739 3.5% 10/01/47     | FREDDIE MAC POOL UMBS P#ZS4739 3.50000000                                                      | CUSIP: 3132A5HQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      121421 | PA      | $111884.68    | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT6179 2.5% 07/01/51     | FANNIE MAE POOL UMBS P#BT6179 2.50000000                                                       | CUSIP: 3140LU2M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2868550 | PA      | $2402033.21   | 0.15%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 09/15/27  | BANK OF AMERICA CORP REGD V/R 5.93300000                                                       | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50814.89     | 0.00%             | 2027-09-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| UMBS P#BD6718 3% 09/01/46       | FANNIE MAE POOL UMBS P#BD6718 3.00000000                                                       | CUSIP: 3140FEPC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7259 | PA      | $6505.88      | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD 3.875% 07/01/28  | CLARIV SCI HLD CORP REGD 144A P/P 3.87500000                                                   | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $125488.10    | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CRE 1.9% 01/13/27  | TOYOTA MOTOR CREDIT CORP REGD MTN 1.90000000                                                   | CUSIP: 89236TJV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $97294.90     | 0.01%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPE 5.1% 03/15/49  | TRANSCANADA PIPELINES REGD 5.10000000                                                          | CUSIP: 89352HAZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       25000 | PA      | $22557.39     | 0.00%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 4.6% 05/15/52    | PECO ENERGY CO REGD 4.60000000                                                                 | CUSIP: 693304BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       74000 | PA      | $63746.32     | 0.00%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 2.6% 06/01/50  | COCA-COLA CO/THE REGD 2.60000000                                                               | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       85000 | PA      | $52052.81     | 0.00%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG  V/R /PERP/  | VENTURE GLOBAL LNG INC REGD V/R /PERP/ 144A P/P 9.00000000                                     | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      380000 | PA      | $377595.28    | 0.02%             | 2174-03-30      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| UPBOUND GROUP  6.375% 02/15/29  | UPBOUND GROUP INC REGD 144A P/P 6.37500000                                                     | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |      670000 | PA      | $657660.39    | 0.04%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| KFW 4.375% 03/01/27             | KFW REGD 4.37500000                                                                            | CUSIP: 500769KE3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      400000 | PA      | $403896.90    | 0.02%             | 2027-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTA 4.35% 06/15/29  | INTERCONTINENTALEXCHANGE REGD 4.35000000                                                       | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50334.38     | 0.00%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.5% 03/01/39         | BOEING CO REGD 3.50000000                                                                      | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19846.52     | 0.00%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2018-124 NW 3.5% 09/20/48   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-124 CL NW 3.50000000                         | CUSIP: 38380Y2X2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       64757 | PA      | $59832.96     | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXIC 5.35% 02/12/28  | PETROLEOS MEXICANOS REGD SER WI 5.35000000                                                     | CUSIP: 71654QCK6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      100000 | PA      | $98105.21     | 0.01%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6865 2.5% 09/20/50  | GINNIE MAE II POOL P#MA6865 2.50000000                                                         | CUSIP: 36179VTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      794571 | PA      | $678841.95    | 0.04%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEX 3% 06/15/50  | INTERCONTINENTALEXCHANGE REGD 3.00000000                                                       | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       50000 | PA      | $32555.83     | 0.00%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3240 4.5% 01/01/48     | FANNIE MAE POOL UMBS P#MA3240 4.50000000                                                       | CUSIP: 31418CS62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24307 | PA      | $23808.23     | 0.00%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH  3.6% 03/15/51  | ELEVANCE HEALTH INC REGD 3.60000000                                                            | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17343.73     | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3657 3% 05/01/34       | FANNIE MAE POOL UMBS P#MA3657 3.00000000                                                       | CUSIP: 31418DB35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       61552 | PA      | $59856.45     | 0.00%             | 2034-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA IN 2.343% 08/12/50  | CHEVRON USA INC REGD 2.34300000                                                                | CUSIP: 166756AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $14289.30     | 0.00%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| EATON CORP 4.7% 08/23/52        | EATON CORP REGD 4.70000000                                                                     | CUSIP: 278062AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $22229.63     | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS I 5.4% 08/15/54  | META PLATFORMS INC REGD 5.40000000                                                             | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      260000 | PA      | $249695.38    | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY 5.45% 01/16/35  | DEERE & COMPANY REGD 5.45000000                                                                | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52138.41     | 0.00%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARS INC 5.7% 05/01/55          | MARS INC REGD 144A P/P 5.70000000                                                              | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1845000 | PA      | $1804356.55   | 0.11%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| CHART INDUSTRIES 7.5% 01/01/30  | CHART INDUSTRIES INC REGD 144A P/P 7.50000000                                                  | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      220000 | PA      | $230842.04    | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BROWN & BROWN IN 4.9% 06/23/30  | BROWN & BROWN INC REGD 4.90000000                                                              | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      535000 | PA      | $541804.79    | 0.03%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 3.65% 06/01/51  | SOUTHERN CAL EDISON REGD SER H 3.65000000                                                      | CUSIP: 842400HF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $40905.27     | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUT 7.1% 11/19/36  | REPUBLIC OF SOUTH AFRICA REGD 144A P/P 7.10000000                                              | CUSIP: 836205BF0<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |      200000 | PA      | $201849.28    | 0.01%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP IN 2.45% 02/04/32  | ALTRIA GROUP INC REGD 2.45000000                                                               | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     1290000 | PA      | $1123300.46   | 0.07%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CO 6.25% 07/15/33  | KINROSS GOLD CORP REGD 6.25000000                                                              | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $27060.78     | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.875% 05/15/32    | UNITED STATES TREASURY NOTE 2.87500000                                                         | CUSIP: 91282CEP2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1178000 | PA      | $1106399.69   | 0.07%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHIL 3.5% 01/25/50  | REPUBLIC OF CHILE REGD 3.50000000                                                              | CUSIP: 168863DL9<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |      200000 | PA      | $141280.00    | 0.01%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 07/25/34  | WELLS FARGO & COMPANY REGD V/R MTN 5.55700000                                                  | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      863000 | PA      | $896205.17    | 0.05%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER  4.5% 12/15/26  | PLAINS ALL AMER PIPELINE REGD 4.50000000                                                       | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $150148.70    | 0.01%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/25/53  | WELLS FARGO & COMPANY REGD V/R MTN 4.61100000                                                  | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $169836.95    | 0.01%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMP 3% 10/23/26  | WELLS FARGO & COMPANY REGD 3.00000000                                                          | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      750000 | PA      | $740333.25    | 0.04%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLOR 6.4% 06/15/38  | DUKE ENERGY FLORIDA LLC REGD 6.40000000                                                        | CUSIP: 341099CL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $27714.71     | 0.00%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOL 5.75% 02/15/29  | MARVELL TECHNOLOGY INC REGD 5.75000000                                                         | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $26088.28     | 0.00%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 10/22/27  | JPMORGAN CHASE & CO REGD V/R 6.07000000                                                        | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      464000 | PA      | $473207.02    | 0.03%             | 2027-10-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 03/09/44  | HSBC HOLDINGS PLC REGD V/R 6.33200000                                                          | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $214672.17    | 0.01%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UT 4.85% 02/15/34  | PPL ELECTRIC UTILITIES REGD 4.85000000                                                         | CUSIP: 69351UBC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25207.76     | 0.00%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORR 7.5% 01/15/31  | BOOST NEWCO BORROWER LLC REGD 144A P/P 7.50000000                                              | CUSIP: 36268NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $212324.00    | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| LCM 14A BR V/R 07/20/31         | LCM XIV LP SER 14A CL BR V/R REGD 144A P/P 6.16710000                                          | CUSIP: 50184VAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001191.00   | 0.06%             | 2031-07-20      | Variable      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| NATWEST MARKETS  1.6% 09/29/26  | NATWEST MARKETS PLC REGD 144A P/P 1.60000000                                                   | CUSIP: 63906YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      500000 | PA      | $486639.13    | 0.03%             | 2026-09-29      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| BP CAP MARKETS 2.939% 06/04/51  | BP CAP MARKETS AMERICA REGD 2.93900000                                                         | CUSIP: 10373QBP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $62061.08     | 0.00%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC 1.55% 03/15/28      | EQUINIX INC REGD 1.55000000                                                                    | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      130000 | PA      | $121986.05    | 0.01%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP  2.875% 01/15/31  | HEALTHPEAK OP LLC REGD 2.87500000                                                              | CUSIP: 42250PAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23027.09     | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP V/R /PERP/    | STATE STREET CORP REGD V/R /PERP/ SER I 6.70000000                                             | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       62000 | PA      | $64315.45     | 0.00%             | 2174-06-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LL 2.05% 01/15/29  | WELLTOWER OP LLC REGD 2.05000000                                                               | CUSIP: 95040QAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23383.72     | 0.00%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 4.758% 09/06/49  | BAT CAPITAL CORP REGD 4.75800000                                                               | CUSIP: 05526DBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      368000 | PA      | $303817.05    | 0.02%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA0684 3.5% 11/01/47     | FANNIE MAE POOL UMBS P#CA0684 3.50000000                                                       | CUSIP: 3140Q7XN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      640259 | PA      | $592590.38    | 0.04%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOO 6.5% 12/01/52  | JBS USA HOLD/FOOD/LUX CO REGD 6.50000000                                                       | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       50000 | PA      | $51149.50     | 0.00%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM5822 3% 11/01/48       | FANNIE MAE POOL UMBS P#BM5822 3.00000000                                                       | CUSIP: 3140JAPG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1219892 | PA      | $1090446.53   | 0.07%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 4.25% 02/15/48  | ENTERPRISE PRODUCTS OPER REGD 4.25000000                                                       | CUSIP: 29379VBQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $20198.40     | 0.00%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RELIANCE INC 2.15% 08/15/30     | RELIANCE INC REGD 2.15000000                                                                   | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22413.02     | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVI 3.375% 11/15/27  | REPUBLIC SERVICES INC REGD 3.37500000                                                          | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |       66000 | PA      | $65274.90     | 0.00%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FI 5.625% 05/15/30  | BRIGHTHOUSE FINANCIAL IN REGD 5.62500000                                                       | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25585.54     | 0.00%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4962 3.5% 01/20/48  | GINNIE MAE II POOL P#MA4962 3.50000000                                                         | CUSIP: 36179TQP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35995 | PA      | $33339.81     | 0.00%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 2.659% 05/24/31  | UNITED MEXICAN STATES REGD 2.65900000                                                          | CUSIP: 91087BAM2<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      245000 | PA      | $216361.95    | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING 5.875% 01/15/34  | ATHENE HOLDING LTD REGD 5.87500000                                                             | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25917.98     | 0.00%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 4.78% 03/25/38  | CVS HEALTH CORP REGD 4.78000000                                                                | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92017.82     | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 4.65% 07/30/45    | CITIGROUP INC REGD 4.65000000                                                                  | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       76000 | PA      | $66582.27     | 0.00%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AFRICAN EXPORT 3.798% 05/17/31  | AFRICAN EXPORT-IMPORT BA REGD 144A P/P 3.79800000                                              | CUSIP: 00831TAC5<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | CORP              | EG        |     1145000 | PA      | $1013982.41   | 0.06%             | 2031-05-17      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL CO 5.25% 11/15/41  | DOW CHEMICAL CO/THE REGD 5.25000000                                                            | CUSIP: 260543CE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $22589.62     | 0.00%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.8% 02/08/61         | APPLE INC REGD 2.80000000                                                                      | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       50000 | PA      | $29323.09     | 0.00%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITED GROU 6.5% 10/31/31/EUR/  | UNITED GROUP BV /EUR/ REGD 144A P/P 6.50000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      450000 | PA      | $537205.95    | 0.03%             | 2031-10-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN S 4.5% 04/22/29  | UNITED MEXICAN STATES REGD 4.50000000                                                          | CUSIP: 91087BAF7<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      272000 | PA      | $271279.20    | 0.02%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MSCR 2021-MN3 M2 V/R 11/25/51   | FREDDIE MAC MSCR TRUST MN3 SER 2021-MN3 CL M2 V/R 144A P/P 8.34839000                          | CUSIP: 35563GAB5<br>LEI: 549300FK6HM4FW58SP67 | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2074799.20   | 0.13%             | 2051-11-25      | Variable      | 8.35%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 05/31/31    | UNITED STATES TREASURY NOTE 4.62500000                                                         | CUSIP: 91282CKU4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2005000 | PA      | $2090016.69   | 0.13%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WALMART INC 4.05% 06/29/48      | WALMART INC REGD 4.05000000                                                                    | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41037.82     | 0.00%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP 4.125% 06/15/51      | UNUM GROUP REGD 4.12500000                                                                     | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18487.48     | 0.00%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP 4% 03/01/29  | ESSEX PORTFOLIO LP REGD 4.00000000                                                             | CUSIP: 29717PAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24735.15     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES  4.5% 01/15/31  | QUANTA SERVICES INC REGD 4.50000000                                                            | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      285000 | PA      | $284787.06    | 0.02%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BD6533 3% 10/01/46       | FANNIE MAE POOL UMBS P#BD6533 3.00000000                                                       | CUSIP: 3140FEHK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       39222 | PA      | $35166.71     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL 3.875% 08/15/29  | VENTURE GLOBAL CALCASIEU REGD 144A P/P 3.87500000                                              | CUSIP: 92328MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $191855.34    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES 4.75% 03/01/46  | GILEAD SCIENCES INC REGD 4.75000000                                                            | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       70000 | PA      | $62798.88     | 0.00%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG 7% 01/15/30  | VENTURE GLOBAL LNG INC REGD 144A P/P 7.00000000                                                | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      330000 | PA      | $340312.17    | 0.02%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| TEXAS INSTRUME 3.875% 03/15/39  | TEXAS INSTRUMENTS INC REGD 3.87500000                                                          | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22018.56     | 0.00%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 05/01/29  | GOLDMAN SACHS GROUP INC REGD V/R 4.22300000                                                    | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2394000 | PA      | $2395516.77   | 0.14%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 09/15/34  | BANK OF AMERICA CORP REGD V/R 5.87200000                                                       | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      411000 | PA      | $436169.82    | 0.03%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSI 5.8% 04/15/55  | ENTERGY MISSISSIPPI LLC REGD 5.80000000                                                        | CUSIP: 29366WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      525000 | PA      | $524317.53    | 0.03%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E 5.35% 04/01/53  | SAN DIEGO G & E REGD 5.35000000                                                                | CUSIP: 797440CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $112054.07    | 0.01%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC 5.75% 05/01/28  | HILTON DOMESTIC OPERATIN REGD 144A P/P 5.75000000                                              | CUSIP: 432833AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $80200.72     | 0.00%             | 2028-05-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP 5.5% 09/15/33         | BALL CORP REGD 5.50000000                                                                      | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50631.45     | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG S V/R 07/14/29  | NATIONWIDE BLDG SOCIETY REGD V/R P/P MTN 4.64900000                                            | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     1685000 | PA      | $1699159.71   | 0.10%             | 2029-07-14      | Variable      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#MA1363 3% 02/01/43       | FANNIE MAE POOL UMBS P#MA1363 3.00000000                                                       | CUSIP: 31418AQR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       77571 | PA      | $70448.85     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.125% 08/31/29    | UNITED STATES TREASURY NOTE 3.12500000                                                         | CUSIP: 91282CFJ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      930000 | PA      | $912489.85    | 0.06%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC 8.75% 12/15/28    | LGI HOMES INC REGD 144A P/P 8.75000000                                                         | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |       60000 | PA      | $62883.42     | 0.00%             | 2028-12-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| COMM 2014-CR21 C V/R 12/10/24   | COMM 2014-CCRE21 MORTGAGE TRUST SER 2014-CR21 CL C V/R REGD 4.74664200                         | CUSIP: 12592RBM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |          46 | PA      | $45.07        | 0.00%             | 2047-12-10      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY 9.25% 02/15/28  | CRESCENT ENERGY FINANCE REGD 144A P/P 9.25000000                                               | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      180000 | PA      | $187399.26    | 0.01%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#AL3650 5% 02/01/41       | FANNIE MAE POOL UMBS P#AL3650 5.00000000                                                       | CUSIP: 3138ELBU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       84651 | PA      | $86260.75     | 0.01%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 6.1% 06/01/29  | CHARTER COMM OPT LLC/CAP REGD 6.10000000                                                       | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1498177.53   | 0.09%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUC 4.5% 01/16/30  | ASIAN INFRASTRUCTURE INV REGD 4.50000000                                                       | CUSIP: 04522KAP1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | CN        |      200000 | PA      | $206299.32    | 0.01%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  6.375% 05/16/38  | PHILIP MORRIS INTL INC REGD 6.37500000                                                         | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       25000 | PA      | $27692.09     | 0.00%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5078 4% 03/20/48    | GINNIE MAE II POOL P#MA5078 4.00000000                                                         | CUSIP: 36179TUB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      126748 | PA      | $120210.29    | 0.01%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINA 2.125% 06/15/30  | PRINCIPAL FINANCIAL GRP REGD 2.12500000                                                        | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22653.96     | 0.00%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL COR 6.25% 08/15/55  | BAT CAPITAL CORP REGD 6.25000000                                                               | CUSIP: 05526DCD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      770000 | PA      | $778587.81    | 0.05%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS8487 3% 12/01/46       | FANNIE MAE POOL UMBS P#AS8487 3.00000000                                                       | CUSIP: 3138WJND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      233555 | PA      | $209183.32    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3276 3.5% 02/01/48     | FANNIE MAE POOL UMBS P#MA3276 3.50000000                                                       | CUSIP: 31418CUA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      186551 | PA      | $171728.53    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3521 3.5% 03/20/46  | GINNIE MAE II POOL P#MA3521 3.50000000                                                         | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      127762 | PA      | $118756.00    | 0.01%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.5% 03/09/48          | AT&T INC REGD SER WI 4.50000000                                                                | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      238000 | PA      | $196736.98    | 0.01%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDE 5.588% 08/08/28  | BANCO SANTANDER SA REGD 5.58800000                                                             | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $831924.35    | 0.05%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3444 4.5% 08/01/48     | FANNIE MAE POOL UMBS P#MA3444 4.50000000                                                       | CUSIP: 31418CZJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       67726 | PA      | $66342.50     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SES S A RTS 12/31/49            | SES S A RIGHTS EXPIRE 12/31/49 0.00000000                                                      | CUSIP: L8176HAF7<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |       11289 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE E 4.9% 12/15/32  | PUBLIC SERVICE ELECTRIC REGD MTN 4.90000000                                                    | CUSIP: 74456QCK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $188340.62    | 0.01%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL  5.543% 08/22/35  | ATHENE GLOBAL FUNDING REGD 144A P/P 5.54300000                                                 | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1145141.35   | 0.07%             | 2035-08-22      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| CHARLES SCHWAB COR 2% 03/20/28  | CHARLES SCHWAB CORP REGD 2.00000000                                                            | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47661.96     | 0.00%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER  5.004% 02/23/27  | GEORGIA POWER CO REGD 5.00400000                                                               | CUSIP: 373334KV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $50719.11     | 0.00%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDER 3.348% 02/09/31  | COMISION FEDERAL DE ELEC REGD 144A P/P 3.34800000                                              | CUSIP: 200447AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1500000 | PA      | $1339102.50   | 0.08%             | 2031-02-09      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| VAR ENERGI ASA 6.5% 05/22/35    | VAR ENERGI ASA REGD 144A P/P 6.50000000                                                        | CUSIP: 92212WAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      380000 | PA      | $398130.12    | 0.02%             | 2035-05-22      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NAVSL 2017-3A A3 V/R 09/25/29   | NAVIENT STUDENT LOAN TRUST 2017-3 SER 2017-3A CL A3 V/R 144A P/P 5.51287000                    | CUSIP: 63940JAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      881824 | PA      | $888462.96    | 0.05%             | 2066-07-26      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| BP CAP MARKETS 3.633% 04/06/30  | BP CAP MARKETS AMERICA REGD 3.63300000                                                         | CUSIP: 10373QBL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $107610.39    | 0.01%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GNMA P#731669 5% 09/15/40       | GINNIE MAE I POOL P#731669 5.00000000                                                          | CUSIP: 3620AJ2A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       63975 | PA      | $64675.84     | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICA 3.2% 03/15/27  | ROGERS COMMUNICATIONS IN REGD 3.20000000                                                       | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $98426.73     | 0.01%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8346 4% 12/01/39       | FREDDIE MAC POOL UMBS P#SB8346 4.00000000                                                      | CUSIP: 3132D6HX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      119297 | PA      | $117224.22    | 0.01%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 4.15% 10/16/28  | ENTERPRISE PRODUCTS OPER REGD 4.15000000                                                       | CUSIP: 29379VBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      660000 | PA      | $662891.72    | 0.04%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI 5.8% 03/05/27  | FORD MOTOR CREDIT CO LLC REGD 5.80000000                                                       | CUSIP: 345397D83<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $201602.73    | 0.01%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP I 4.875% 03/15/27  | RADIAN GROUP INC REGD 4.87500000                                                               | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25047.64     | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 01/23/35  | BANK OF AMERICA CORP REGD V/R 5.46800000                                                       | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      555000 | PA      | $573542.02    | 0.03%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8877 4.5% 05/20/53  | GINNIE MAE II POOL P#MA8877 4.50000000                                                         | CUSIP: 36179X2J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3507733 | PA      | $3398136.26   | 0.21%             | 2053-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR1 3.238% 08/17/26   | FIRSTKEY HOMES 2021-SFR1 TRUST SER 2021-SFR1 CL F1 REGD 144A P/P 3.23800000                    | CUSIP: 33767WAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2446910.25   | 0.15%             | 2038-08-17      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND  6.45% 04/15/27  | AERCAP IRELAND CAP/GLOBA REGD 6.45000000                                                       | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      150000 | PA      | $154890.60    | 0.01%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/F 8.125% 02/15/29  | NGL ENRGY OP/FIN CORP REGD 144A P/P 8.12500000                                                 | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102084.10    | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS 4.4% 08/14/28       | BNP PARIBAS REGD 144A P/P 4.40000000                                                           | CUSIP: 09659W2F0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      950000 | PA      | $951961.61    | 0.06%             | 2028-08-14      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| ALEXANDRIA REA 5.625% 05/15/54  | ALEXANDRIA REAL ESTATE E REGD 5.62500000                                                       | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23513.00     | 0.00%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERI 4.95% 06/09/30  | EQUITABLE AMERICA GLOBAL REGD 144A P/P 4.95000000                                              | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1556988.02   | 0.09%             | 2030-06-09      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE CORP  5.125% 06/30/27  | CHENIERE CORP CHRISTI HD REGD 5.12500000                                                       | CUSIP: 16412XAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       72000 | PA      | $72810.15     | 0.00%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER  2.875% 12/04/51  | FLORIDA POWER & LIGHT CO REGD 2.87500000                                                       | CUSIP: 341081GE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      122000 | PA      | $76452.85     | 0.00%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.95% 03/14/52          | MPLX LP REGD 4.95000000                                                                        | CUSIP: 55336VBT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $41244.83     | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION 4.5% 06/15/52  | AEP TRANSMISSION CO LLC REGD SER O 4.50000000                                                  | CUSIP: 00115AAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $33554.49     | 0.00%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER M V/R 10/01/28  | BANCO SANTANDER MEXICO REGD V/R 144A P/P 7.52500000                                            | CUSIP: 05969BAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      800000 | PA      | $856082.40    | 0.05%             | 2028-10-01      | Variable      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP V/R 02/01/34         | US BANCORP REGD V/R 4.83900000                                                                 | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1415000 | PA      | $1406565.99   | 0.08%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ0707 6.5% 01/01/54     | FREDDIE MAC POOL UMBS P#RJ0707 6.50000000                                                      | CUSIP: 3142GQYD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      519134 | PA      | $544930.07    | 0.03%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN IN 3.6% 02/15/51  | KINDER MORGAN INC REGD 3.60000000                                                              | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       82000 | PA      | $55862.53     | 0.00%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| F/C EURO-BOBL FUTURE  SEP25     | FUTURE CONTRACT ON           EURO-BOBL FUTURE  SEP25 /EUR/ 0.00000000                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -28 | NC      | $-3847825.15  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC 1.8% 09/22/31       | WALMART INC REGD 1.80000000                                                                    | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       40000 | PA      | $35291.78     | 0.00%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 06/30/28     | UNITED STATES TREASURY NOTE 1.25000000                                                         | CUSIP: 91282CCH2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1900000 | PA      | $1781509.77   | 0.11%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLOR 2.5% 12/01/29  | DUKE ENERGY FLORIDA LLC REGD 2.50000000                                                        | CUSIP: 26444HAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $136193.98    | 0.01%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/27/33  | BANK OF AMERICA CORP REGD V/R 4.57100000                                                       | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1474660.26   | 0.09%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAW 4.4% 05/15/42  | BERKSHIRE HATHAWAY FIN REGD 4.40000000                                                         | CUSIP: 084664BU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $22882.73     | 0.00%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 06/12/29  | PNC FINANCIAL SERVICES REGD V/R 5.58200000                                                     | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      420000 | PA      | $435618.71    | 0.03%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4261 3% 02/20/47    | GINNIE MAE II POOL P#MA4261 3.00000000                                                         | CUSIP: 36179SWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      418081 | PA      | $375891.72    | 0.02%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER 3.8% 05/01/50  | KEURIG DR PEPPER INC REGD 3.80000000                                                           | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17707.60     | 0.00%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY 3.75% 04/15/50  | DEERE & COMPANY REGD 3.75000000                                                                | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19204.11     | 0.00%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS 5.15% 01/15/30  | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.15000000                                              | CUSIP: 05401AAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1790000 | PA      | $1821628.37   | 0.11%             | 2030-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA9100 2.5% 08/20/53  | GINNIE MAE II POOL P#MA9100 2.50000000                                                         | CUSIP: 36179YDD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5637500 | PA      | $4817247.20   | 0.29%             | 2053-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 2.5% 07/15/31  | CROWN CASTLE INC REGD 2.50000000                                                               | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       80000 | PA      | $70934.15     | 0.00%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC 6% 01/15/43    | MDC HOLDINGS INC REGD 6.00000000                                                               | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |       35000 | PA      | $32073.51     | 0.00%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS G 3.85% 01/26/27  | GOLDMAN SACHS GROUP INC REGD 3.85000000                                                        | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99548.60     | 0.01%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY  2.65% 02/01/32  | SIMON PROPERTY GROUP LP REGD 2.65000000                                                        | CUSIP: 828807DT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $22303.14     | 0.00%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMISION FEDER 3.875% 07/26/33  | COMISION FEDERAL DE ELEC REGD 144A P/P 3.87500000                                              | CUSIP: 200447AK6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1000000 | PA      | $866204.30    | 0.05%             | 2033-07-26      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GRO 5.8% 03/15/36  | UNITEDHEALTH GROUP INC REGD 5.80000000                                                         | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26316.17     | 0.00%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OBP 2019-OBP  2.516% 09/15/29   | ONE BRYANT PARK TRUST 2019-OBP SER 2019-OBP CL A REGD 144A P/P 2.51641000                      | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1841498.40   | 0.11%             | 2054-09-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES  4.5% 01/15/28  | VICI PROPERTIES / NOTE REGD 144A P/P 4.50000000                                                | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | PA      | $159520.29    | 0.01%             | 2028-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET CORP V/R 11/21/29  | STATE STREET CORP REGD V/R 5.68400000                                                          | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104951.59    | 0.01%             | 2029-11-21      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY 6.625% 05/13/27  | OWENS-BROCKWAY REGD 144A P/P 6.62500000                                                        | CUSIP: 69073TAT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $85010.32     | 0.01%             | 2027-05-13      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ASTRAZENECA PL 2.125% 08/06/50  | ASTRAZENECA PLC REGD 2.12500000                                                                | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |       25000 | PA      | $13788.68     | 0.00%             | 2050-08-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR &  4.375% 06/01/47  | INTL FLAVOR & FRAGRANCES REGD 4.37500000                                                       | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19583.21     | 0.00%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS 6% 08/15/29        | NMI HOLDINGS REGD 6.00000000                                                                   | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |      530000 | PA      | $544792.30    | 0.03%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4304 3% 02/01/30       | FANNIE MAE POOL UMBS P#BM4304 3.00000000                                                       | CUSIP: 3140J8YA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32005 | PA      | $31629.64     | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AQ4372 2.5% 11/01/27     | FANNIE MAE POOL UMBS P#AQ4372 2.50000000                                                       | CUSIP: 3138MK2E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17609 | PA      | $17304.77     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL P 6.5% 01/15/34  | VENTURE GLOBAL PLAQUE REGD 144A P/P 6.50000000                                                 | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       85000 | PA      | $88790.73     | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| IBM CORP 4% 06/20/42            | IBM CORP REGD 4.00000000                                                                       | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $82915.05     | 0.01%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC 5.55% 08/15/41         | AT&T INC REGD 5.55000000                                                                       | CUSIP: 00206RBA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79098.83     | 0.00%             | 2041-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETR 5.55% 10/01/34  | OCCIDENTAL PETROLEUM COR REGD 5.55000000                                                       | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49792.20     | 0.00%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING 3.35% 03/08/27  | WESTPAC BANKING CORP REGD 3.35000000                                                           | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $99204.85     | 0.01%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS  V/R /PERP/  | BP CAPITAL MARKETS PLC REGD V/R /PERP/ 4.87500000                                              | CUSIP: 05565QDV7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $993583.80    | 0.06%             | 2173-12-22      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL2499 4.5% 01/01/42     | FANNIE MAE POOL UMBS P#AL2499 4.50000000                                                       | CUSIP: 3138EJX52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10750 | PA      | $10742.43     | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R /PERP/          | BNP PARIBAS REGD V/R /PERP/ 144A P/P 7.75000000                                                | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      550000 | PA      | $579000.40    | 0.03%             | 2174-02-16      | Variable      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| DTE ELECTRIC CO 3.25% 04/01/51  | DTE ELECTRIC CO REGD SER B 3.25000000                                                          | CUSIP: 23338VAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $123138.43    | 0.01%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.125% 02/15/43    | UNITED STATES TREASURY BOND 3.12500000                                                         | CUSIP: 912810QZ4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      100000 | PA      | $79773.44     | 0.00%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CR 5.55% 11/20/30  | TOYOTA MOTOR CREDIT CORP REGD MTN 5.55000000                                                   | CUSIP: 89236TLE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $105925.41    | 0.01%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN 5.7% 09/15/53  | MARSH & MCLENNAN COS INC REGD 5.70000000                                                       | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24824.48     | 0.00%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY  4.5% 10/01/29  | CHENIERE ENERGY PARTNERS REGD 4.50000000                                                       | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       72000 | PA      | $71860.08     | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 01/05/35  | LLOYDS BANKING GROUP PLC REGD V/R 5.67900000                                                   | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $414734.10    | 0.03%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF 5.7% 05/15/54  | CON EDISON CO OF NY INC REGD 5.70000000                                                        | CUSIP: 209111GK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99033.59     | 0.01%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINI 4.456% 06/08/32  | TORONTO-DOMINION BANK REGD MTN 4.45600000                                                      | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $297348.88    | 0.02%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.375% 09/15/27    | UNITED STATES TREASURY NOTE 3.37500000                                                         | CUSIP: 91282CLL3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      860000 | PA      | $855951.95    | 0.05%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 2.5% 06/01/40  | COCA-COLA CO/THE REGD 2.50000000                                                               | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      240000 | PA      | $175761.03    | 0.01%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER 5.25% 11/08/42  | SOUTHERN COPPER CORP REGD 5.25000000                                                           | CUSIP: 84265VAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23476.21     | 0.00%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 2.5% 9/01/25      | FNMA 30YR TBA 2.5% 9/01/25     TO BE ANNOUNCED 2.50000000                                      | CUSIP: 01F022691<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3500000 | PA      | $2910063.42   | 0.18%             | 2055-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/TH 4.375% 10/15/28  | CIGNA GROUP/THE REGD SER WI 4.37500000                                                         | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      930000 | PA      | $934978.36    | 0.06%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 3.49% 05/15/27     | NISOURCE INC REGD 3.49000000                                                                   | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       75000 | PA      | $74239.29     | 0.00%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| GLOBAL PA 4.875% 03/17/31/EUR/  | GLOBAL PAYMENTS INC /EUR/ REGD 4.87500000                                                      | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      100000 | PA      | $122479.22    | 0.01%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FISERV INC 5.375% 08/21/28      | FISERV INC REGD 5.37500000                                                                     | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25793.80     | 0.00%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 3.625% 04/15/32  | AMERICAN HOMES 4 RENT REGD 3.62500000                                                          | CUSIP: 02666TAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23269.90     | 0.00%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CO 4.327% 03/19/50  | EXXON MOBIL CORPORATION REGD 4.32700000                                                        | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      185000 | PA      | $153393.12    | 0.01%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 5% 05/13/34    | COCA-COLA CO/THE REGD 5.00000000                                                               | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51667.63     | 0.00%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0496 3% 02/01/47       | FREDDIE MAC POOL UMBS P#SD0496 3.00000000                                                      | CUSIP: 3132DMRR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      254567 | PA      | $228990.38    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDI 5.9% 03/01/55  | SOUTHERN CAL EDISON REGD 5.90000000                                                            | CUSIP: 842400JH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      370000 | PA      | $354264.17    | 0.02%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.375% 08/15/43    | UNITED STATES TREASURY BOND 4.37500000                                                         | CUSIP: 912810TU2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      540000 | PA      | $510721.88    | 0.03%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLA 5.5% 04/04/53  | REPUBLIC OF POLAND REGD SER 30Y 5.50000000                                                     | CUSIP: 731011AW2<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |       50000 | PA      | $47105.63     | 0.00%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/23/31  | WELLS FARGO & COMPANY REGD V/R 5.15000000                                                      | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      480000 | PA      | $494359.47    | 0.03%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BAN 3.9% 07/12/47  | COMMONWEALTH BANK AUST REGD 144A P/P MTN 3.90000000                                            | CUSIP: 2027A0JN0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |        8000 | PA      | $6448.31      | 0.00%             | 2047-07-12      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| APA CORP 4.25% 01/15/30         | APA CORP REGD 144A P/P 4.25000000                                                              | CUSIP: 03743QAF5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      159000 | PA      | $153810.64    | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDING 2.528% 11/18/27  | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.52800000                                              | CUSIP: 05401AAR2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      953000 | PA      | $915079.64    | 0.06%             | 2027-11-18      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| BOYNE USA INC 4.75% 05/15/29    | BOYNE USA INC REGD 144A P/P 4.75000000                                                         | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $117901.52    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER &  5.7% 03/15/55  | FLORIDA POWER & LIGHT CO REGD 5.70000000                                                       | CUSIP: 341081GY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $230736.82    | 0.01%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNE 4.125% 12/01/27  | BUCKEYE PARTNERS LP REGD 4.12500000                                                            | CUSIP: 118230AR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $127967.16    | 0.01%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MCAS 2020-01 M10 V/R 03/25/50   | MULTIFAMILY CONNECTICUT AVENUE SECUR SER 2020-01 CL M10 V/R REGD 144A P/P 8.21287000           | CUSIP: 62548QAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1840006 | PA      | $1890052.58   | 0.11%             | 2050-03-25      | Variable      | 8.21%                 | Yes           |                  2 | On Loan: No      |
| HP ENTERPRISE C 5.25% 07/01/28  | HP ENTERPRISE CO REGD 5.25000000                                                               | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      248000 | PA      | $255251.03    | 0.02%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO V 5.381% 03/13/29  | BANCO BILBAO VIZCAYA ARG REGD 5.38100000                                                       | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $827665.36    | 0.05%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OPTN 2021-C A 2.18% 10/08/31    | OPORTUN ISSUANCE TRUST 2021-C SER 2021-C CL A REGD 144A P/P 2.18000000                         | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      976787 | PA      | $956826.06    | 0.06%             | 2031-10-08      | Fixed         | 2.18%                 | Yes           |                  2 | On Loan: No      |
| ASIAN DEVELOPM 4.375% 01/14/28  | ASIAN DEVELOPMENT BANK REGD MTN SER GMTN 4.37500000                                            | CUSIP: 045167GJ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |      100000 | PA      | $101689.53    | 0.01%             | 2028-01-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2463 3% 02/01/52       | FANNIE MAE POOL UMBS P#FS2463 3.00000000                                                       | CUSIP: 3140XHWZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1354507 | PA      | $1185735.22   | 0.07%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 3.25% 11/15/49       | INTEL CORP REGD 3.25000000                                                                     | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      735000 | PA      | $459411.20    | 0.03%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.85% 05/04/43        | APPLE INC REGD 3.85000000                                                                      | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41796.39     | 0.00%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINA 4.35% 02/25/50  | PRUDENTIAL FINANCIAL INC REGD MTN 4.35000000                                                   | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41062.18     | 0.00%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTER 5.35% 03/01/64  | HONEYWELL INTERNATIONAL REGD 5.35000000                                                        | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23307.79     | 0.00%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WAMU 2005-AR19 A V/R 12/25/45   | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005- SER 2005-AR19 CL A1B3 V/R REGD 5.13703000 | CUSIP: 92925CBE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      422930 | PA      | $425359.49    | 0.03%             | 2045-12-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.469% 04/15/34    | BROADCOM INC REGD 144A P/P 3.46900000                                                          | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89724.91     | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| BROWN & BROWN I 6.25% 06/23/55  | BROWN & BROWN INC REGD 6.25000000                                                              | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51249.29     | 0.00%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN 5.968% 03/04/54  | BROOKFIELD FINANCE INC REGD 5.96800000                                                         | CUSIP: 11271LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       50000 | PA      | $50171.12     | 0.00%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3305 3.5% 03/01/48     | FANNIE MAE POOL UMBS P#MA3305 3.50000000                                                       | CUSIP: 31418CU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       37036 | PA      | $34068.67     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5816 3.5% 03/20/49  | GINNIE MAE II POOL P#MA5816 3.50000000                                                         | CUSIP: 36179UN99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      187706 | PA      | $172462.50    | 0.01%             | 2049-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 2.355% 03/15/32  | VERIZON COMMUNICATIONS REGD 2.35500000                                                         | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $86821.67     | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC 6.625% 03/01/32   | TRANSDIGM INC REGD 144A P/P 6.62500000                                                         | CUSIP: 893647BV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $10310.19     | 0.00%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FGLMC P#G08849 5% 11/01/48      | FREDDIE MAC GOLD POOL P#G08849 5.00000000                                                      | CUSIP: 3128MJ5K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       45969 | PA      | $46262.19     | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC 3.5% 05/01/50  | CANADIAN PACIFIC RAILWAY REGD 3.50000000                                                       | CUSIP: 13648TAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       25000 | PA      | $17752.09     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAG 6.375% 07/15/32  | GRAPHIC PACKAGING INTERN REGD 144A P/P 6.37500000                                              | CUSIP: 38869AAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      170000 | PA      | $172974.66    | 0.01%             | 2032-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| VODAFONE GROUP  4.25% 09/17/50  | VODAFONE GROUP PLC REGD 4.25000000                                                             | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       25000 | PA      | $19515.37     | 0.00%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SE 2024-1A A 6.39% 04/22/30     | SERVICE EXPERTS ISSUER 2024-1 LLC SER 2024-1A CL A REGD 144A P/P 6.39000000                    | CUSIP: 81758FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1245562 | PA      | $1271355.29   | 0.08%             | 2035-11-20      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| US TREAS BDS 3% 08/15/48        | UNITED STATES TREASURY BOND 3.00000000                                                         | CUSIP: 912810SD1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2126300 | PA      | $1553112.65   | 0.09%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD 2.3% 03/08/27   | SANDS CHINA LTD REGD 2.30000000                                                                | CUSIP: 80007RAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |      200000 | PA      | $193768.26    | 0.01%             | 2027-03-08      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD5401 6% 04/01/54       | FREDDIE MAC POOL UMBS P#SD5401 6.00000000                                                      | CUSIP: 3132DTAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      255776 | PA      | $264166.32    | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN G 4.85% 01/15/27  | JEFFERIES FIN GROUP INC REGD 4.85000000                                                        | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50373.92     | 0.00%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08843 4.5% 10/01/48    | FREDDIE MAC GOLD POOL P#G08843 4.50000000                                                      | CUSIP: 3128MJ5D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      124665 | PA      | $122219.23    | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2863 3% 01/01/47       | FANNIE MAE POOL UMBS P#MA2863 3.00000000                                                       | CUSIP: 31418CFD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      109296 | PA      | $97678.08     | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSIO 3.75% 12/01/47  | AEP TRANSMISSION CO LLC REGD SER WI 3.75000000                                                 | CUSIP: 00115AAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $53100.50     | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSM 5.875% 06/01/29  | ALLISON TRANSMISSION INC REGD 144A P/P 5.87500000                                              | CUSIP: 019736AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      170000 | PA      | $171424.60    | 0.01%             | 2029-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FS8795 6% 08/01/54       | FANNIE MAE POOL UMBS P#FS8795 6.00000000                                                       | CUSIP: 3140XQXZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1461430 | PA      | $1494573.58   | 0.09%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 2.875% 05/12/41  | AMAZON.COM INC REGD 2.87500000                                                                 | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       50000 | PA      | $37533.80     | 0.00%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0205 5.5% 02/20/55  | GINNIE MAE II POOL P#MB0205 5.50000000                                                         | CUSIP: 3618N5GP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1176629 | PA      | $1186377.17   | 0.07%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC 5% 08/17/35          | ZOETIS INC REGD 5.00000000                                                                     | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      160000 | PA      | $159375.06    | 0.01%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 5% 03/15/34         | PROLOGIS LP REGD 5.00000000                                                                    | CUSIP: 74340XCJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25258.00     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC 4.875% 11/13/43     | METLIFE INC REGD 4.87500000                                                                    | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22901.85     | 0.00%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICAT 3% 11/20/60  | VERIZON COMMUNICATIONS REGD 3.00000000                                                         | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $58483.78     | 0.00%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 3.25% 01/31/33/GBP/  | UNITED KINGDOM GILT /GBP/ REGD REG S 3.25000000                                                | CUSIP: G4527HYX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     2635000 | PA      | $3294044.46   | 0.20%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 08/15/34    | UNITED STATES TREASURY NOTE 3.87500000                                                         | CUSIP: 91282CLF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1155000 | PA      | $1132238.38   | 0.07%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TARGET CORP 4.5% 09/15/32       | TARGET CORP REGD 4.50000000                                                                    | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50034.77     | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP 4.25% 11/01/66         | CSX CORP REGD 4.25000000                                                                       | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19052.20     | 0.00%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 10/15/26    | UNITED STATES TREASURY NOTE 4.62500000                                                         | CUSIP: 91282CJC6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1605000 | PA      | $1619075.10   | 0.10%             | 2026-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC 2.75% 06/01/31         | AT&T INC REGD SER * 2.75000000                                                                 | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      117000 | PA      | $107027.84    | 0.01%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL 4.9% 08/15/44  | PARAMOUNT GLOBAL REGD 4.90000000                                                               | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       34000 | PA      | $27256.04     | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNAT 6.95% 11/15/29  | EDISON INTERNATIONAL REGD 6.95000000                                                           | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      180000 | PA      | $191084.45    | 0.01%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 5.95% 03/15/34       | HUMANA INC REGD 5.95000000                                                                     | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26179.40     | 0.00%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VCC 2019-1 A V/R 05/25/26       | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2019-1 SER 2019-1 CL A V/R REGD 144A P/P 3.76000000     | CUSIP: 92257CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      614915 | PA      | $593390.92    | 0.04%             | 2049-03-25      | Variable      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 05/31/29      | UNITED STATES TREASURY NOTE 4.50000000                                                         | CUSIP: 91282CKT7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     5000000 | PA      | $5150878.90   | 0.31%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 2.05% 08/15/50     | ALPHABET INC REGD 2.05000000                                                                   | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $54679.66     | 0.00%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOOD 6.5% 02/09/40  | KRAFT HEINZ FOODS CO REGD SER WI 6.50000000                                                    | CUSIP: 50076QAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $26388.66     | 0.00%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINA 4.35% 04/05/42  | COREBRIDGE FINANCIAL INC REGD 4.35000000                                                       | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21057.49     | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-7 A1 V/R 10/25/66    | VERUS SECURITIZATION TRUST 2021-7 SER 2021-7 CL A1 V/R REGD 144A P/P 1.82900000                | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2199535 | PA      | $2012257.36   | 0.12%             | 2066-10-25      | Variable      | 1.83%                 | Yes           |                  2 | On Loan: No      |
| F/C US 2YR NOTE (CBT) DEC25     | FUTURE CONTRACT ON           US 2YR NOTE (CBT) DEC25 0.00000000                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         788 | NC      | $164328780.85 | 9.93%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREAS BDS 3.75% 11/15/43     | UNITED STATES TREASURY BOND 3.75000000                                                         | CUSIP: 912810RD2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    10310000 | PA      | $8929023.85   | 0.54%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WALMART INC 4.1% 04/15/33       | WALMART INC REGD 4.10000000                                                                    | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98300.81     | 0.01%             | 2033-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS 4.45% 06/01/28  | GLOBAL PAYMENTS INC REGD 4.45000000                                                            | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      176000 | PA      | $176451.51    | 0.01%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO 4% 11/15/29     | WEYERHAEUSER CO REGD 4.00000000                                                                | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24718.03     | 0.00%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETRO 6.2% 03/15/40  | OCCIDENTAL PETROLEUM COR REGD 6.20000000                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24711.24     | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC 2.7% 12/15/51        | ECOLAB INC REGD 2.70000000                                                                     | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |       25000 | PA      | $15302.88     | 0.00%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0360 2.5% 05/20/55  | GINNIE MAE II POOL P#MB0360 2.50000000                                                         | CUSIP: 3618N5MJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1174885 | PA      | $1002738.75   | 0.06%             | 2055-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8345 3.5% 10/20/52  | GINNIE MAE II POOL P#MA8345 3.50000000                                                         | CUSIP: 36179XHW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3043814 | PA      | $2778734.20   | 0.17%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLOR 6.2% 11/15/53  | DUKE ENERGY FLORIDA LLC REGD 6.20000000                                                        | CUSIP: 26444HAR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $371988.98    | 0.02%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC  3.375% 08/31/27  | PRIME SECSRVC BRW/FINANC REGD 144A P/P 3.37500000                                              | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | PA      | $135751.04    | 0.01%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| FIBERCOP  1.625% 01/18/29/EUR/  | FIBERCOP SPA /EUR/ REGD EMTN 1.62500000                                                        | CUSIP: T7S98WAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      370000 | PA      | $406840.38    | 0.02%             | 2029-01-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP 1.45% 12/15/30    | ALLSTATE CORP REGD 1.45000000                                                                  | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21531.42     | 0.00%             | 2030-12-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 3.375% 02/15/30    | CENTENE CORP REGD SER WI 3.37500000                                                            | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45592.85     | 0.00%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/07/30  | BANK OF AMERICA CORP REGD V/R MTN 3.97400000                                                   | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      659000 | PA      | $653478.13    | 0.04%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK V/R 03/14/46  | COMMONWEALTH BANK AUST REGD V/R 144A P/P 5.92900000                                            | CUSIP: 202712BX2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     1945000 | PA      | $1971584.03   | 0.12%             | 2046-03-14      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| COTERRA ENERGY I 3.9% 05/15/27  | COTERRA ENERGY INC REGD SER WI 3.90000000                                                      | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      950000 | PA      | $943964.56    | 0.06%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4513 3% 01/01/52       | FANNIE MAE POOL UMBS P#MA4513 3.00000000                                                       | CUSIP: 31418EAP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7648804 | PA      | $6645617.00   | 0.40%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 5.9% 02/10/63        | INTEL CORP REGD 5.90000000                                                                     | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       64000 | PA      | $59217.16     | 0.00%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G07784 4% 07/01/44      | FREDDIE MAC GOLD POOL P#G07784 4.00000000                                                      | CUSIP: 3128M96V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37827 | PA      | $36609.96     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COM 2.75% 09/01/49  | WALT DISNEY COMPANY/THE REGD 2.75000000                                                        | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |       50000 | PA      | $31235.70     | 0.00%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDC 6.625% 04/01/32  | WRANGLER HOLDCO CORP REGD 144A P/P 6.62500000                                                  | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      285000 | PA      | $297266.97    | 0.02%             | 2032-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ASTRAZENECA PLC 3% 05/28/51     | ASTRAZENECA PLC REGD 3.00000000                                                                | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |       25000 | PA      | $16648.94     | 0.00%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3983 5.5% 09/01/53     | FREDDIE MAC POOL UMBS P#SD3983 5.50000000                                                      | CUSIP: 3132E0M82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16571536 | PA      | $16768395.53  | 1.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6089 3% 08/20/49    | GINNIE MAE II POOL P#MA6089 3.00000000                                                         | CUSIP: 36179UXS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      602015 | PA      | $536412.28    | 0.03%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN  2.8% 06/15/50  | LOCKHEED MARTIN CORP REGD 2.80000000                                                           | CUSIP: 539830BQ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       25000 | PA      | $15607.95     | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB C 2.9% 03/03/32  | CHARLES SCHWAB CORP REGD 2.90000000                                                            | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22670.90     | 0.00%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EQS 2024-1C A 6.05% 01/20/30    | CROCKETT PARTNERS EQUIPMENT CO IIA LLC SER 2024-1C CL A REGD 144A P/P 6.05000000               | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1284848 | PA      | $1304457.72   | 0.08%             | 2031-01-20      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| NORTHROP GRUMMA 3.25% 01/15/28  | NORTHROP GRUMMAN CORP REGD 3.25000000                                                          | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      600000 | PA      | $589372.10    | 0.04%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  6.15% 07/15/35  | GENERAL MOTORS FINL CO REGD 6.15000000                                                         | CUSIP: 37045XFK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51372.90     | 0.00%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GATX CORP 3.5% 06/01/32         | GATX CORP REGD 3.50000000                                                                      | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23031.42     | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPIT 1.7% 01/11/27  | JOHN DEERE CAPITAL CORP REGD MTN 1.70000000                                                    | CUSIP: 24422EWA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $97181.64     | 0.01%             | 2027-01-11      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR 5.75% 07/15/27  | AVIS BUDGET CAR/FINANCE REGD 144A P/P 5.75000000                                               | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      213000 | PA      | $212288.64    | 0.01%             | 2027-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BAYTEX ENERGY CO 8.5% 04/30/30  | BAYTEX ENERGY CORP REGD 144A P/P 8.50000000                                                    | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |      175000 | PA      | $178785.25    | 0.01%             | 2030-04-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| CISCO SYSTEMS IN 5.9% 02/15/39  | CISCO SYSTEMS INC REGD 5.90000000                                                              | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53864.47     | 0.00%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| OPTN 2025-C B 4.93% 09/01/27    | OPORTUN ISSUANCE TRUST 2025-C SER 2025-C CL B REGD 144A P/P 4.93000000                         | CUSIP: 68378RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3009553.20   | 0.18%             | 2033-07-08      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL S 2.55% 01/22/30  | PNC FINANCIAL SERVICES REGD 2.55000000                                                         | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46757.85     | 0.00%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS5138 3% 06/01/30       | FANNIE MAE POOL UMBS P#AS5138 3.00000000                                                       | CUSIP: 3138WEV89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       67540 | PA      | $66252.65     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV V/R 12/13/29   | ABN AMRO BANK NV REGD V/R 144A P/P 2.47000000                                                  | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $755626.00    | 0.05%             | 2029-12-13      | Variable      | 2.47%                 | Yes           |                  2 | On Loan: No      |
| MCDONALD'S CORP 4.7% 12/09/35   | MCDONALD'S CORP REGD MTN 4.70000000                                                            | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24622.28     | 0.00%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R4 A1A V/R 05/01/61    | CIM TRUST 2021-R4 SER 2021-R4 CL A1A V/R REGD 144A P/P 2.00000000                              | CUSIP: 12598HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      826284 | PA      | $767196.48    | 0.05%             | 2061-05-01      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| US TREAS BDS 4.25% 08/15/54     | UNITED STATES TREASURY BOND 4.25000000                                                         | CUSIP: 912810UC0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2961000 | PA      | $2651656.45   | 0.16%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 2.7% 06/03/60    | AMAZON.COM INC REGD 2.70000000                                                                 | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       50000 | PA      | $28627.54     | 0.00%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODU 4.8% 02/01/49  | ENTERPRISE PRODUCTS OPER REGD 4.80000000                                                       | CUSIP: 29379VBU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $43276.73     | 0.00%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 2.5% 02/01/31  | PACIFIC GAS & ELECTRIC REGD 2.50000000                                                         | CUSIP: 694308JG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       89000 | PA      | $78927.31     | 0.00%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHER 2.55% 11/01/29  | NORFOLK SOUTHERN CORP REGD 2.55000000                                                          | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |       46000 | PA      | $43286.83     | 0.00%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#AA2953 5% 04/01/39       | FANNIE MAE POOL UMBS P#AA2953 5.00000000                                                       | CUSIP: 31416LH74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3585 | PA      | $3653.59      | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 4.049% 11/01/52    | COMCAST CORP REGD SER WI 4.04900000                                                            | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1051000 | PA      | $784136.89    | 0.05%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC D 2.7% 11/15/51  | ONCOR ELECTRIC DELIVERY REGD 2.70000000                                                        | CUSIP: 68233JCD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $14824.75     | 0.00%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G05665 6% 10/01/38      | FREDDIE MAC GOLD POOL P#G05665 6.00000000                                                      | CUSIP: 3128M7TW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8008 | PA      | $8445.73      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8212 2.5% 05/01/52     | FREDDIE MAC POOL UMBS P#SD8212 2.50000000                                                      | CUSIP: 3132DWDR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2179328 | PA      | $1814271.56   | 0.11%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY G 3.8% 07/15/50  | SIMON PROPERTY GROUP LP REGD 3.80000000                                                        | CUSIP: 828807DJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $18607.13     | 0.00%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  2.35% 02/26/27  | GENERAL MOTORS FINL CO REGD 2.35000000                                                         | CUSIP: 37045XDR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $97166.41     | 0.01%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 4.5% 02/09/27    | ELI LILLY & CO REGD 4.50000000                                                                 | CUSIP: 532457CJ5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100858.41    | 0.01%             | 2027-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONA 3.05% 01/15/30  | LINCOLN NATIONAL CORP REGD 3.05000000                                                          | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23810.18     | 0.00%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD 3.95% 05/13/50      | NUTRIEN LTD REGD 3.95000000                                                                    | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $18766.70     | 0.00%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.25% 11/01/39     | COMCAST CORP REGD 3.25000000                                                                   | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       20000 | PA      | $15748.89     | 0.00%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 3.4% 03/01/27   | CIGNA GROUP/THE REGD SER * 3.40000000                                                          | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98958.83     | 0.01%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS  4.75% 08/15/34  | META PLATFORMS INC REGD 4.75000000                                                             | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      450000 | PA      | $452237.98    | 0.03%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMI 6.25% 04/15/32  | GENESEE & WYOMING INC REGD 144A P/P 6.25000000                                                 | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |      145000 | PA      | $147622.18    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA7989 3.5% 04/20/52  | GINNIE MAE II POOL P#MA7989 3.50000000                                                         | CUSIP: 36179W2W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2848744 | PA      | $2610773.87   | 0.16%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHMS K146 A2 2.92% 06/25/32     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K146 CL A2 2.92000000         | CUSIP: 3137H7ZB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $460651.50    | 0.03%             | 2032-06-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| UMBS P#AE0212 5.5% 12/01/27     | FANNIE MAE POOL UMBS P#AE0212 5.50000000                                                       | CUSIP: 31419AGW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5211 | PA      | $5243.98      | 0.00%             | 2027-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE  5.25% 08/16/28  | OTIS WORLDWIDE CORP REGD 5.25000000                                                            | CUSIP: 68902VAP2<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |       29000 | PA      | $29904.30     | 0.00%             | 2028-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM1628 3.5% 09/01/33     | FANNIE MAE POOL UMBS P#FM1628 3.50000000                                                       | CUSIP: 3140X4Y26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      142958 | PA      | $141157.95    | 0.01%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP  3.2% 04/01/32  | KIMCO REALTY OP LLC REGD 3.20000000                                                            | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22886.34     | 0.00%             | 2032-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL 3.95% 01/15/28  | ALEXANDRIA REAL ESTATE E REGD 3.95000000                                                       | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24843.60     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4379 2.5% 07/01/51     | FANNIE MAE POOL UMBS P#MA4379 2.50000000                                                       | CUSIP: 31418D2M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2459271 | PA      | $2057784.62   | 0.12%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GSMBS 2025-SL1 A V/R 11/25/67   | GS MORTGAGE-BACKED SECURITIES TRUST 2025-SL1 SER 2025-SL1 CL A1 V/R REGD 144A P/P 5.84700000   | CUSIP: 362960AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2601607 | PA      | $2630089.08   | 0.16%             | 2067-11-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA6997 3.5% 11/20/50  | GINNIE MAE II POOL P#MA6997 3.50000000                                                         | CUSIP: 36179VX21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      358430 | PA      | $328994.21    | 0.02%             | 2050-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 01/29/31  | PNC FINANCIAL SERVICES REGD V/R 5.22200000                                                     | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103337.17    | 0.01%             | 2031-01-29      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 5.85% 12/15/27   | AIR LEASE CORP REGD 5.85000000                                                                 | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25893.60     | 0.00%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 10/15/30  | JPMORGAN CHASE & CO REGD V/R 2.73900000                                                        | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1330000 | PA      | $1252803.41   | 0.08%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATI 4.45% 03/15/48  | SYSCO CORPORATION REGD 4.45000000                                                              | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20800.44     | 0.00%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 5.55% 02/16/55  | ENTERPRISE PRODUCTS OPER REGD 5.55000000                                                       | CUSIP: 29379VCH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      670000 | PA      | $640277.42    | 0.04%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 5.125% 10/01/34     | AKER BP ASA REGD 144A P/P 5.12500000                                                           | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     1340000 | PA      | $1300311.20   | 0.08%             | 2034-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC 2.95% 11/21/26       | ABBVIE INC REGD SER WI 2.95000000                                                              | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      300000 | PA      | $296126.87    | 0.02%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPI 4.55% 06/05/30  | JOHN DEERE CAPITAL CORP REGD MTN SER I 4.55000000                                              | CUSIP: 24422EYE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $101582.94    | 0.01%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CO 6% 06/14/30  | LAS VEGAS SANDS CORP REGD 6.00000000                                                           | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      705000 | PA      | $735867.07    | 0.04%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 5% 05/15/37        | UNITED STATES TREASURY BOND 5.00000000                                                         | CUSIP: 912810PU6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1520000 | PA      | $1615296.87   | 0.10%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMEN 2.5% 11/02/27  | ASIAN DEVELOPMENT BANK REGD MTN SER GMTN 2.50000000                                            | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |      200000 | PA      | $195199.93    | 0.01%             | 2027-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHI 2.55% 01/27/32  | REPUBLIC OF CHILE REGD 2.55000000                                                              | CUSIP: 168863DN5<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |       45000 | PA      | $40069.35     | 0.00%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WO 3.144% 11/01/45  | DALLAS-FORT WORTH TX INTERNATI REGD N/C B/E 3.14400000                                         | CUSIP: 2350364X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       40000 | PA      | $29887.99     | 0.00%             | 2045-11-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| F/C US 5YR NOTE (CBT) DEC25     | FUTURE CONTRACT ON           US 5YR NOTE (CBT) DEC25 0.00000000                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         562 | NC      | $61521437.50  | 3.72%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA V/R 04/01/56             | SEMPRA REGD V/R 6.37500000                                                                     | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       61000 | PA      | $61619.98     | 0.00%             | 2056-04-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#AE1201 3.5% 11/01/25     | FANNIE MAE POOL UMBS P#AE1201 3.50000000                                                       | CUSIP: 31419BKP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         156 | PA      | $155.27       | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 4.75% 03/01/44     | COMCAST CORP REGD 4.75000000                                                                   | CUSIP: 20030NBK6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       27000 | PA      | $23852.63     | 0.00%             | 2044-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANC V/R 10/01/50  | PRUDENTIAL FINANCIAL INC REGD V/R 3.70000000                                                   | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      600000 | PA      | $555097.32    | 0.03%             | 2050-10-01      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 4.2% 02/22/52         | AMGEN INC REGD 4.20000000                                                                      | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       69000 | PA      | $53837.45     | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4838 4% 11/20/47    | GINNIE MAE II POOL P#MA4838 4.00000000                                                         | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       69225 | PA      | $65654.79     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA1711 4.5% 05/01/48     | FANNIE MAE POOL UMBS P#CA1711 4.50000000                                                       | CUSIP: 3140Q83V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      144666 | PA      | $141412.22    | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST  6.561% 12/15/40  | NEW JERSEY ST TRANSPRTN TRUST REGD N/C B/E 6.56100000                                          | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |       85000 | PA      | $94000.75     | 0.01%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.85% 06/01/60         | AT&T INC REGD 3.85000000                                                                       | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       18000 | PA      | $12386.93     | 0.00%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8492 6% 12/20/52    | GINNIE MAE II POOL P#MA8492 6.00000000                                                         | CUSIP: 36179XNH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      320095 | PA      | $329092.23    | 0.02%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5533 4% 11/01/39       | FANNIE MAE POOL UMBS P#MA5533 4.00000000                                                       | CUSIP: 31418FEF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      209382 | PA      | $205744.12    | 0.01%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMA 4.75% 06/01/43  | NORTHROP GRUMMAN CORP REGD 4.75000000                                                          | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |       64000 | PA      | $57733.08     | 0.00%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIE 4.5% 12/01/28  | BOSTON PROPERTIES LP REGD 4.50000000                                                           | CUSIP: 10112RBA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25019.62     | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 02/24/43  | GOLDMAN SACHS GROUP INC REGD V/R 3.43600000                                                    | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      300000 | PA      | $229728.56    | 0.01%             | 2043-02-24      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| KEYCORP V/R 03/06/35            | KEYCORP REGD V/R 6.40100000                                                                    | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      366000 | PA      | $393241.23    | 0.02%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST 5.875% 10/01/41   | CALIFORNIA ST REGD OID B/E 5.87500000                                                          | CUSIP: 13063D7G7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      150000 | PA      | $155805.84    | 0.01%             | 2041-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  5.8% 04/01/30  | HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.80000000                                               | CUSIP: 44891ACE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      750000 | PA      | $785743.01    | 0.05%             | 2030-04-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| LOCKHEED MARTIN 4.09% 09/15/52  | LOCKHEED MARTIN CORP REGD SER WI 4.09000000                                                    | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       50000 | PA      | $39142.88     | 0.00%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV8515 3% 05/01/52       | FANNIE MAE POOL UMBS P#BV8515 3.00000000                                                       | CUSIP: 3140MNN93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2032076 | PA      | $1763252.31   | 0.11%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS 6.5% 02/01/39    | CONOCOPHILLIPS REGD 6.50000000                                                                 | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |       25000 | PA      | $27903.30     | 0.00%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSO 3.7% 03/01/46  | JOHNSON & JOHNSON REGD 3.70000000                                                              | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       50000 | PA      | $40048.59     | 0.00%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| METLIFE INC 4.05% 03/01/45      | METLIFE INC REGD 4.05000000                                                                    | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20383.88     | 0.00%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOT V/R 05/04/37  | BANK OF NOVA SCOTIA REGD V/R 4.58800000                                                        | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      180000 | PA      | $172733.43    | 0.01%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA  3.75% 01/15/31  | SUZANO AUSTRIA GMBH REGD 3.75000000                                                            | CUSIP: 86964WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |       50000 | PA      | $46987.96     | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08741 3% 01/01/47      | FREDDIE MAC GOLD POOL P#G08741 3.00000000                                                      | CUSIP: 3128MJZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      361745 | PA      | $323653.27    | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.125% 02/13/31  | PHILIP MORRIS INTL INC REGD 5.12500000                                                         | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41336.36     | 0.00%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 3.4% 08/01/51      | ENBRIDGE INC REGD 3.40000000                                                                   | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $33111.55     | 0.00%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NBLY 2023-1A  7.308% 01/30/28   | NEIGHBORLY ISSUER 2023-1 SER 2023-1A CL A2 REGD 144A P/P 7.30800000                            | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2193750 | PA      | $2250139.03   | 0.14%             | 2053-01-30      | Fixed         | 7.31%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#AS8392 2.5% 11/01/31     | FANNIE MAE POOL UMBS P#AS8392 2.50000000                                                       | CUSIP: 3138WJKE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      137304 | PA      | $132513.63    | 0.01%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH COR 2.125% 09/15/31  | CVS HEALTH CORP REGD 2.12500000                                                                | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      394000 | PA      | $340148.40    | 0.02%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G16728 2.5% 11/01/31    | FREDDIE MAC GOLD POOL P#G16728 2.50000000                                                      | CUSIP: 3128MFVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      179741 | PA      | $174217.04    | 0.01%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.8% 03/15/27        | ABBVIE INC REGD 4.80000000                                                                     | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101059.02    | 0.01%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS  6.625% 09/15/29  | NEWELL BRANDS INC REGD 6.62500000                                                              | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      340000 | PA      | $342244.68    | 0.02%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITY OF HOPE/T 5.623% 11/15/43  | CITY OF HOPE/THE REGD SER 2013 5.62300000                                                      | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97485.69     | 0.01%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 07/21/36  | PNC FINANCIAL SERVICES REGD V/R 5.37300000                                                     | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      160000 | PA      | $162581.06    | 0.01%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2806 3% 11/01/46       | FANNIE MAE POOL UMBS P#MA2806 3.00000000                                                       | CUSIP: 31418CDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      192153 | PA      | $171777.38    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER  5.086% 08/10/33  | THERMO FISHER SCIENTIFIC REGD 5.08600000                                                       | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205810.58    | 0.01%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA3633 3.5% 06/01/49     | FANNIE MAE POOL UMBS P#CA3633 3.50000000                                                       | CUSIP: 3140QBBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      129649 | PA      | $119981.08    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINA 3.65% 04/05/27  | COREBRIDGE FINANCIAL INC REGD 3.65000000                                                       | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49552.26     | 0.00%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A97420 4% 03/01/41      | FREDDIE MAC GOLD POOL P#A97420 4.00000000                                                      | CUSIP: 312946G59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       91328 | PA      | $89132.80     | 0.01%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 4.875% 06/15/28     | PROLOGIS LP REGD 4.87500000                                                                    | CUSIP: 74340XCG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25572.67     | 0.00%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANC 5.5% 03/15/53  | PRINCIPAL FINANCIAL GRP REGD 5.50000000                                                        | CUSIP: 74251VAU6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24033.92     | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC 4% 06/15/29       | SYNAPTICS INC REGD 144A P/P 4.00000000                                                         | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |      105000 | PA      | $100316.99    | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CLOUD SOFTWARE  8.25% 06/30/32  | CLOUD SOFTWARE GRP INC REGD 144A P/P 8.25000000                                                | CUSIP: 18912UAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      750000 | PA      | $802432.50    | 0.05%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OP 6.15% 11/10/26  | CHARTER COMM OPT LLC/CAP REGD 6.15000000                                                       | CUSIP: 161175CM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $101545.83    | 0.01%             | 2026-11-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.55% 02/15/28  | ENERGY TRANSFER LP REGD 5.55000000                                                             | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       76000 | PA      | $78266.02     | 0.00%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FNR 2020-57 NI 2.5% 08/25/50    | FANNIE MAE REMICS SER 2020-57 CL NI 2.50000000                                                 | CUSIP: 3136BBEL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3945312 | PA      | $670461.56    | 0.04%             | 2050-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 5.1% 02/09/64    | ELI LILLY & CO REGD 5.10000000                                                                 | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      475000 | PA      | $433313.92    | 0.03%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK F 4.65% 10/12/30  | DAIMLER TRUCK FINAN NA REGD 144A P/P 4.65000000                                                | CUSIP: 233853BH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      750000 | PA      | $751410.14    | 0.05%             | 2030-10-12      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FS1598 2% 04/01/52       | FANNIE MAE POOL UMBS P#FS1598 2.00000000                                                       | CUSIP: 3140XGX46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2279774 | PA      | $1820535.39   | 0.11%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CO 4% 06/14/49  | PARKER-HANNIFIN CORP REGD 4.00000000                                                           | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19716.11     | 0.00%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO 5.15% 02/15/34  | DOW CHEMICAL CO/THE REGD 5.15000000                                                            | CUSIP: 260543DJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24864.78     | 0.00%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA 6.574% 07/01/45  | LOS ANGELES CA DEPT WTR & PWR REGD N/C B/E 6.57400000                                          | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |      205000 | PA      | $214665.42    | 0.01%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFI 5.125% 06/23/51  | OFFICE CHERIFIEN DES PHO REGD 144A P/P 5.12500000                                              | CUSIP: 67091TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | MA        |      400000 | PA      | $316998.00    | 0.02%             | 2051-06-23      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA7255 2.5% 03/20/51  | GINNIE MAE II POOL P#MA7255 2.50000000                                                         | CUSIP: 36179WBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      427357 | PA      | $365103.58    | 0.02%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 05/16/29       | BARCLAYS PLC REGD V/R MTN 4.97200000                                                           | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      820000 | PA      | $832241.79    | 0.05%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS &  4.85% 02/08/34  | AIR PRODUCTS & CHEMICALS REGD 4.85000000                                                       | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25144.92     | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS  6.875% 11/21/36  | VALE OVERSEAS LIMITED REGD 6.87500000                                                          | CUSIP: 91911TAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |       25000 | PA      | $27564.00     | 0.00%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV  7.96% 02/13/38  | BENIN INTL GOV BOND REGD 144A P/P 7.96000000                                                   | CUSIP: 08205QAA6<br>LEI: N/A                  | Long             | DBT              | USGA              | BJ        |      200000 | PA      | $197722.56    | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| WR GRACE HOLDI 4.875% 06/15/27  | WR GRACE HOLDING LLC REGD 144A P/P 4.87500000                                                  | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      115000 | PA      | $114271.21    | 0.01%             | 2027-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PERMIAN RESOURC 6.25% 02/01/33  | PERMIAN RESOURC OPTG LLC REGD 144A P/P 6.25000000                                              | CUSIP: 71424VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | PA      | $142705.64    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| WI TREASURY 3.125% 08/31/2027   | UNITED STATES TREASURY NOTE 3.12500000                                                         | CUSIP: 91282CFH9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2160000 | PA      | $2139285.95   | 0.13%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLD 3.1% 12/01/51  | APTIV SWISS HOLDINGS LTD REGD 3.10000000                                                       | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |       25000 | PA      | $15055.04     | 0.00%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENER 5.45% 03/01/28  | EVERSOURCE ENERGY REGD 5.45000000                                                              | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      128000 | PA      | $131718.58    | 0.01%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOO 5.5% 01/15/36  | JBS USA HOLD/FOOD GRP/CO REGD 144A P/P 5.50000000                                              | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      750000 | PA      | $752997.81    | 0.05%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BUNDT 2024-1A  6.75% 07/30/31   | NBC FUNDING LLC SER 2024-1A CL A2 REGD 144A P/P 6.75000000                                     | CUSIP: 62878YAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2323325 | PA      | $2379754.38   | 0.14%             | 2054-07-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GR 3.25% 05/15/51  | UNITEDHEALTH GROUP INC REGD 3.25000000                                                         | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      224000 | PA      | $146493.43    | 0.01%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4562 2% 03/01/52       | FANNIE MAE POOL UMBS P#MA4562 2.00000000                                                       | CUSIP: 31418EB82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      537662 | PA      | $429677.40    | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN 4.07% 12/15/42  | LOCKHEED MARTIN CORP REGD 4.07000000                                                           | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42035.23     | 0.00%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| CAFL 2025-RRTL1  V/R 11/30/27   | CAFL 2025-RRTL1 ISSUER LP SER 2025-RRTL1 CL A1 V/R REGD 144A P/P 5.68400000                    | CUSIP: 124760AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1200000 | PA      | $1210823.52   | 0.07%             | 2040-05-28      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| PROCTER & GAMBL 3.95% 01/26/28  | PROCTER & GAMBLE CO/THE REGD 3.95000000                                                        | CUSIP: 742718FZ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100620.20    | 0.01%             | 2028-01-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FGLMC P#H00790 5.5% 05/01/37    | FREDDIE MAC GOLD POOL P#H00790 5.50000000                                                      | CUSIP: 3128MS2X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15076 | PA      | $15145.99     | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 3.557% 08/15/27  | BAT CAPITAL CORP REGD 3.55700000                                                               | CUSIP: 05526DBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      224000 | PA      | $221125.62    | 0.01%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| PROG 2022-SFR1 4.88% 02/17/29   | PROGRESS RESIDENTIAL 2022-SFR1 TRUST SER 2022-SFR1 CL F REGD 144A P/P 4.88000000               | CUSIP: 74333YAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2434759.75   | 0.15%             | 2041-02-17      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ALABAMA POWER CO 3.7% 12/01/47  | ALABAMA POWER CO REGD SER B 3.70000000                                                         | CUSIP: 010392FR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       64000 | PA      | $48572.46     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MSCR 2021-MN1 M2 V/R 01/25/51   | FREDDIE MAC MSCR TRUST MN1 SER 2021-MN1 CL M2 V/R 144A P/P 8.09839000                          | CUSIP: 35563FAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2069121.40   | 0.13%             | 2051-01-25      | Variable      | 8.10%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN INVESTM 4.5% 03/14/30  | EUROPEAN INVESTMENT BANK REGD 4.50000000                                                       | CUSIP: 298785KG0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $206698.85    | 0.01%             | 2030-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINE 8.5% 05/15/29  | AMERICAN AIRLINES INC REGD 144A P/P 8.50000000                                                 | CUSIP: 023771T40<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $262142.75    | 0.02%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ZOETIS INC 3.95% 09/12/47       | ZOETIS INC REGD 3.95000000                                                                     | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19726.72     | 0.00%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN 4.15% 06/15/53  | LOCKHEED MARTIN CORP REGD 4.15000000                                                           | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       24000 | PA      | $18860.33     | 0.00%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC 2.45% 03/01/27   | S&P GLOBAL INC REGD 2.45000000                                                                 | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48845.78     | 0.00%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NEWS CORP 5.125% 02/15/32       | NEWS CORP REGD 144A P/P 5.12500000                                                             | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      335000 | PA      | $331377.34    | 0.02%             | 2032-02-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| LAMAR MEDIA CORP 4% 02/15/30    | LAMAR MEDIA CORP REGD 4.00000000                                                               | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | PA      | $152229.58    | 0.01%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP 5.6% 03/23/34    | SOLVENTUM CORP REGD 5.60000000                                                                 | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |      590000 | PA      | $612394.54    | 0.04%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFI 4.7% 03/01/49  | BOSTON SCIENTIFIC CORP REGD 4.70000000                                                         | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22197.58     | 0.00%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67714 4% 07/01/48      | FREDDIE MAC GOLD POOL P#G67714 4.00000000                                                      | CUSIP: 3132XCSB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       59144 | PA      | $56489.98     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTA 4.25% 09/21/48  | INTERCONTINENTALEXCHANGE REGD 4.25000000                                                       | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20609.38     | 0.00%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS  3.875% 06/01/29  | LITHIA MOTORS INC REGD 144A P/P 3.87500000                                                     | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       95000 | PA      | $91145.75     | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP 4.125% 03/01/27         | MPLX LP REGD 4.12500000                                                                        | CUSIP: 55336VAK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99824.10     | 0.01%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH I 3.5% 06/01/30  | ANHEUSER-BUSCH INBEV WOR REGD 3.50000000                                                       | CUSIP: 035240AV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      260000 | PA      | $252971.59    | 0.02%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON V/R 04/26/34  | BANK OF NY MELLON CORP REGD V/R MTN SER J 4.96700000                                           | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50488.01     | 0.00%             | 2034-04-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1949 5.5% 12/01/52     | FREDDIE MAC POOL UMBS P#SD1949 5.50000000                                                      | CUSIP: 3132DPEW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      320842 | PA      | $327002.69    | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GAM 2022-FRR3 BK ZCP 11/27/49   | GAM RE-REMIC TRUST 2022-FRR3 SER 2022-FRR3 CL BK61 ZCP REGD 144A P/P 0.00000000                | CUSIP: 36459DAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1844386.10   | 0.11%             | 2049-11-27      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER  5.3% 04/01/44  | ENERGY TRANSFER LP REGD SER 30YR 5.30000000                                                    | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      340000 | PA      | $304849.70    | 0.02%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUA S/UP 07/31/35  | REPUBLIC OF ECUADOR REGD S/UP 144A P/P 6.90000000                                              | CUSIP: 27927IAF0<br>LEI: N/A                  | Long             | DBT              | USGA              | EC        |      100000 | PA      | $75627.00     | 0.00%             | 2035-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#888412 7% 04/01/37       | FANNIE MAE POOL UMBS P#888412 7.00000000                                                       | CUSIP: 31410GAM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6465 | PA      | $6606.72      | 0.00%             | 2037-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD 5.95% 02/15/29    | AIRCASTLE LTD REGD 144A P/P 5.95000000                                                         | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1382777.17   | 0.08%             | 2029-02-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| GNMA II 30YR TBA 6.5% SEP 25    | GNMA II 30YR TBA 6.5% SEP 25   TO BE ANNOUNCED 6.50000000                                      | CUSIP: 21H062693<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4575000 | PA      | $4707312.34   | 0.28%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4% 11/15/47         | ORACLE CORP REGD 4.00000000                                                                    | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       91000 | PA      | $68825.71     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMA 5.25% 05/01/50  | NORTHROP GRUMMAN CORP REGD 5.25000000                                                          | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      280000 | PA      | $261427.52    | 0.02%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 2.25% 04/15/30      | PROLOGIS LP REGD 2.25000000                                                                    | CUSIP: 74340XBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      147000 | PA      | $135192.91    | 0.01%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN  7% 02/15/30  | CAESARS ENTERTAIN INC REGD 144A P/P 7.00000000                                                 | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       90000 | PA      | $93115.35     | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BHP BILLITON FIN 5.5% 09/08/53  | BHP BILLITON FIN USA LTD REGD 5.50000000                                                       | CUSIP: 055451BF4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       25000 | PA      | $24748.16     | 0.00%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEGNA INC 5% 09/15/29           | TEGNA INC REGD 5.00000000                                                                      | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      140000 | PA      | $140232.54    | 0.01%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 2.45% 06/24/50   | MERCK & CO INC REGD 2.45000000                                                                 | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       50000 | PA      | $28946.46     | 0.00%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9604 5% 04/20/54    | GINNIE MAE II POOL P#MA9604 5.00000000                                                         | CUSIP: 36179YU51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3198646 | PA      | $3169850.48   | 0.19%             | 2054-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & C 4.15% 01/24/29  | WELLS FARGO & COMPANY REGD MTN 4.15000000                                                      | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      490000 | PA      | $489756.12    | 0.03%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL 2.1% 06/15/30  | INTERCONTINENTALEXCHANGE REGD 2.10000000                                                       | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       13000 | PA      | $11813.87     | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4389 1.5% 07/01/31     | FANNIE MAE POOL UMBS P#MA4389 1.50000000                                                       | CUSIP: 31418D2X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      343588 | PA      | $323157.10    | 0.02%             | 2031-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FIN 3.75% 03/09/27  | CAPITAL ONE FINANCIAL CO REGD 3.75000000                                                       | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99410.68     | 0.01%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STOR 5.7% 04/01/28  | EXTRA SPACE STORAGE LP REGD 5.70000000                                                         | CUSIP: 30225VAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      106000 | PA      | $109583.41    | 0.01%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLA 5.5% 11/16/27  | REPUBLIC OF POLAND REGD SER 5Y 5.50000000                                                      | CUSIP: 857524AD4<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |       50000 | PA      | $51755.42     | 0.00%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP 4.625% 03/15/46    | STRYKER CORP REGD 4.62500000                                                                   | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22160.76     | 0.00%             | 2046-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KROGER CO 3.875% 10/15/46       | KROGER CO REGD 3.87500000                                                                      | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19026.99     | 0.00%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL 3.8% 09/18/29  | NOVARTIS CAPITAL CORP REGD 3.80000000                                                          | CUSIP: 66989HAT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99586.70     | 0.01%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GNMA P#782333 5.5% 06/15/38     | GINNIE MAE I POOL P#782333 5.50000000                                                          | CUSIP: 36241KSW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9774 | PA      | $10248.18     | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY 3.25% 08/26/49       | 3M COMPANY REGD 3.25000000                                                                     | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       50000 | PA      | $33998.15     | 0.00%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDAT 4.875% 04/01/42  | KAISER FOUNDATION HOSPIT REGD 4.87500000                                                       | CUSIP: 48305QAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $93433.36     | 0.01%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVE 7% 06/15/32  | FTAI AVIATION INVESTORS REGD 144A P/P 7.00000000                                               | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     1890000 | PA      | $1973590.92   | 0.12%             | 2032-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC 2.65% 02/08/51        | APPLE INC REGD 2.65000000                                                                      | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      100000 | PA      | $61454.41     | 0.00%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SEMPRA V/R 10/01/54             | SEMPRA REGD V/R 6.87500000                                                                     | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      230000 | PA      | $233966.81    | 0.01%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 3.95% 02/15/27  | ENTERPRISE PRODUCTS OPER REGD 3.95000000                                                       | CUSIP: 29379VBL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99838.33     | 0.01%             | 2027-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8200 2.5% 03/01/52     | FREDDIE MAC POOL UMBS P#SD8200 2.50000000                                                      | CUSIP: 3132DWDD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2141360 | PA      | $1789144.56   | 0.11%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPI 1.75% 03/09/27  | JOHN DEERE CAPITAL CORP REGD MTN 1.75000000                                                    | CUSIP: 24422EVF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $96758.99     | 0.01%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 08/15/52        | UNITED STATES TREASURY BOND 3.00000000                                                         | CUSIP: 912810TJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1472000 | PA      | $1042187.50   | 0.06%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATI INC 5.875% 12/01/27         | ATI INC REGD 5.87500000                                                                        | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      150000 | PA      | $150269.12    | 0.01%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE O 5.1% 08/01/33  | PUBLIC STORAGE OP CO REGD 5.10000000                                                           | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25783.52     | 0.00%             | 2033-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6657 3.5% 05/20/50  | GINNIE MAE II POOL P#MA6657 3.50000000                                                         | CUSIP: 36179VME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      137703 | PA      | $126047.11    | 0.01%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RE 4.375% 01/15/28  | CONTINENTAL RESOURCES REGD SER WI 4.37500000                                                   | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      580000 | PA      | $576577.65    | 0.03%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GUYS 2023-1A  7.549% 01/27/31   | FIVE GUYS HOLDINGS INC SER 2023-1A CL A2 REGD 144A P/P 7.54900000                              | CUSIP: 33830JAE5<br>LEI: 549300XWT8G8Q3Z3HJ19 | Long             | ABS-CBDO         | CORP              | US        |     3970000 | PA      | $4115791.90   | 0.25%             | 2054-01-26      | Fixed         | 7.55%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH  6.1% 10/15/52  | ELEVANCE HEALTH INC REGD 6.10000000                                                            | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       66000 | PA      | $66575.74     | 0.00%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BJETS 2024-2A 7.974% 09/15/30   | BUSINESS JET SECURITIES 2024-2 LLC SER 2024-2A CL C REGD 144A P/P 7.97400000                   | CUSIP: 12326TAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2280341 | PA      | $2289123.32   | 0.14%             | 2039-09-15      | Fixed         | 7.97%                 | Yes           |                  2 | On Loan: No      |
| WYNN RESORTS F 7.125% 02/15/31  | WYNN RESORTS FINANCE LLC REGD 144A P/P 7.12500000                                              | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      310000 | PA      | $333873.10    | 0.02%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| ATHENAHEALTH GRO 6.5% 02/15/30  | ATHENAHEALTH GROUP INC REGD 144A P/P 6.50000000                                                | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      500000 | PA      | $490915.80    | 0.03%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMM 7.375% 06/30/30  | UNIVISION COMMUNICATIONS REGD 144A P/P 7.37500000                                              | CUSIP: 914906AX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $90562.98     | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| INTUIT INC 1.65% 07/15/30       | INTUIT INC REGD 1.65000000                                                                     | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22239.41     | 0.00%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08800 3.5% 02/01/48    | FREDDIE MAC GOLD POOL P#G08800 3.50000000                                                      | CUSIP: 3128MJ3J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      191586 | PA      | $176458.55    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 4.053% 11/17/28   | PROGRESS RESIDENTIAL 2021-SFR9 TRUST SER 2021-SFR9 CL F REGD 144A P/P 4.05300000               | CUSIP: 74333QAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1750000 | PA      | $1679946.98   | 0.10%             | 2040-11-17      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| FEDEX CORP 4.1% 04/15/43        | FEDEX CORP REGD 4.10000000                                                                     | CUSIP: 31428XAU0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19442.09     | 0.00%             | 2043-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL 4.5% 12/01/28  | EASTMAN CHEMICAL CO REGD 4.50000000                                                            | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |      176000 | PA      | $176929.36    | 0.01%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#5259 4% 12/20/41      | GINNIE MAE II POOL P#5259 4.00000000                                                           | CUSIP: 36202FZY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       42194 | PA      | $40487.97     | 0.00%             | 2041-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL I 1.65% 03/01/28  | FIDELITY NATL INFO SERV REGD 1.65000000                                                        | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23554.89     | 0.00%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMOR 4.625% 08/01/30  | FREEPORT-MCMORAN INC REGD 4.62500000                                                           | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      290000 | PA      | $290857.82    | 0.02%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WALMART INC 3.625% 12/15/47     | WALMART INC REGD 3.62500000                                                                    | CUSIP: 931142DW0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19159.32     | 0.00%             | 2047-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC 7% 06/15/30   | HERC HOLDINGS INC REGD 144A P/P 7.00000000                                                     | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52070.14     | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SPRINT SPECTRU 5.152% 03/20/28  | SPRINT SPECTRUM / SPEC I REGD 144A P/P 5.15200000                                              | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      825000 | PA      | $831119.82    | 0.05%             | 2028-03-20      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP V/R 10/21/33         | US BANCORP REGD V/R 5.85000000                                                                 | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52866.05     | 0.00%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 4.4% 02/22/62         | AMGEN INC REGD 4.40000000                                                                      | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       38000 | PA      | $29364.70     | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA 4.2% 07/06/33  | BRITISH COLUMBIA PROV OF REGD 4.20000000                                                       | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | USGA              | CA        |       50000 | PA      | $49611.48     | 0.00%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC 2.3% 02/15/31        | LEIDOS INC REGD SER WI 2.30000000                                                              | CUSIP: 52532XAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $22230.34     | 0.00%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL  5.875% 03/15/30  | MACY'S RETAIL HLDGS LLC REGD 144A P/P 5.87500000                                               | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      360000 | PA      | $356866.74    | 0.02%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| VIATRIS INC 4% 06/22/50         | VIATRIS INC REGD SER WI 4.00000000                                                             | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |       50000 | PA      | $33010.20     | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G05518 5% 02/01/39      | FREDDIE MAC GOLD POOL P#G05518 5.00000000                                                      | CUSIP: 3128M7PB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5248 | PA      | $5361.73      | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R 06/12/34         | US BANCORP REGD V/R 5.83600000                                                                 | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1315000 | PA      | $1387039.11   | 0.08%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE 5.5% 04/15/29  | UNITED WHOLESALE MTGE LL REGD 144A P/P 5.50000000                                              | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |       95000 | PA      | $93625.66     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FGLMC P#A97052 5% 02/01/41      | FREDDIE MAC GOLD POOL P#A97052 5.00000000                                                      | CUSIP: 312945ZR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4193 | PA      | $4271.09      | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE  4.125% 05/11/35  | SHELL FINANCE US IN REGD SER * 4.12500000                                                      | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23762.38     | 0.00%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES  2.6% 10/01/40  | GILEAD SCIENCES INC REGD 2.60000000                                                            | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      100000 | PA      | $72075.97     | 0.00%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS C 5.6% 10/15/32  | GENERAL MOTORS CO REGD 5.60000000                                                              | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51371.05     | 0.00%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS9326 3% 03/01/32       | FANNIE MAE POOL UMBS P#AS9326 3.00000000                                                       | CUSIP: 3138WKLG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28419 | PA      | $27693.81     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 10/19/29            | BPCE SA REGD V/R 144A P/P 6.71400000                                                           | CUSIP: 05571AAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1120000 | PA      | $1188937.30   | 0.07%             | 2029-10-19      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| MIZUHO FINANCIAL  V/R 07/06/34  | MIZUHO FINANCIAL GROUP REGD V/R 5.74800000                                                     | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $210856.84    | 0.01%             | 2034-07-06      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3400 4.5% 10/01/52     | FREDDIE MAC POOL UMBS P#SD3400 4.50000000                                                      | CUSIP: 3132DQX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1012138 | PA      | $980446.63    | 0.06%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINI 5.298% 01/30/32  | TORONTO-DOMINION BANK REGD 5.29800000                                                          | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $104018.28    | 0.01%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GR 3.5% 11/16/26  | GOLDMAN SACHS GROUP INC REGD 3.50000000                                                        | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      250000 | PA      | $247971.05    | 0.01%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC 9.5% 04/01/29    | NCR ATLEOS LLC REGD 144A P/P 9.50000000                                                        | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |      175000 | PA      | $189874.83    | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO 2.8% 03/01/27         | BOEING CO REGD 2.80000000                                                                      | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $195697.67    | 0.01%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP 5% 10/01/28      | NCR VOYIX CORP REGD 144A P/P 5.00000000                                                        | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      225000 | PA      | $222108.73    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FA1020 3% 04/01/52       | FANNIE MAE POOL UMBS P#FA1020 3.00000000                                                       | CUSIP: 3140W1D26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11973272 | PA      | $10551231.15  | 0.64%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY  5.375% 02/01/29  | EXPAND ENERGY CORP REGD SER WI 5.37500000                                                      | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10030.33     | 0.00%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP 3.85% 04/01/52       | NUCOR CORP REGD 3.85000000                                                                     | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18777.79     | 0.00%             | 2052-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 10/28/33  | PNC FINANCIAL SERVICES REGD V/R 6.03700000                                                     | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53564.08     | 0.00%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF C 4.95% 02/01/29  | ROYAL BANK OF CANADA REGD MTN SER GMTN 4.95000000                                              | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $102943.58    | 0.01%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GNMA P#689876 6.5% 09/15/38     | GINNIE MAE I POOL P#689876 6.50000000                                                          | CUSIP: 36296FMZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9431 | PA      | $9812.24      | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB9481 5.5% 11/01/54     | FANNIE MAE POOL UMBS P#CB9481 5.50000000                                                       | CUSIP: 3140QVRB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      317788 | PA      | $324533.33    | 0.02%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 05/24/32  | HSBC HOLDINGS PLC REGD V/R 2.80400000                                                          | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1030000 | PA      | $930804.68    | 0.06%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF 8.25% 06/24/36  | COMMONWEALTH OF BAHAMAS REGD 144A P/P 8.25000000                                               | CUSIP: 056732AP5<br>LEI: N/A                  | Long             | DBT              | USGA              | BS        |      200000 | PA      | $207116.00    | 0.01%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#AD6374 5% 05/01/40       | FANNIE MAE POOL UMBS P#AD6374 5.00000000                                                       | CUSIP: 31418UCL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1738 | PA      | $1771.40      | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS4489 2.5% 03/01/30     | FANNIE MAE POOL UMBS P#AS4489 2.50000000                                                       | CUSIP: 3138WD7B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       64711 | PA      | $62867.63     | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/24/38  | BANK OF AMERICA CORP REGD V/R MTN 4.24400000                                                   | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      250000 | PA      | $229424.40    | 0.01%             | 2038-04-24      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/20/30      | CITIGROUP INC REGD V/R 3.98000000                                                              | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98735.93     | 0.01%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| FNR 2020-73 KI 3% 10/25/50      | FANNIE MAE REMICS SER 2020-73 CL KI 3.00000000                                                 | CUSIP: 3136BCER7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      556216 | PA      | $102136.51    | 0.01%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS G 6.25% 02/01/41  | GOLDMAN SACHS GROUP INC REGD 6.25000000                                                        | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      210000 | PA      | $225516.83    | 0.01%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN  3.25% 04/16/30  | UNITED MEXICAN STATES REGD 3.25000000                                                          | CUSIP: 91087BAH3<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      200000 | PA      | $187115.00    | 0.01%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOT 4.625% 11/15/29  | ASBURY AUTOMOTIVE GROUP REGD 144A P/P 4.62500000                                               | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97332.71     | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SIMON PROPERTY  2.65% 07/15/30  | SIMON PROPERTY GROUP LP REGD 2.65000000                                                        | CUSIP: 828807DK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $46499.19     | 0.00%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 05/01/34  | AMERICAN EXPRESS CO REGD V/R 5.04300000                                                        | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101595.78    | 0.01%             | 2034-05-01      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGI 7.875% 04/15/27  | MAUSER PACKAGING SOLUT REGD 144A P/P 7.87500000                                                | CUSIP: 57763RAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | PA      | $162105.44    | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES 1.65% 10/01/30  | GILEAD SCIENCES INC REGD 1.65000000                                                            | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      474000 | PA      | $418732.84    | 0.03%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 06/03/31      | CITIGROUP INC REGD V/R 2.57200000                                                              | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       70000 | PA      | $64259.25     | 0.00%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE  4.2% 05/01/50  | LYB INT FINANCE III REGD 4.20000000                                                            | CUSIP: 50249AAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $36301.32     | 0.00%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIEN 5.75% 10/28/34  | REPUBLICA ORIENT URUGUAY REGD 5.75000000                                                       | CUSIP: 760942BE1<br>LEI: N/A                  | Long             | DBT              | USGA              | UY        |      100000 | PA      | $106169.00    | 0.01%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4204 2% 12/01/40       | FANNIE MAE POOL UMBS P#MA4204 2.00000000                                                       | CUSIP: 31418DU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      230029 | PA      | $199584.90    | 0.01%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL L 9.5% 02/01/29  | VENTURE GLOBAL LNG INC REGD 144A P/P 9.50000000                                                | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      725000 | PA      | $797603.68    | 0.05%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUA 6.05% 08/06/31  | REPUBLIC OF GUATEMALA REGD REG S 6.05000000                                                    | CUSIP: P5015VAT3<br>LEI: N/A                  | Long             | DBT              | USGA              | GT        |      200000 | PA      | $207100.00    | 0.01%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-CX12  V/R 07/15/28   | CSAIL 2018-CX12 COMMERCIAL MORTGAGE TRUST SER 2018-CX12 CL A4 V/R REGD 4.22440000              | CUSIP: 12595XAT0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      310000 | PA      | $308140.43    | 0.02%             | 2051-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 06/14/29  | BANK OF AMERICA CORP REGD V/R MTN 2.08700000                                                   | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94476.34     | 0.01%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMP 6.2% 12/15/34  | WALT DISNEY COMPANY/THE REGD SER WI 6.20000000                                                 | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |       50000 | PA      | $56092.04     | 0.00%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.125% 11/17/27  | PHILIP MORRIS INTL INC REGD 5.12500000                                                         | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      234000 | PA      | $239007.01    | 0.01%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC 3.25% 04/09/50  | CATERPILLAR INC REGD 3.25000000                                                                | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |       50000 | PA      | $35013.49     | 0.00%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENER 5.3% 02/01/55  | MIDAMERICAN ENERGY CO REGD 5.30000000                                                          | CUSIP: 595620AZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      167000 | PA      | $157625.50    | 0.01%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 5.45% 02/15/34       | PACIFICORP REGD 5.45000000                                                                     | CUSIP: 695114DD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $50837.84     | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 11/15/53     | UNITED STATES TREASURY BOND 4.75000000                                                         | CUSIP: 912810TV0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1049900 | PA      | $1021601.92   | 0.06%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENER 4.4% 03/24/51  | DIAMONDBACK ENERGY INC REGD 4.40000000                                                         | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      330000 | PA      | $256641.95    | 0.02%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ7009 2.5% 01/01/52     | FANNIE MAE POOL UMBS P#BQ7009 2.50000000                                                       | CUSIP: 3140KSYF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3815325 | PA      | $3175433.55   | 0.19%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPE 8.875% 04/12/29  | BRANDYWINE OPER PARTNERS REGD 8.87500000                                                       | CUSIP: 105340AS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $87056.48     | 0.01%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELL 1.05% 10/15/26  | BANK OF NY MELLON CORP REGD MTN 1.05000000                                                     | CUSIP: 06406RAV9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48402.77     | 0.00%             | 2026-10-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOG 4.45% 09/15/30  | ROPER TECHNOLOGIES INC REGD 4.45000000                                                         | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |       80000 | PA      | $80170.19     | 0.00%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 4.85% 01/31/34  | ENTERPRISE PRODUCTS OPER REGD 4.85000000                                                       | CUSIP: 29379VCF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49995.29     | 0.00%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK C 3.2% 07/30/46  | KIMBERLY-CLARK CORP REGD 3.20000000                                                            | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17856.89     | 0.00%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GNMA P#740493 5% 07/15/40       | GINNIE MAE I POOL P#740493 5.00000000                                                          | CUSIP: 3620AUUS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      119176 | PA      | $121524.44    | 0.01%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF N 5.072% 07/15/53  | PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E 5.07200000                                         | CUSIP: 73358XJB9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      150000 | PA      | $140035.83    | 0.01%             | 2053-07-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.375% 05/15/55     | ORACLE CORP REGD 4.37500000                                                                    | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       55000 | PA      | $41939.42     | 0.00%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY G 6.2% 01/15/55  | EASTERN ENERGY GAS REGD 6.20000000                                                             | CUSIP: 27636AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51243.30     | 0.00%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCE 6.875% 01/15/29  | TARGA RESOURCES PARTNERS REGD 144A 6.87500000                                                  | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $20392.18     | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE CORP 3.375% 08/15/61   | WESTLAKE CORP REGD 3.37500000                                                                  | CUSIP: 960413BA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $14865.99     | 0.00%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY 6.25% 10/15/53  | DOMINION ENERGY SOUTH REGD 6.25000000                                                          | CUSIP: 25731VAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       83000 | PA      | $89342.21     | 0.01%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC 3.15% 05/01/50       | BIOGEN INC REGD 3.15000000                                                                     | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |       50000 | PA      | $31230.79     | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVE 5.25% 10/13/32  | GACI FIRST INVESTMENT REGD REG S 5.25000000                                                    | CUSIP: G3705QAC1<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $206734.15    | 0.01%             | 2032-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 4.95% 02/15/35  | ENTERPRISE PRODUCTS OPER REGD 4.95000000                                                       | CUSIP: 29379VCG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49917.32     | 0.00%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R /PERP/         | UBS GROUP AG REGD V/R /PERP/ 144A P/P 9.25000000                                               | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $219694.00    | 0.01%             | 2174-05-13      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#AD6404 4.5% 06/01/30     | FANNIE MAE POOL UMBS P#AD6404 4.50000000                                                       | CUSIP: 31418UDJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7392 | PA      | $7397.23      | 0.00%             | 2030-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#V83224 3.5% 07/01/47    | FREDDIE MAC GOLD POOL P#V83224 3.50000000                                                      | CUSIP: 3132L8SM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      139864 | PA      | $129677.37    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP 4.9% 02/15/31    | STARBUCKS CORP REGD 4.90000000                                                                 | CUSIP: 855244BH1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51471.73     | 0.00%             | 2031-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTI 3.625% 02/15/32  | HILTON DOMESTIC OPERATIN REGD 144A P/P 3.62500000                                              | CUSIP: 432833AN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      245000 | PA      | $223792.08    | 0.01%             | 2032-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 04/30/30    | UNITED STATES TREASURY NOTE 3.87500000                                                         | CUSIP: 91282CMZ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | PA      | $1008320.31   | 0.06%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRES 4.05% 05/03/29  | AMERICAN EXPRESS CO REGD 4.05000000                                                            | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      220000 | PA      | $220593.06    | 0.01%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 03/15/27     | UNITED STATES TREASURY NOTE 4.25000000                                                         | CUSIP: 91282CKE0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      294000 | PA      | $296325.59    | 0.02%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 2.77% 09/01/53        | AMGEN INC REGD 2.77000000                                                                      | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       50000 | PA      | $29241.32     | 0.00%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.375% 11/15/48    | UNITED STATES TREASURY BOND 3.37500000                                                         | CUSIP: 912810SE9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2878000 | PA      | $2247987.81   | 0.14%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JERSEY CITY NJ  5.47% 05/15/27  | JERSEY CITY NJ MUNI UTILITIES REGD N/C B/E NATL 5.47000000                                     | CUSIP: 476624BH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      215000 | PA      | $219030.67    | 0.01%             | 2027-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| UMBS P#AV0634 3% 11/01/28       | FANNIE MAE POOL UMBS P#AV0634 3.00000000                                                       | CUSIP: 3138XBV43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       51682 | PA      | $50841.40     | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPM 4.125% 01/12/27  | ASIAN DEVELOPMENT BANK REGD MTN SER GMTN 4.12500000                                            | CUSIP: 045167GA5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |      200000 | PA      | $200869.99    | 0.01%             | 2027-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN M 3.625% 09/30/59  | NORTHWESTERN MUTUAL LIFE REGD 144A P/P 3.62500000                                              | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |      500000 | PA      | $337054.48    | 0.02%             | 2059-09-30      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNI 2.55% 03/21/31  | VERIZON COMMUNICATIONS REGD 2.55000000                                                         | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      115000 | PA      | $104281.34    | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BR 3.7% 12/06/26  | CONSTELLATION BRANDS INC REGD 3.70000000                                                       | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99322.18     | 0.01%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANC 3.125% 11/23/31  | JACKSON FINANCIAL INC REGD SER WI 3.12500000                                                   | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22615.20     | 0.00%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08698 3.5% 03/01/46    | FREDDIE MAC GOLD POOL P#G08698 3.50000000                                                      | CUSIP: 3128MJX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      278595 | PA      | $259173.40    | 0.02%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#766768 V/R 03/01/34      | FANNIE MAE POOL UMBS P#766768 V/R 6.40200000                                                   | CUSIP: 31404EZ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       40052 | PA      | $40661.60     | 0.00%             | 2034-03-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP V/R 12/01/54       | ENTERGY CORP REGD V/R 7.12500000                                                               | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      320000 | PA      | $334900.70    | 0.02%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 5.6% 03/15/55        | ABBVIE INC REGD 5.60000000                                                                     | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      500000 | PA      | $495035.44    | 0.03%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SEN 7.75% 06/10/31  | REPUBLIC OF SENEGAL REGD REG S SER 7Y 7.75000000                                               | CUSIP: V7691CAM0<br>LEI: N/A                  | Long             | DBT              | USGA              | SN        |      200000 | PA      | $165750.00    | 0.01%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC 6.45% 05/15/55       | BIOGEN INC REGD 6.45000000                                                                     | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      665000 | PA      | $678858.74    | 0.04%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH 4.375% 04/15/38  | ANHEUSER-BUSCH INBEV WOR REGD 4.37500000                                                       | CUSIP: 035240AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $47036.25     | 0.00%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0388 3% 06/01/51       | FANNIE MAE POOL UMBS P#FS0388 3.00000000                                                       | CUSIP: 3140XFNE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      326126 | PA      | $287041.07    | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE C 2.7% 01/15/51  | PUBLIC SERVICE COLORADO REGD SER 36 2.70000000                                                 | CUSIP: 744448CU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      270000 | PA      | $158111.20    | 0.01%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS C 6.6% 04/01/36  | GENERAL MOTORS CO REGD 6.60000000                                                              | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53069.74     | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.85% 08/05/61        | APPLE INC REGD 2.85000000                                                                      | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       25000 | PA      | $14754.83     | 0.00%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5% SEP 25         | FNMA 30YR TBA 5% SEP 25        TO BE ANNOUNCED 5.00000000                                      | CUSIP: 01F050692<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10000000 | PA      | $9863673.40   | 0.60%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDING V/R 03/20/31  | SANTANDER HOLDINGS USA REGD V/R 5.74100000                                                     | CUSIP: 80282KBQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1200485.15   | 0.07%             | 2031-03-20      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMU 5.875% 10/15/27  | FRONTIER COMMUNICATIONS REGD 144A P/P 5.87500000                                               | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $95035.47     | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC  7.625% 05/29/32  | ARAB REPUBLIC OF EGYPT REGD REG S 7.62500000                                                   | CUSIP: M1487WDG7<br>LEI: N/A                  | Long             | DBT              | USGA              | EG        |      200000 | PA      | $192060.26    | 0.01%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE I 4.85% 01/24/77  | GUARDIAN LIFE INSURANCE REGD 144A P/P 4.85000000                                               | CUSIP: 401378AC8<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |      615000 | PA      | $506603.29    | 0.03%             | 2077-01-24      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FS0461 2% 01/01/52       | FANNIE MAE POOL UMBS P#FS0461 2.00000000                                                       | CUSIP: 3140XFQP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      817896 | PA      | $663121.48    | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4291 6% 11/20/38      | GINNIE MAE II POOL P#4291 6.00000000                                                           | CUSIP: 36202EXU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8445 | PA      | $8890.41      | 0.00%             | 2038-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9851 5.5% 08/20/54  | GINNIE MAE II POOL P#MA9851 5.50000000                                                         | CUSIP: 36179Y5L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6223229 | PA      | $6278048.90   | 0.38%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HP INC 6% 09/15/41              | HP INC REGD 6.00000000                                                                         | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25327.81     | 0.00%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMO 4.725% 11/15/28  | DUPONT DE NEMOURS INC REGD 4.72500000                                                          | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51013.50     | 0.00%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.75% 08/15/47     | UNITED STATES TREASURY BOND 2.75000000                                                         | CUSIP: 912810RY6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      680000 | PA      | $479134.38    | 0.03%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CA 8.375% 07/15/33  | TIME WARNER CABLE ENTRMN REGD SER * 8.37500000                                                 | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $58323.89     | 0.00%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTS 7.375% 10/01/31  | WILLIAMS SCOTSMAN INC REGD 144A P/P 7.37500000                                                 | CUSIP: 96949VAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $130827.13    | 0.01%             | 2031-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| KFW 4.625% 03/18/30             | KFW REGD 4.62500000                                                                            | CUSIP: 500769KH6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      200000 | PA      | $208002.85    | 0.01%             | 2030-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTRE 7.375% 07/15/32  | HOWARD MIDSTREAM ENERGY REGD 144A P/P 7.37500000                                               | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $67816.91     | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS S 4.35% 11/15/47  | BRISTOL-MYERS SQUIBB CO REGD 4.35000000                                                        | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41519.72     | 0.00%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 07/24/29  | JPMORGAN CHASE & CO REGD V/R 5.29900000                                                        | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       53000 | PA      | $54592.20     | 0.00%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS S 2.55% 11/13/50  | BRISTOL-MYERS SQUIBB CO REGD 2.55000000                                                        | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       50000 | PA      | $29104.62     | 0.00%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| WRKCO INC 3.9% 06/01/28         | WRKCO INC REGD 3.90000000                                                                      | CUSIP: 92940PAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49651.48     | 0.00%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 2.45% 07/15/28     | CENTENE CORP REGD 2.45000000                                                                   | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46210.59     | 0.00%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7705 2.5% 11/20/51  | GINNIE MAE II POOL P#MA7705 2.50000000                                                         | CUSIP: 36179WR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      909330 | PA      | $776093.69    | 0.05%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRO 4.5% 04/15/33  | UNITEDHEALTH GROUP INC REGD 4.50000000                                                         | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49013.15     | 0.00%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 11/30/28    | UNITED STATES TREASURY NOTE 4.37500000                                                         | CUSIP: 91282CJN2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |        6000 | PA      | $6140.98      | 0.00%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ3763 4.29% 05/01/35    | FANNIE MAE POOL UMBS P#BZ3763 4.29000000                                                       | CUSIP: 3140NYFD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4000000 | PA      | $3898362.96   | 0.24%             | 2035-05-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC 5.1% 06/01/28       | EQUIFAX INC REGD 5.10000000                                                                    | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25576.10     | 0.00%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CO 2.8% 02/14/32  | UNION PACIFIC CORP REGD 2.80000000                                                             | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      153000 | PA      | $138843.17    | 0.01%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.35% 01/15/27     | COMCAST CORP REGD 2.35000000                                                                   | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97766.90     | 0.01%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS S 4.25% 10/26/49  | BRISTOL-MYERS SQUIBB CO REGD 4.25000000                                                        | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       50000 | PA      | $40067.10     | 0.00%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4196 3.5% 01/20/47  | GINNIE MAE II POOL P#MA4196 3.50000000                                                         | CUSIP: 36179SUV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       33837 | PA      | $31390.63     | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANT 3.15% 06/15/31  | ASSURED GUARANTY US HLDG REGD 3.15000000                                                       | CUSIP: 04621WAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23426.60     | 0.00%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP 6.125% 07/15/38        | RTX CORP REGD 6.12500000                                                                       | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       25000 | PA      | $27120.07     | 0.00%             | 2038-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 5% 05/15/45        | UNITED STATES TREASURY BOND 5.00000000                                                         | CUSIP: 912810UL0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      202000 | PA      | $205424.53    | 0.01%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBA 5.85% 09/01/43  | PARAMOUNT GLOBAL REGD 5.85000000                                                               | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       42000 | PA      | $37812.51     | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#BJ3644 3% 01/01/33       | FANNIE MAE POOL UMBS P#BJ3644 3.00000000                                                       | CUSIP: 3140H5BN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       73896 | PA      | $72042.94     | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES  5.425% 09/10/64  | TOTALENERGIES CAPITAL SA REGD 5.42500000                                                       | CUSIP: 89157XAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      740000 | PA      | $684829.67    | 0.04%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| IVORY COAST 8.075% 04/01/36     | IVORY COAST REGD 144A P/P 8.07500000                                                           | CUSIP: 221625AV8<br>LEI: N/A                  | Long             | DBT              | USGA              | CI        |      400000 | PA      | $398725.65    | 0.02%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| KLA CORP 5.25% 07/15/62         | KLA CORP REGD 5.25000000                                                                       | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46539.42     | 0.00%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC &  5.7% 08/15/53  | VIRGINIA ELEC & POWER CO REGD 5.70000000                                                       | CUSIP: 927804GN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      126000 | PA      | $124028.03    | 0.01%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MCR 2024-HF1 A V/R 12/15/26     | MCR 2024-HF1 MORTGAGE TRUST SER 2024-HF1 CL A V/R REGD 144A P/P 6.15610000                     | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      745000 | PA      | $747187.92    | 0.05%             | 2041-12-15      | Variable      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| ELI LILLY & CO 5.65% 10/15/65   | ELI LILLY & CO REGD 5.65000000                                                                 | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      750000 | PA      | $745843.15    | 0.05%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIE 4.975% 04/20/55  | REPUBLICA ORIENT URUGUAY REGD 4.97500000                                                       | CUSIP: 760942BD3<br>LEI: N/A                  | Long             | DBT              | USGA              | UY        |       50000 | PA      | $44526.50     | 0.00%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINAN 3.7% 03/13/51  | PRUDENTIAL FINANCIAL INC REGD MTN 3.70000000                                                   | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       50000 | PA      | $36584.11     | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 12/05/34        | BNP PARIBAS REGD V/R 144A P/P 5.89400000                                                       | CUSIP: 05581KAG6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $632217.31    | 0.04%             | 2034-12-05      | Variable      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#5082 4.5% 06/20/41    | GINNIE MAE II POOL P#5082 4.50000000                                                           | CUSIP: 36202FUF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      174359 | PA      | $173117.37    | 0.01%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF 7.6% 03/01/29  | ARAB REPUBLIC OF EGYPT REGD REG S EMTN 7.60030000                                              | CUSIP: M1487WCY9<br>LEI: N/A                  | Long             | DBT              | USGA              | EG        |      200000 | PA      | $204734.71    | 0.01%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLI 3.625% 05/01/27  | ESSEX PORTFOLIO LP REGD 3.62500000                                                             | CUSIP: 29717PAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24793.61     | 0.00%             | 2027-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTI 3.25% 01/30/31  | BOSTON PROPERTIES LP REGD 3.25000000                                                           | CUSIP: 10112RBD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23235.55     | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.65% 05/06/30      | ORACLE CORP REGD 4.65000000                                                                    | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60827.23     | 0.00%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CORNING INC 5.35% 11/15/48      | CORNING INC REGD 5.35000000                                                                    | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23635.84     | 0.00%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP 3.2% 05/15/30        | LOEWS CORP REGD 3.20000000                                                                     | CUSIP: 540424AT5<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23891.56     | 0.00%             | 2030-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC 1.65% 02/01/28         | AT&T INC REGD 1.65000000                                                                       | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47189.03     | 0.00%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 1.1% 08/15/30      | ALPHABET INC REGD 1.10000000                                                                   | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       80000 | PA      | $69960.33     | 0.00%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 5.65% 10/01/28  | SOUTHERN CAL EDISON REGD 5.65000000                                                            | CUSIP: 842400HY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      208000 | PA      | $215430.24    | 0.01%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ4033 6% 04/01/55       | FREDDIE MAC POOL UMBS P#RJ4033 6.00000000                                                      | CUSIP: 3142GUPT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      206279 | PA      | $212716.49    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINA 3.85% 04/05/29  | COREBRIDGE FINANCIAL INC REGD 3.85000000                                                       | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49298.73     | 0.00%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT1825 2% 06/01/36       | FANNIE MAE POOL UMBS P#BT1825 2.00000000                                                       | CUSIP: 3140LQA34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      546162 | PA      | $502538.16    | 0.03%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA V/R 07/03/36       | CAIXABANK SA REGD V/R 144A P/P 5.58100000                                                      | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $202214.93    | 0.01%             | 2036-07-03      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| BAMLL 2024-FRR3  V/R 02/27/27   | BAMLL RE-REMIC TRUST 2024-FRR3 SER 2024-FRR3 CL C V/R REGD 144A P/P 0.64278800                 | CUSIP: 054988AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2400000 | PA      | $2207480.40   | 0.13%             | 2050-01-27      | Variable      | 0.64%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP V/R 05/15/31         | US BANCORP REGD V/R 5.08300000                                                                 | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      155000 | PA      | $159252.81    | 0.01%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC C 3.25% 02/05/50  | UNION PACIFIC CORP REGD 3.25000000                                                             | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      138000 | PA      | $94047.73     | 0.01%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY 5.95% 06/30/33  | CHENIERE ENERGY PARTNERS REGD 5.95000000                                                       | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      105000 | PA      | $110111.27    | 0.01%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON V/R 06/13/33  | BANK OF NY MELLON CORP REGD V/R MTN 4.28900000                                                 | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      390000 | PA      | $381066.82    | 0.02%             | 2033-06-13      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 06/08/34  | CAPITAL ONE FINANCIAL CO REGD V/R 6.37700000                                                   | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53778.40     | 0.00%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL1779 5.5% 12/01/38     | FANNIE MAE POOL UMBS P#AL1779 5.50000000                                                       | CUSIP: 3138EH6R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       71655 | PA      | $73568.70     | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC 5.75% 01/15/28   | NRG ENERGY INC REGD SER WI 5.75000000                                                          | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      205000 | PA      | $205784.95    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#BL6933 1.89% 05/01/35    | FANNIE MAE POOL UMBS P#BL6933 1.89000000                                                       | CUSIP: 3140HYV39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2199000 | PA      | $1739554.57   | 0.11%             | 2035-05-01      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.6% 04/01/50       | ORACLE CORP REGD 3.60000000                                                                    | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      280000 | PA      | $191813.05    | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE  2.25% 11/09/31  | PUBLIC STORAGE OP CO REGD 2.25000000                                                           | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22137.58     | 0.00%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP 4.4% 01/15/29  | VENTAS REALTY LP REGD 4.40000000                                                               | CUSIP: 92277GAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25087.39     | 0.00%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5399 4.5% 08/20/48  | GINNIE MAE II POOL P#MA5399 4.50000000                                                         | CUSIP: 36179T7L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       82404 | PA      | $80900.19     | 0.00%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DE V/R /PERP//EUR/  | WINTERSHALL DEA FIN 2BV /EUR/ REGD V/R /PERP/ REG S SER NC8 3.00000000                         | CUSIP: N963A2AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      700000 | PA      | $786434.07    | 0.05%             | 2174-01-20      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC 6.5% 05/15/32  | VAIL RESORTS INC REGD 144A P/P 6.50000000                                                      | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      165000 | PA      | $171055.67    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| F/C US 10YR ULTRA FUT DEC25     | FUTURE CONTRACT ON           US 10YR ULTRA FUT DEC25 0.00000000                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        -155 | NC      | $-17732968.75 | -1.07%            |  |  |  | No            |                  1 | On Loan: No      |
| GNMA II P#MA3735 3% 06/20/46    | GINNIE MAE II POOL P#MA3735 3.00000000                                                         | CUSIP: 36179SEG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      214443 | PA      | $193060.99    | 0.01%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION B 2.25% 08/01/31  | CONSTELLATION BRANDS INC REGD 2.25000000                                                       | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       30000 | PA      | $26346.65     | 0.00%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/05/29  | BANK OF AMERICA CORP REGD V/R MTN 3.97000000                                                   | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3850000 | PA      | $3826542.37   | 0.23%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4367 1.5% 06/01/31     | FANNIE MAE POOL UMBS P#MA4367 1.50000000                                                       | CUSIP: 31418DZ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      185463 | PA      | $174572.61    | 0.01%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO 2.534% 03/10/27  | HONDA MOTOR CO LTD REGD 2.53400000                                                             | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $97692.28     | 0.01%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEV 4.2% 07/15/46  | MOLSON COORS BEVERAGE REGD 4.20000000                                                          | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |       50000 | PA      | $39560.12     | 0.00%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CA 4.5% 08/15/30  | CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.50000000                                                | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      590000 | PA      | $559094.50    | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TARGET CORP 2.95% 01/15/52      | TARGET CORP REGD 2.95000000                                                                    | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |       50000 | PA      | $31422.33     | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 5.45% 06/15/27  | PACIFIC GAS & ELECTRIC REGD 5.45000000                                                         | CUSIP: 694308KF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $507769.98    | 0.03%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EQT CORP 5% 01/15/29            | EQT CORP REGD 5.00000000                                                                       | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      201000 | PA      | $203372.50    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CH 3.7% 11/15/29  | CHENIERE CORP CHRISTI HD REGD SER WI 3.70000000                                                | CUSIP: 16412XAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      199000 | PA      | $193318.94    | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1 D 5.41% 09/15/32   | DRIVE AUTO RECEIVABLES TRUST SER 2025-1 CL D REGD 5.41000000                                   | CUSIP: 262102AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1019871.40   | 0.06%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS  6.875% 11/10/39  | VALE OVERSEAS  6.875% 11/10/39 6.87500000                                                      | CUSIP: 91911TAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |       13000 | PA      | $14350.82     | 0.00%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FHR 4995 QE 1.25% 07/25/50      | FREDDIE MAC REMICS SER 4995 CL QE 1.25000000                                                   | CUSIP: 3137FUXT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6766586 | PA      | $5196000.71   | 0.31%             | 2050-07-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQ 3.9% 03/15/62  | BRISTOL-MYERS SQUIBB CO REGD 3.90000000                                                        | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       50000 | PA      | $35531.14     | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM 5.875% 03/01/28  | HESS MIDSTREAM OPERATION REGD 144A P/P 5.87500000                                              | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $132255.24    | 0.01%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PACKAGING CORP  3.05% 10/01/51  | PACKAGING CORP OF AMERIC REGD 3.05000000                                                       | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |       25000 | PA      | $15704.97     | 0.00%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0207 6.5% 02/20/55  | GINNIE MAE II POOL P#MB0207 6.50000000                                                         | CUSIP: 3618N5GR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      185455 | PA      | $190968.46    | 0.01%             | 2055-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUC V/R 02/15/78  | ENTERPRISE PRODUCTS OPER REGD V/R 5.37500000                                                   | CUSIP: 29379VBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $59513.33     | 0.00%             | 2078-02-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHI 2.75% 01/31/27  | REPUBLIC OF CHILE REGD 2.75000000                                                              | CUSIP: 168863DX3<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |      200000 | PA      | $196140.00    | 0.01%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4454 5% 05/20/47    | GINNIE MAE II POOL P#MA4454 5.00000000                                                         | CUSIP: 36179S5P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       90452 | PA      | $91586.57     | 0.01%             | 2047-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN U 4.75% 03/22/42  | RIO TINTO FIN USA PLC REGD 4.75000000                                                          | CUSIP: 76720AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       25000 | PA      | $22849.40     | 0.00%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPO 5% 06/15/45  | DEVON ENERGY CORPORATION REGD 5.00000000                                                       | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      640000 | PA      | $539077.69    | 0.03%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7534 2.5% 08/20/51  | GINNIE MAE II POOL P#MA7534 2.50000000                                                         | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      895324 | PA      | $764139.31    | 0.05%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIA 4.35% 04/01/47  | APPLIED MATERIALS INC REGD 4.35000000                                                          | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21310.71     | 0.00%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7472 2.5% 07/20/51  | GINNIE MAE II POOL P#MA7472 2.50000000                                                         | CUSIP: 36179WJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      462534 | PA      | $394762.49    | 0.02%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 3.6% 05/01/30      | NISOURCE INC REGD 3.60000000                                                                   | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      153000 | PA      | $148315.30    | 0.01%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#BC1832 2.5% 04/01/31     | FANNIE MAE POOL UMBS P#BC1832 2.50000000                                                       | CUSIP: 3140EWBA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       99599 | PA      | $96235.64     | 0.01%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN 6.25% 03/15/32  | ROYAL CARIBBEAN CRUISES REGD 144A P/P 6.25000000                                               | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      320000 | PA      | $330465.60    | 0.02%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL CO/ 4.8% 05/15/49  | DOW CHEMICAL CO/THE REGD 4.80000000                                                            | CUSIP: 260543CV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $19961.55     | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S V/R 03/01/30    | DANSKE BANK A/S REGD V/R 144A P/P 5.70500000                                                   | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     1250000 | PA      | $1304883.21   | 0.08%             | 2030-03-01      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS COMPANIES 6% 03/15/55  | WILLIAMS COMPANIES INC REGD 6.00000000                                                         | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49808.51     | 0.00%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICAT V/R 04/15/55  | ROGERS COMMUNICATIONS IN REGD V/R 7.12500000                                                   | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      165000 | PA      | $171292.90    | 0.01%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP 3.5% 03/01/27   | MCDONALD'S CORP REGD MTN 3.50000000                                                            | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99180.70     | 0.01%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3802 3% 07/20/46    | GINNIE MAE II POOL P#MA3802 3.00000000                                                         | CUSIP: 36179SGK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      422252 | PA      | $379669.11    | 0.02%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R 07/22/28         | US BANCORP REGD V/R MTN 4.54800000                                                             | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201393.81    | 0.01%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ3747 4.33% 06/01/30    | FANNIE MAE POOL UMBS P#BZ3747 4.33000000                                                       | CUSIP: 3140NYEV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4155000 | PA      | $4194488.87   | 0.25%             | 2030-06-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BRITISH TELE V/R 12/20/83/GBP/  | BRITISH TELECOMMUNICATIO /GBP/ REGD V/R REG S EMTN 8.37500000                                  | CUSIP: G15820EJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      500000 | PA      | $726247.43    | 0.04%             | 2083-12-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| SLST 2025-1 A1 3% 05/25/35      | SEASONED LOANS STRUCTURED TRANSACTION TRUST SERIES 2025-1 SER 2025-1 CL A1 3.00000000          | CUSIP: 35564CTW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5153040 | PA      | $4804737.25   | 0.29%             | 2035-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/22/32  | GOLDMAN SACHS GROUP INC REGD V/R 2.61500000                                                    | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      984000 | PA      | $888152.88    | 0.05%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PA 5% 01/15/28  | TARGA RESOURCES PARTNERS REGD 5.00000000                                                       | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $100107.39    | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.5% 05/14/35        | ABBVIE INC REGD 4.50000000                                                                     | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      200000 | PA      | $193909.16    | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN B V/R 12/20/32/EUR/  | RAIFFEISEN BANK INTL /EUR/ REGD V/R REG S 7.37500000                                           | CUSIP: A6S36JBB7<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      800000 | PA      | $1010004.57   | 0.06%             | 2032-12-20      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4884 5% 12/20/40      | GINNIE MAE II POOL P#4884 5.00000000                                                           | CUSIP: 36202FM94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21459 | PA      | $21885.85     | 0.00%             | 2040-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 05/15/26    | UNITED STATES TREASURY NOTE 3.62500000                                                         | CUSIP: 91282CHB0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1183000 | PA      | $1180442.35   | 0.07%             | 2026-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3564 4.5% 01/01/49     | FANNIE MAE POOL UMBS P#MA3564 4.50000000                                                       | CUSIP: 31418C6A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       85012 | PA      | $83012.50     | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS  3.75% 01/15/32  | UNITED RENTALS NORTH AM REGD 3.75000000                                                        | CUSIP: 911365BP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $110674.48    | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP 5.7% 04/01/28          | EQT CORP REGD 5.70000000                                                                       | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       52000 | PA      | $53755.00     | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING 3.375% 02/15/29  | AXALTA COATING SYSTEMS REGD 144A P/P 3.37500000                                                | CUSIP: 05453GAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $179628.58    | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| VERISK ANALYTI 4.125% 03/15/29  | VERISK ANALYTICS INC REGD 4.12500000                                                           | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24999.90     | 0.00%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 06/30/30    | UNITED STATES TREASURY NOTE 3.87500000                                                         | CUSIP: 91282CNK3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1919000 | PA      | $1934366.99   | 0.12%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP 3.7% 03/15/52  | PROGRESSIVE CORP REGD 3.70000000                                                               | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18582.83     | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP 3.7% 04/01/60       | NVIDIA CORP REGD 3.70000000                                                                    | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      160000 | PA      | $116654.97    | 0.01%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHE 3.942% 11/01/47  | NORFOLK SOUTHERN CORP REGD SER WI 3.94200000                                                   | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      138000 | PA      | $108447.81    | 0.01%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| AMXCA 2024-3 A 4.65% 07/15/27   | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST SER 2024-3 CL A REGD 4.65000000                   | CUSIP: 02589BAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $304205.58    | 0.02%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT 5.1% 06/18/50  | REPUBLICA ORIENT URUGUAY REGD 5.10000000                                                       | CUSIP: 760942BA9<br>LEI: N/A                  | Long             | DBT              | USGA              | UY        |      100000 | PA      | $92761.00     | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 6.05% 04/15/38  | DUKE ENERGY CAROLINAS REGD 6.05000000                                                          | CUSIP: 26442CAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $26918.03     | 0.00%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO I 5.85% 06/15/35  | JAPAN TOBACCO INC REGD 144A P/P 5.85000000                                                     | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |     1225000 | PA      | $1294087.31   | 0.08%             | 2035-06-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| WEYERHAEUSER CO 4% 03/09/52     | WEYERHAEUSER CO REGD 4.00000000                                                                | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19000.41     | 0.00%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT 7.75% 09/16/27  | BLUE OWL CREDIT INCOME REGD SER * 7.75000000                                                   | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26256.83     | 0.00%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC 5.25% 06/15/29   | NRG ENERGY INC REGD 144A P/P 5.25000000                                                        | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      345000 | PA      | $344235.07    | 0.02%             | 2029-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| STARBUCKS CORP 4.45% 08/15/49   | STARBUCKS CORP REGD 4.45000000                                                                 | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20425.12     | 0.00%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3042 2.5% 06/01/32     | FANNIE MAE POOL UMBS P#MA3042 2.50000000                                                       | CUSIP: 31418CLY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       80371 | PA      | $77401.81     | 0.00%             | 2032-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATOR 4.9% 11/30/46  | ABBOTT LABORATORIES REGD 4.90000000                                                            | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |       75000 | PA      | $70170.62     | 0.00%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHN 3.625% 03/03/37  | JOHNSON & JOHNSON REGD 3.62500000                                                              | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44906.13     | 0.00%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & 5.35% 01/15/54  | VIRGINIA ELEC & POWER CO REGD 5.35000000                                                       | CUSIP: 927804GQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | PA      | $14029.95     | 0.00%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 4.25% 04/01/46   | HOME DEPOT INC REGD 4.25000000                                                                 | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42015.19     | 0.00%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY COR 2.65% 09/01/26  | DUKE ENERGY CORP REGD 2.65000000                                                               | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49260.73     | 0.00%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 3.25% 11/18/49      | EQUINOR ASA REGD 3.25000000                                                                    | CUSIP: 29446MAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |       50000 | PA      | $34937.23     | 0.00%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD5335 5% 07/01/40       | FANNIE MAE POOL UMBS P#AD5335 5.00000000                                                       | CUSIP: 31418S4V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2490 | PA      | $2537.77      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS &  2.9% 06/15/50  | BALTIMORE GAS & ELECTRIC REGD 2.90000000                                                       | CUSIP: 059165EM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       67000 | PA      | $42247.60     | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS C 8.5% 11/15/28  | NOVA CHEMICALS CORP REGD 144A P/P 8.50000000                                                   | CUSIP: 66977WAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      150000 | PA      | $157321.20    | 0.01%             | 2028-11-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 06/30/31     | UNITED STATES TREASURY NOTE 4.25000000                                                         | CUSIP: 91282CKW0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      800000 | PA      | $818453.13    | 0.05%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 3.6% 09/15/42    | MERCK & CO INC REGD 3.60000000                                                                 | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19876.85     | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 3.25% 05/12/61   | AMAZON.COM INC REGD 3.25000000                                                                 | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       50000 | PA      | $32290.02     | 0.00%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATIO 2% 08/19/31  | MOODY'S CORPORATION REGD 2.00000000                                                            | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |       42000 | PA      | $36902.12     | 0.00%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS C 5.4% 04/01/48  | GENERAL MOTORS CO REGD 5.40000000                                                              | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21958.91     | 0.00%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SLG 2021-OVA  2.585% 07/15/31   | SLG OFFICE TRUST 2021-OVA SER 2021-OVA CL A REGD 144A P/P 2.58540000                           | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      910000 | PA      | $809606.98    | 0.05%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA7367 2.5% 05/20/51  | GINNIE MAE II POOL P#MA7367 2.50000000                                                         | CUSIP: 36179WFG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      859985 | PA      | $733978.19    | 0.04%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS F 5.9% 01/07/35  | GENERAL MOTORS FINL CO REGD 5.90000000                                                         | CUSIP: 37045XFC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $50788.52     | 0.00%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOG 1.75% 02/15/31  | ROPER TECHNOLOGIES INC REGD 1.75000000                                                         | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21677.98     | 0.00%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.35% 03/01/29         | AT&T INC REGD 4.35000000                                                                       | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       55000 | PA      | $55230.88     | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMXCA 2023-2 A 4.8% 05/15/28    | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST SER 2023-2 CL A REGD 4.80000000                   | CUSIP: 02582JKB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      275000 | PA      | $281638.89    | 0.02%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GRADE 2024-CES1  V/R 09/25/32   | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST SER 2024-CES1 CL A1 V/R REGD 144A P/P 6.30600000       | CUSIP: 79581VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3234424 | PA      | $3274549.42   | 0.20%             | 2054-03-25      | Variable      | 6.31%                 | Yes           |                  2 | On Loan: No      |
| EMERSON ELECTRIC 2.8% 12/21/51  | EMERSON ELECTRIC CO REGD 2.80000000                                                            | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |       25000 | PA      | $15649.23     | 0.00%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS  2.9% 06/15/51  | AMEREN ILLINOIS CO REGD 2.90000000                                                             | CUSIP: 02361DAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $59361.21     | 0.00%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/32  | JPMORGAN CHASE & CO REGD V/R 2.58000000                                                        | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1955000 | PA      | $1767681.24   | 0.11%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CO 5.65% 05/09/34  | ITC HOLDINGS CORP REGD 144A P/P 5.65000000                                                     | CUSIP: 465685AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      520000 | PA      | $539260.51    | 0.03%             | 2034-05-09      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 10/23/29  | WELLS FARGO & COMPANY REGD V/R 6.30300000                                                      | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      111000 | PA      | $117666.76    | 0.01%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL 4.125% 04/03/50  | DOLLAR GENERAL CORP REGD 4.12500000                                                            | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19081.04     | 0.00%             | 2050-04-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC 5% 04/01/32        | SYNOPSYS INC REGD 5.00000000                                                                   | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      130000 | PA      | $132623.49    | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.625% 09/07/33  | PHILIP MORRIS INTL INC REGD 5.62500000                                                         | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26240.35     | 0.00%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS  5.55% 03/15/54  | CONOCOPHILLIPS COMPANY REGD 5.55000000                                                         | CUSIP: 20826FBG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23784.24     | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.875% 11/15/46    | UNITED STATES TREASURY BOND 2.87500000                                                         | CUSIP: 912810RU4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1110000 | PA      | $808478.91    | 0.05%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS  4.45% 08/15/52  | META PLATFORMS INC REGD SER WI 4.45000000                                                      | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      225000 | PA      | $187745.31    | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 4.272% 01/15/36  | VERIZON COMMUNICATIONS REGD SER WI 4.27200000                                                  | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       21000 | PA      | $19537.69     | 0.00%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL 4.5% 01/08/27  | CATERPILLAR FINL SERVICE REGD 4.50000000                                                       | CUSIP: 14913UAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $50396.19     | 0.00%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO  4.625% 12/01/54  | CON EDISON CO OF NY INC REGD 4.62500000                                                        | CUSIP: 209111FF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $20976.70     | 0.00%             | 2054-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR I 3.875% 07/03/28  | JPN BANK FOR INT'L COOP REGD 3.87500000                                                        | CUSIP: J26989CA9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |      200000 | PA      | $200791.50    | 0.01%             | 2028-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 2.75% 12/10/51   | MERCK & CO INC REGD 2.75000000                                                                 | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      390000 | PA      | $237102.38    | 0.01%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4325 2% 05/01/51       | FANNIE MAE POOL UMBS P#MA4325 2.00000000                                                       | CUSIP: 31418DYX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5133744 | PA      | $4115453.79   | 0.25%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PO 4.875% 10/04/33  | REPUBLIC OF POLAND REGD SER 10Y 4.87500000                                                     | CUSIP: 731011AV4<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |      100000 | PA      | $100485.39    | 0.01%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC 3.05% 07/15/61   | SALESFORCE INC REGD 3.05000000                                                                 | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       25000 | PA      | $15153.39     | 0.00%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| IBRD 4.625% 01/15/32            | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT MTN SER GMTN 4.62500000                    | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | US        |      300000 | PA      | $311595.62    | 0.02%             | 2032-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS 4.989% 04/10/34  | BP CAP MARKETS AMERICA REGD 4.98900000                                                         | CUSIP: 10373QBW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       93000 | PA      | $93968.75     | 0.01%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 06/08/34  | TRUIST FINANCIAL CORP REGD V/R MTN 5.86700000                                                  | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26281.72     | 0.00%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.75% 02/15/51     | BROADCOM INC REGD 144A P/P 3.75000000                                                          | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      100000 | PA      | $74790.52     | 0.00%             | 2051-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC C 2.95% 03/10/52  | UNION PACIFIC CORP REGD 2.95000000                                                             | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       45000 | PA      | $28399.44     | 0.00%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 2.5% 08/01/33      | ENBRIDGE INC REGD 2.50000000                                                                   | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $42140.26     | 0.00%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#AP1362 4% 11/15/45       | GINNIE MAE I POOL P#AP1362 4.00000000                                                          | CUSIP: 36188MQP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21699 | PA      | $20678.97     | 0.00%             | 2045-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 4% 03/07/49      | MERCK & CO INC REGD 4.00000000                                                                 | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       50000 | PA      | $39447.66     | 0.00%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.5% 03/31/27      | UNITED STATES TREASURY NOTE 2.50000000                                                         | CUSIP: 91282CEF4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     4590000 | PA      | $4506089.06   | 0.27%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 12/31/29    | UNITED STATES TREASURY NOTE 4.37500000                                                         | CUSIP: 91282CMD0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1617000 | PA      | $1662762.36   | 0.10%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 5.2% 07/15/48         | ONEOK INC REGD 5.20000000                                                                      | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87234.61     | 0.01%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7419 3% 06/20/51    | GINNIE MAE II POOL P#MA7419 3.00000000                                                         | CUSIP: 36179WG44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      456415 | PA      | $405465.65    | 0.02%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA 3.8% 02/01/38            | SEMPRA REGD 3.80000000                                                                         | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21082.72     | 0.00%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP 6.2% 09/15/55           | MPLX LP REGD 6.20000000                                                                        | CUSIP: 55336VCD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      515000 | PA      | $501615.59    | 0.03%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 05/15/54    | UNITED STATES TREASURY BOND 4.62500000                                                         | CUSIP: 912810UA4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1810000 | PA      | $1725933.99   | 0.10%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO  5.5% 04/01/34  | ESSEX PORTFOLIO LP REGD 5.50000000                                                             | CUSIP: 29717PBA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      170000 | PA      | $175583.36    | 0.01%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM I 4.375% 06/15/31  | DT MIDSTREAM INC REGD 144A P/P 4.37500000                                                      | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $52947.73     | 0.00%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL I 6.7% 02/14/33  | ALLY FINANCIAL INC REGD 6.70000000                                                             | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       95000 | PA      | $98712.61     | 0.01%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G16756 3.5% 01/01/34    | FREDDIE MAC GOLD POOL P#G16756 3.50000000                                                      | CUSIP: 3128MFWR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      100165 | PA      | $98982.96     | 0.01%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREA 7.5% 05/15/32  | HARVEST MIDSTREAM I LP REGD 144A P/P 7.50000000                                                | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |       90000 | PA      | $92772.90     | 0.01%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY LOUISIAN 4.2% 09/01/48  | ENTERGY LOUISIANA LLC REGD 4.20000000                                                          | CUSIP: 29364WBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $20105.39     | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 4.78% 02/15/35  | VERIZON COMMUNICATIONS REGD 4.78000000                                                         | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      464000 | PA      | $452570.38    | 0.03%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| MOUNT NITTANY  3.799% 11/15/52  | MOUNT NITTANY MED CTR REGD SER 2022 3.79900000                                                 | CUSIP: 62213LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       88000 | PA      | $64590.29     | 0.00%             | 2052-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAW 4.5% 02/11/43  | BERKSHIRE HATHAWAY INC REGD 4.50000000                                                         | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23192.28     | 0.00%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#646496 6% 05/15/36       | GINNIE MAE I POOL P#646496 6.00000000                                                          | CUSIP: 36292EGD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         476 | PA      | $476.34       | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP 2.8% 12/10/51      | DANAHER CORP REGD 2.80000000                                                                   | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |       25000 | PA      | $15554.07     | 0.00%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE D 4% 10/03/28/EUR/  | ESB FINANCE DAC /EUR/ REGD REG S EMTN 4.00000000                                               | CUSIP: G31206AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      200000 | PA      | $242239.95    | 0.01%             | 2028-10-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRI 2.75% 10/15/50  | EMERSON ELECTRIC CO REGD 2.75000000                                                            | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |       25000 | PA      | $15758.44     | 0.00%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5701 6% 05/01/55       | FANNIE MAE POOL UMBS P#MA5701 6.00000000                                                       | CUSIP: 31418FKP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6904191 | PA      | $7056958.81   | 0.43%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FIN 6.125% 11/01/34  | CINCINNATI FINL CORP REGD 6.12500000                                                           | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |      600000 | PA      | $642047.30    | 0.04%             | 2034-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNAT 5% 03/01/35  | HONEYWELL INTERNATIONAL REGD 5.00000000                                                        | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      220000 | PA      | $221550.91    | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUR V/R /PERP//EUR/  | TELEFONICA EUROPE BV /EUR/ REGD V/R /PERP/ REG S 6.13500000                                    | CUSIP: N850234A9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      400000 | PA      | $506814.13    | 0.03%             | 2174-05-03      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL  4% 11/23/51  | JACKSON FINANCIAL INC REGD SER WI 4.00000000                                                   | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |      640000 | PA      | $443222.72    | 0.03%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF IND 3.05% 03/12/51  | REPUBLIC OF INDONESIA REGD 3.05000000                                                          | CUSIP: 455780CW4<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |      200000 | PA      | $131916.93    | 0.01%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAG 5.75% 03/02/53  | ARTHUR J GALLAGHER & CO REGD 5.75000000                                                        | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24194.24     | 0.00%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#257595 5% 03/01/29       | FANNIE MAE POOL UMBS P#257595 5.00000000                                                       | CUSIP: 31371PC81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         385 | PA      | $387.36       | 0.00%             | 2029-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY  2.25% 01/15/32  | SIMON PROPERTY GROUP LP REGD 2.25000000                                                        | CUSIP: 828807DQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $21828.77     | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1964 3.5% 07/01/29     | FANNIE MAE POOL UMBS P#MA1964 3.50000000                                                       | CUSIP: 31418BFE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7945 | PA      | $7857.33      | 0.00%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#688031 6.5% 10/15/38     | GINNIE MAE I POOL P#688031 6.50000000                                                          | CUSIP: 36296DLL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4954 | PA      | $5260.92      | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA S 3.125% 07/15/29  | SEAGATE DATA STOR REGD 144A P/P 3.12500000                                                     | CUSIP: 81180LAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      120000 | PA      | $107947.20    | 0.01%             | 2029-07-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS I 5.25% 02/13/34  | PHILIP MORRIS INTL INC REGD 5.25000000                                                         | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      190000 | PA      | $194200.03    | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY COR 5.6% 07/15/41  | DEVON ENERGY CORPORATION REGD 5.60000000                                                       | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      485000 | PA      | $454945.46    | 0.03%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FLORA FOO 6.875% 07/02/29/EUR/  | FLORA FOOD MANAGEMENT BV /EUR/ REGD REG S 6.87500000                                           | CUSIP: N9041SAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      400000 | PA      | $468831.66    | 0.03%             | 2029-07-02      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDIN 4.625% 07/15/28  | AVANTOR FUNDING INC REGD 144A P/P 4.62500000                                                   | CUSIP: 05352TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $142794.30    | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| REINSURANCE GRP OF 6% 09/15/33  | REINSURANCE GRP OF AMER REGD 6.00000000                                                        | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26444.31     | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIO V/R 06/15/53  | EDISON INTERNATIONAL REGD V/R 8.12500000                                                       | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      390000 | PA      | $391113.84    | 0.02%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRO 5.3% 06/15/35  | UNITEDHEALTH GROUP INC REGD 5.30000000                                                         | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      165000 | PA      | $168680.36    | 0.01%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN D 1.5% 01/13/27  | INTER-AMERICAN DEVEL BK REGD 1.50000000                                                        | CUSIP: 4581X0EB0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |      200000 | PA      | $193926.76    | 0.01%             | 2027-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX1768 6% 11/01/52       | FANNIE MAE POOL UMBS P#BX1768 6.00000000                                                       | CUSIP: 3140N56E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      349667 | PA      | $359131.94    | 0.02%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 11/15/26    | UNITED STATES TREASURY NOTE 4.62500000                                                         | CUSIP: 91282CJK8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1064000 | PA      | $1074120.47   | 0.06%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0561 3% 09/01/61       | FANNIE MAE POOL UMBS P#BF0561 3.00000000                                                       | CUSIP: 3140FXTT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1302788 | PA      | $1104016.62   | 0.07%             | 2061-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE  4.2% 10/15/49  | LYB INT FINANCE III REGD 4.20000000                                                            | CUSIP: 50249AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $18025.63     | 0.00%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC 4.75% 09/17/44  | WEA FINANCE LLC/WESTFIEL REGD P/P 4.75000000                                                   | CUSIP: 92890HAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      460000 | PA      | $385757.73    | 0.02%             | 2044-09-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| S&P GLOBAL INC 2.3% 08/15/60    | S&P GLOBAL INC REGD 2.30000000                                                                 | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       25000 | PA      | $12542.47     | 0.00%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB1008 4% 04/01/38       | FREDDIE MAC POOL UMBS P#SB1008 4.00000000                                                      | CUSIP: 3132CXDM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3249257 | PA      | $3193068.25   | 0.19%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EIDP INC 4.8% 05/15/33          | EIDP INC REGD 4.80000000                                                                       | CUSIP: 263534CR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25021.69     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9418 3% 01/20/54    | GINNIE MAE II POOL P#MA9418 3.00000000                                                         | CUSIP: 36179YPB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      821889 | PA      | $731827.13    | 0.04%             | 2054-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.95% 08/08/52        | APPLE INC REGD 3.95000000                                                                      | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       50000 | PA      | $39410.30     | 0.00%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL6854 3% 02/01/44       | FANNIE MAE POOL UMBS P#AL6854 3.00000000                                                       | CUSIP: 3138EPTL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       56188 | PA      | $51029.58     | 0.00%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPER 7.25% 04/01/29  | STARWOOD PROPERTY TRUST REGD 144A P/P 7.25000000                                               | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      110000 | PA      | $115469.97    | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ECHOSTAR CORP 10.75% 11/30/29   | ECHOSTAR CORP REGD SER . 10.75000000                                                           | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       80000 | PA      | $86173.20     | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP V/R /PERP/  | GOLDMAN SACHS GROUP INC REGD V/R /PERP/ SER X 7.50000000                                       | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      590000 | PA      | $620770.27    | 0.04%             | 2173-11-10      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP 4.125% 11/16/28        | RTX CORP REGD 4.12500000                                                                       | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100099.47    | 0.01%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 05/31/32    | UNITED STATES TREASURY NOTE 4.12500000                                                         | CUSIP: 91282CNF4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     7780000 | PA      | $7877857.77   | 0.48%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GATX CORP 5.45% 09/15/33        | GATX CORP REGD 5.45000000                                                                      | CUSIP: 361448BL6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25658.75     | 0.00%             | 2033-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPE 2.95% 07/15/31  | ESSENTIAL PROPER REGD 2.95000000                                                               | CUSIP: 29670VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1331000 | PA      | $1199737.53   | 0.07%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/23/29  | BANK OF AMERICA CORP REGD V/R MTN 4.27100000                                                   | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100207.16    | 0.01%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP 2.9% 06/15/50      | STRYKER CORP REGD 2.90000000                                                                   | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16292.35     | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICA 5.3% 02/15/34  | ROGERS COMMUNICATIONS IN REGD 5.30000000                                                       | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      240000 | PA      | $241734.84    | 0.01%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 04/30/29    | UNITED STATES TREASURY NOTE 4.62500000                                                         | CUSIP: 91282CKP5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     5000000 | PA      | $5170410.15   | 0.31%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP L 4.125% 03/15/29  | WELLTOWER OP LLC REGD 4.12500000                                                               | CUSIP: 95040QAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25007.52     | 0.00%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 5.625% 04/05/34    | ENBRIDGE INC REGD 5.62500000                                                                   | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $25815.17     | 0.00%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LEHMAN BRTH HLD 6.75% 12/28/17  | LEHMAN BRTH HLD ESCROW         IN DEFAULT 6.75000000                                           | CUSIP: 524ESC7M6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      650000 | PA      | $0.07         | 0.00%             | 2025-12-31      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| FGLMC P#G08833 5% 07/01/48      | FREDDIE MAC GOLD POOL P#G08833 5.00000000                                                      | CUSIP: 3128MJ4T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42594 | PA      | $42932.20     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC 3.1% 12/02/51  | CANADIAN PACIFIC RAILWAY REGD 3.10000000                                                       | CUSIP: 13645RBH6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      270000 | PA      | $175986.45    | 0.01%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| 888 ACQUI 7.558% 07/15/27/EUR/  | 888 ACQUISITIONS LTD /EUR/ REGD 144A P/P 7.55800000                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GI        |      450000 | PA      | $527170.93    | 0.03%             | 2027-07-15      | Fixed         | 7.56%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP V/R 01/23/35         | US BANCORP REGD V/R 5.67800000                                                                 | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1595000 | PA      | $1662556.92   | 0.10%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEA 5.625% 09/30/31  | ROYAL CARIBBEAN CRUISES REGD 144A P/P 5.62500000                                               | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      130000 | PA      | $132154.62    | 0.01%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UNITED PARCEL S 5.95% 05/14/55  | UNITED PARCEL SERVICE REGD 5.95000000                                                          | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      700000 | PA      | $710330.16    | 0.04%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#939419 V/R 05/01/37      | FANNIE MAE POOL UMBS P#939419 V/R 6.26500000                                                   | CUSIP: 31413ADY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34040 | PA      | $34454.08     | 0.00%             | 2037-05-01      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/TH 3.875% 10/15/47  | CIGNA GROUP/THE REGD SER * 3.87500000                                                          | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18784.94     | 0.00%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A78602 6% 06/01/38      | FREDDIE MAC GOLD POOL P#A78602 6.00000000                                                      | CUSIP: 3128LCRX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2141 | PA      | $2214.81      | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY  5.3% 01/15/35  | DOMINION ENERGY SOUTH REGD SER 2025 5.30000000                                                 | CUSIP: 25731VAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51288.14     | 0.00%             | 2035-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4627 2% 06/01/37       | FANNIE MAE POOL UMBS P#MA4627 2.00000000                                                       | CUSIP: 31418ED98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      627125 | PA      | $575461.24    | 0.03%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNA 5.45% 03/15/53  | MARSH & MCLENNAN COS INC REGD 5.45000000                                                       | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24008.71     | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| F/C US LONG BOND(CBT) DEC25     | FUTURE CONTRACT ON           US LONG BOND(CBT) DEC25 0.00000000                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         110 | NC      | $12567500.00  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| ERP OPERATING L 1.85% 08/01/31  | ERP OPERATING LP REGD 1.85000000                                                               | CUSIP: 26884ABN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $21855.02     | 0.00%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGE S/UP 07/09/35  | REPUBLIC OF ARGENTINA REGD S/UP SER * 4.12500000                                               | CUSIP: 040114HT0<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |      220000 | PA      | $140305.00    | 0.01%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CA V/R 03/10/55  | AERCAP IRELAND CAP/GLOBA REGD V/R 6.95000000                                                   | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      655000 | PA      | $686577.78    | 0.04%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOL V/R /PERP//EUR/  | CREDIT AGRICOLE SA /EUR/ REGD V/R /PERP/ REG S EMTN 7.25000000                                 | CUSIP: F2R125GA7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1256426.85   | 0.08%             | 2174-03-23      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEME 3.875% 01/15/29  | WASTE MANAGEMENT INC REGD 3.87500000                                                           | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99231.65     | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CO 4.114% 03/01/46  | EXXON MOBIL CORPORATION REGD 4.11400000                                                        | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       75000 | PA      | $61783.64     | 0.00%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP 5.1% 06/01/35        | NUCOR CORP REGD 5.10000000                                                                     | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |      485000 | PA      | $488672.79    | 0.03%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAM 5.15% 01/15/53  | PUB SVC NEW HAMP REGD 5.15000000                                                               | CUSIP: 744482BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      102000 | PA      | $94590.45     | 0.01%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4% 11/15/42        | UNITED STATES TREASURY BOND 4.00000000                                                         | CUSIP: 912810TM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     3671000 | PA      | $3325983.34   | 0.20%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC 3% 10/15/50      | LOWE'S COS INC REGD 3.00000000                                                                 | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       50000 | PA      | $31003.27     | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY 5% 06/01/33  | OHIO POWER COMPANY REGD 5.00000000                                                             | CUSIP: 677415CV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       89000 | PA      | $89646.15     | 0.01%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/22/28  | WELLS FARGO & COMPANY REGD V/R MTN 5.70700000                                                  | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      300000 | PA      | $306862.01    | 0.02%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH G 3.875% 08/15/59  | UNITEDHEALTH GROUP INC REGD 3.87500000                                                         | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      120000 | PA      | $83853.21     | 0.01%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 4.9% 10/15/35    | ELI LILLY & CO REGD 4.90000000                                                                 | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100589.21    | 0.01%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AQFIT 2025-A C 5.81% 12/19/50   | AQUA FINANCE ISSUER TRUST 2025-A SER 2025-A CL C REGD 144A P/P 5.81000000                      | CUSIP: 038394AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1026000 | PA      | $1046838.06   | 0.06%             | 2050-12-19      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| WAND NEWCO 3 I 7.625% 01/30/32  | WAND NEWCO 3 INC REGD 144A P/P 7.62500000                                                      | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      170000 | PA      | $180321.72    | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| TIME WARNER CAB 6.75% 06/15/39  | TIME WARNER CABLE LLC REGD 6.75000000                                                          | CUSIP: 88732JAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25903.18     | 0.00%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MSCR 2025-MN11 M V/R 07/25/45   | FREDDIE MAC MSCR TRUST MN11 SER 2025-MN11 CL M2 V/R 144A P/P 6.99839000                        | CUSIP: 35563YAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1250000 | PA      | $1255741.31   | 0.08%             | 2045-07-25      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| OHIO POWER COMPA 2.9% 10/01/51  | OHIO POWER COMPANY REGD SER R 2.90000000                                                       | CUSIP: 677415CU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      438000 | PA      | $263927.02    | 0.02%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 3.95% 06/30/62  | CHARTER COMM OPT LLC/CAP REGD 3.95000000                                                       | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      101000 | PA      | $62980.71     | 0.00%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.95% 08/01/59        | BOEING CO REGD 3.95000000                                                                      | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $68976.24     | 0.00%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TRANSATLANTIC HOLD 8% 11/30/39  | TRANSATLANTIC HOLDINGS REGD 8.00000000                                                         | CUSIP: 893521AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      555000 | PA      | $699512.97    | 0.04%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINAN 5.7% 12/14/36  | PRUDENTIAL FINANCIAL INC REGD MTN 5.70000000                                                   | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26365.48     | 0.00%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY 3.92% 06/01/47  | DUKE UNIVERSITY HEALTH REGD SER 2017 3.92000000                                                | CUSIP: 26443CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $39389.30     | 0.00%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| GATX CORP 4.7% 04/01/29         | GATX CORP REGD 4.70000000                                                                      | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25300.13     | 0.00%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 04/15/28     | UNITED STATES TREASURY NOTE 3.75000000                                                         | CUSIP: 91282CMW8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1723000 | PA      | $1729629.52   | 0.10%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AM 2.95% 09/15/29  | WILLIS NORTH AMERICA INC REGD 2.95000000                                                       | CUSIP: 970648AJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23681.33     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP 5.875% 04/01/35    | NEWMONT CORP REGD SER * 5.87500000                                                             | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |      108000 | PA      | $115604.62    | 0.01%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8003 4% 07/01/49       | FREDDIE MAC POOL UMBS P#SD8003 4.00000000                                                      | CUSIP: 3132DV3L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      111424 | PA      | $105844.84    | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBU 6.625% 03/15/32  | WESCO DISTRIBUTION INC REGD 144A P/P 6.62500000                                                | CUSIP: 95081QAR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $311480.87    | 0.02%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BF0546 2.5% 07/01/61     | FANNIE MAE POOL UMBS P#BF0546 2.50000000                                                       | CUSIP: 3140FXTC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1108440 | PA      | $883749.19    | 0.05%             | 2061-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY COR 4.85% 01/05/27  | DUKE ENERGY CORP REGD 4.85000000                                                               | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50446.90     | 0.00%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL 5.75% 03/12/54  | STATE OF ISRAEL REGD SER 30Y 5.75000000                                                        | CUSIP: 46514BRM1<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |     1735000 | PA      | $1608699.48   | 0.10%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP 3.75% 12/01/47   | STARBUCKS CORP REGD 3.75000000                                                                 | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18357.20     | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP 6% 02/20/34    | BAT CAPITAL CORP REGD 6.00000000                                                               | CUSIP: 05526DBZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $95549.21     | 0.01%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.55% 09/15/55         | AT&T INC REGD 3.55000000                                                                       | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1527000 | PA      | $1017562.31   | 0.06%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTI 3.75% 06/15/29  | PENSKE AUTOMOTIVE GROUP REGD 3.75000000                                                        | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |      115000 | PA      | $109724.47    | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 03/09/34  | HSBC HOLDINGS PLC REGD V/R 6.25400000                                                          | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $216014.11    | 0.01%             | 2034-03-09      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC 4.75% 04/15/29     | ENTEGRIS INC REGD 144A P/P 4.75000000                                                          | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      445000 | PA      | $438939.10    | 0.03%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| RIO TINTO FIN  5.125% 03/09/53  | RIO TINTO FIN USA PLC REGD 5.12500000                                                          | CUSIP: 76720AAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       25000 | PA      | $22967.50     | 0.00%             | 2053-03-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q09011 4% 06/01/42      | FREDDIE MAC GOLD POOL P#Q09011 4.00000000                                                      | CUSIP: 3132GUKY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       94457 | PA      | $91883.17     | 0.01%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 1.5% 02/15/31      | COMCAST CORP REGD 1.50000000                                                                   | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      188000 | PA      | $162150.55    | 0.01%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 3.75% 10/15/47  | UNITEDHEALTH GROUP INC REGD 3.75000000                                                         | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      153000 | PA      | $113824.13    | 0.01%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#AE9743 3.5% 12/01/25     | FANNIE MAE POOL UMBS P#AE9743 3.50000000                                                       | CUSIP: 31419LZH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          45 | PA      | $45.01        | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATH 2.875% 03/15/32  | BERKSHIRE HATHAWAY FIN REGD 2.87500000                                                         | CUSIP: 084664DA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $46462.48     | 0.00%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G18716 3.5% 12/01/33    | FREDDIE MAC GOLD POOL P#G18716 3.50000000                                                      | CUSIP: 3128MMYN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      110809 | PA      | $109517.90    | 0.01%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-BNK 2.514% 09/15/25   | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 SER 2016-BNK1 CL ASB REGD 2.51400000           | CUSIP: 95000GAZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         955 | PA      | $952.91       | 0.00%             | 2049-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL R 3.65% 02/03/48  | CANADIAN NATL RAILWAY REGD 3.65000000                                                          | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $18957.68     | 0.00%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| XPO INC 7.125% 06/01/31         | XPO INC REGD 144A P/P 7.12500000                                                               | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      145000 | PA      | $151078.40    | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| TRIMAS CORP 4.125% 04/15/29     | TRIMAS CORP REGD 144A P/P 4.12500000                                                           | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96310.56     | 0.01%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| QUALCOMM INC 4.8% 05/20/45      | QUALCOMM INC REGD 4.80000000                                                                   | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22834.15     | 0.00%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/23/30  | JPMORGAN CHASE & CO REGD V/R 5.01200000                                                        | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2082000 | PA      | $2132307.03   | 0.13%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC 2% 05/15/28         | EQUINIX INC REGD 2.00000000                                                                    | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      183000 | PA      | $172991.42    | 0.01%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08676 3.5% 11/01/45    | FREDDIE MAC GOLD POOL P#G08676 3.50000000                                                      | CUSIP: 3128MJXE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      118596 | PA      | $110523.11    | 0.01%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO 6.5% 11/15/53     | JM SMUCKER CO REGD 6.50000000                                                                  | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26615.39     | 0.00%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OAKIG 2020-1A  5.11% 11/20/25   | OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES 2 SER 2020-1A CL B1 REGD 144A P/P 5.11000000 | CUSIP: 67181DAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1675000 | PA      | $1425106.92   | 0.09%             | 2050-11-20      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| BIG RIVER STEE 6.625% 01/31/29  | BIG RIVER STEEL/BRS FIN REGD 144A P/P 6.62500000                                               | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $60040.18     | 0.00%             | 2029-01-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC 4.5% 03/15/50         | ONEOK INC REGD 4.50000000                                                                      | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19547.98     | 0.00%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PH 1.648% 06/10/31  | REPUBLIC OF PHILIPPINES REGD 1.64800000                                                        | CUSIP: 718286CK1<br>LEI: N/A                  | Long             | DBT              | USGA              | PH        |      360000 | PA      | $311709.91    | 0.02%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS  2.3% 06/01/30  | PAYPAL HOLDINGS INC REGD 2.30000000                                                            | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      240000 | PA      | $220346.93    | 0.01%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMI 5.95% 04/15/35  | BOOZ ALLEN HAMILTON INC REGD 5.95000000                                                        | CUSIP: 09951LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1205000 | PA      | $1242740.60   | 0.08%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC 3.75% 03/01/31  | HILLENBRAND INC REGD 3.75000000                                                                | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |      105000 | PA      | $96605.53     | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONYP 2020-1NYP A V/R 01/15/23   | ONE NEW YORK PLAZA TRUST 2020-1NYP SER 2020-1NYP CL A V/R REGD 144A P/P 5.42848000             | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3234000 | PA      | $3140184.57   | 0.19%             | 2036-01-15      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| OLD REPUBLIC IN 3.85% 06/11/51  | OLD REPUBLIC INTL CORP REGD 3.85000000                                                         | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17522.30     | 0.00%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN U 2.75% 11/02/51  | RIO TINTO FIN USA LTD REGD 2.75000000                                                          | CUSIP: 767201AT3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       25000 | PA      | $15200.83     | 0.00%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 01/15/28     | UNITED STATES TREASURY NOTE 4.25000000                                                         | CUSIP: 91282CMF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2287000 | PA      | $2320009.62   | 0.14%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 6.95% 03/15/34  | PACIFIC GAS & ELECTRIC REGD 6.95000000                                                         | CUSIP: 694308KP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      111000 | PA      | $121650.40    | 0.01%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| LFT 2025-1A E 8.91% 02/20/31    | LENDMARK FUNDING TRUST 2025-1 SER 2025-1A CL E REGD 144A P/P 8.91000000                        | CUSIP: 52604QAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1395000 | PA      | $1466046.65   | 0.09%             | 2034-09-20      | Fixed         | 8.91%                 | Yes           |                  2 | On Loan: No      |
| KIMCO REALTY OP  3.8% 04/01/27  | KIMCO REALTY OP LLC REGD 3.80000000                                                            | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24850.85     | 0.00%             | 2027-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8851 1.5% 09/01/36     | FANNIE MAE POOL UMBS P#FM8851 1.50000000                                                       | CUSIP: 3140XCZR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1269346 | PA      | $1138034.77   | 0.07%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.65% 03/25/41      | ORACLE CORP REGD 3.65000000                                                                    | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      500000 | PA      | $391615.12    | 0.02%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| RTX CORP 2.82% 09/01/51         | RTX CORP REGD 2.82000000                                                                       | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      177000 | PA      | $107963.03    | 0.01%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.55% 03/15/35       | ABBVIE INC REGD 4.55000000                                                                     | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      200000 | PA      | $195917.82    | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ENI SPA 5.75% 05/19/35          | ENI SPA REGD 144A P/P 5.75000000                                                               | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      380000 | PA      | $392380.65    | 0.02%             | 2035-05-19      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOV 2.7% 02/25/31/EUR/  | FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.70000000                                                 | CUSIP: F26348EM4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     6700000 | PA      | $7791217.55   | 0.47%             | 2031-02-25      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| THERMO FISHER SCIE 2% 10/15/31  | THERMO FISHER SCIENTIFIC REGD 2.00000000                                                       | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      164000 | PA      | $144662.73    | 0.01%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL E 5.875% 12/01/53  | SOUTHERN CAL EDISON REGD 5.87500000                                                            | CUSIP: 842400HX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $28583.16     | 0.00%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CO 4.75% 05/15/29  | IMOLA MERGER CORP REGD 144A P/P 4.75000000                                                     | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $185379.45    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EASTMAN CHEMIC 5.625% 02/20/34  | EASTMAN CHEMICAL CO REGD 5.62500000                                                            | CUSIP: 277432AY6<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25435.76     | 0.00%             | 2034-02-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SRFC 2025-2A D 6.79% 04/20/44   | SIERRA TIMESHARE 2025-2 RECEIVABLES FUNDING LLC SER 2025-2A CL D REGD 144A P/P 6.79000000      | CUSIP: 82653HAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1177902 | PA      | $1193842.20   | 0.07%             | 2044-04-20      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 4% 07/31/29        | UNITED STATES TREASURY NOTE 4.00000000                                                         | CUSIP: 91282CLC3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | PA      | $1013144.53   | 0.06%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIE 6.5% 01/15/34  | BOSTON PROPERTIES LP REGD 6.50000000                                                           | CUSIP: 10112RBH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $26834.91     | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 5% 05/15/50  | ENERGY TRANSFER LP REGD 5.00000000                                                             | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      147000 | PA      | $122330.29    | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.125% 06/15/39         | HCA INC REGD 5.12500000                                                                        | CUSIP: 404119BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23597.73     | 0.00%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 4.875% 02/15/44  | HOME DEPOT INC REGD 4.87500000                                                                 | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23148.01     | 0.00%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 2.65% 11/20/40  | VERIZON COMMUNICATIONS REGD 2.65000000                                                         | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      143000 | PA      | $101492.23    | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08348 5% 06/01/39      | FREDDIE MAC GOLD POOL P#G08348 5.00000000                                                      | CUSIP: 3128MJL65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20363 | PA      | $20776.70     | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.5% 04/15/38           | MPLX LP REGD 4.50000000                                                                        | CUSIP: 55336VAM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $116020.66    | 0.01%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY 3.9% 06/09/42   | DEERE & COMPANY REGD 3.90000000                                                                | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21195.05     | 0.00%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATIN 5.5% 02/15/34  | BRIXMOR OPERATING PART REGD 5.50000000                                                         | CUSIP: 11120VAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25491.35     | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3350 4.5% 09/01/52     | FANNIE MAE POOL UMBS P#FS3350 4.50000000                                                       | CUSIP: 3140XJWL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      548641 | PA      | $532039.78    | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABL 2024-RTL1 A1 V/R 03/25/29   | ABL 2024-RTL1 SER 2024-RTL1 CL A1 V/R REGD 144A P/P 6.07500000                                 | CUSIP: 00092EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1750000 | PA      | $1755687.15   | 0.11%             | 2029-09-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| STARBUCKS CORP 4.5% 11/15/48    | STARBUCKS CORP REGD 4.50000000                                                                 | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20737.96     | 0.00%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBSCM 2019-C1 2.668% 08/15/29   | UBS COMMERCIAL MORTGAGE TRUST SER 2019-C17 CL A3 REGD 2.66860000                               | CUSIP: 90278MAZ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      469980 | PA      | $444092.09    | 0.03%             | 2052-10-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINAN 4.4% 04/05/52  | COREBRIDGE FINANCIAL INC REGD 4.40000000                                                       | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20007.45     | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8432 6% 05/01/54       | FREDDIE MAC POOL UMBS P#SD8432 6.00000000                                                      | CUSIP: 3132DWLM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3768619 | PA      | $3852977.55   | 0.23%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB7426 3% 12/01/42       | FANNIE MAE POOL UMBS P#AB7426 3.00000000                                                       | CUSIP: 31417EHC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      175130 | PA      | $160241.85    | 0.01%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 4.3% 03/25/28   | CVS HEALTH CORP REGD 4.30000000                                                                | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      150000 | PA      | $149904.03    | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DIAMOND FRGN/DIA 8.5% 10/01/30  | DIAMOND FRGN/DIAMOND FIN REGD 144A P/P 8.50000000                                              | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       95000 | PA      | $100829.96    | 0.01%             | 2030-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| HARTFORD INSUR  5.95% 10/15/36  | HARTFORD INSUR GRP INC/T REGD 5.95000000                                                       | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |       98000 | PA      | $104797.84    | 0.01%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP 4.4% 01/15/47        | FEDEX CORP REGD 4.40000000                                                                     | CUSIP: 31428XBN5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19681.58     | 0.00%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC 7.125% 12/01/31   | TRANSDIGM INC REGD 144A P/P 7.12500000                                                         | CUSIP: 893647BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      240000 | PA      | $250476.61    | 0.02%             | 2031-12-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 4.875% 10/31/30    | UNITED STATES TREASURY NOTE 4.87500000                                                         | CUSIP: 91282CJG7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      555000 | PA      | $584571.09    | 0.04%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB9217 6% 09/01/54       | FANNIE MAE POOL UMBS P#CB9217 6.00000000                                                       | CUSIP: 3140QVG32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      937303 | PA      | $959461.76    | 0.06%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#711577 4% 06/15/41       | GINNIE MAE I POOL P#711577 4.00000000                                                          | CUSIP: 36297GQ60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      270004 | PA      | $261209.48    | 0.02%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 10/31/27    | UNITED STATES TREASURY NOTE 4.12500000                                                         | CUSIP: 91282CFU0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1343000 | PA      | $1356928.37   | 0.08%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAW 4.2% 08/15/48  | BERKSHIRE HATHAWAY FIN REGD 4.20000000                                                         | CUSIP: 084664CQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $41637.71     | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9105 5% 08/20/53    | GINNIE MAE II POOL P#MA9105 5.00000000                                                         | CUSIP: 36179YDJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4674362 | PA      | $4637325.66   | 0.28%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL C 4.625% 10/01/44  | DOW CHEMICAL CO/THE REGD 4.62500000                                                            | CUSIP: 260543CL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $20295.31     | 0.00%             | 2044-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLA 5.5% 03/18/54  | REPUBLIC OF POLAND REGD SER 30Y 5.50000000                                                     | CUSIP: 731011AZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |      100000 | PA      | $94152.65     | 0.01%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 04/25/36  | AMERICAN EXPRESS CO REGD V/R 5.66700000                                                        | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      110000 | PA      | $114956.02    | 0.01%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 07/24/38  | JPMORGAN CHASE & CO REGD V/R 3.88200000                                                        | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44239.40     | 0.00%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| MFRA 2024-RTL3 A V/R 11/25/39   | MFA 2024-RTL3 TRUST SER 2024-RTL3 CL A1 V/R REGD 144A P/P 5.91300000                           | CUSIP: 59319PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2016577.40   | 0.12%             | 2039-11-25      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| DRVPNK 2025-1A 5.63% 02/10/29   | AUTONATION FINANCE TRUST 2025-1 SER 2025-1A CL D REGD 144A P/P 5.63000000                      | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      759000 | PA      | $775592.20    | 0.05%             | 2032-09-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| GNMA P#782167 6% 06/15/37       | GINNIE MAE I POOL P#782167 6.00000000                                                          | CUSIP: 36241KMQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1220 | PA      | $1289.04      | 0.00%             | 2037-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL3183 5.5% 08/01/41     | FANNIE MAE POOL UMBS P#AL3183 5.50000000                                                       | CUSIP: 3138EKRD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       64708 | PA      | $66876.47     | 0.00%             | 2041-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/24/34  | GOLDMAN SACHS GROUP INC REGD V/R 6.56100000                                                    | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      284000 | PA      | $315093.84    | 0.02%             | 2034-10-24      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERN 4.75% 04/01/48  | AMERICAN INTERNATIONAL REGD 4.75000000                                                         | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       83000 | PA      | $72993.86     | 0.00%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BBCMS 2022-C16 A V/R 05/15/32   | BBCMS MORTGAGE TRUST 2022-C16 SER 2022-C16 CL A5 V/R REGD 4.60000000                           | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      280000 | PA      | $277729.62    | 0.02%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRU 2% 07/15/30/EUR/  | APA INFRASTRUCTURE LTD /EUR/ REGD REG S EMTN 2.00000000                                        | CUSIP: Q04579AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     1000000 | PA      | $1109804.92   | 0.07%             | 2030-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RCO 2025-2 A1 V/R 04/25/28      | RCO IX MORTGAGE LLC 2025-2 SER 2025-2 CL A1 V/R REGD 144A P/P 6.51310000                       | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1875401 | PA      | $1882629.88   | 0.11%             | 2030-04-25      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP 4.75% 11/15/48         | CSX CORP REGD 4.75000000                                                                       | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22046.16     | 0.00%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA COR V/R /PERP/  | BANK OF AMERICA CORP REGD V/R /PERP/ 6.62500000                                                | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      841000 | PA      | $867831.26    | 0.05%             | 2174-08-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF IND 2.15% 07/28/31  | REPUBLIC OF INDONESIA REGD 2.15000000                                                          | CUSIP: 455780CY0<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |      120000 | PA      | $105653.44    | 0.01%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 4% 03/01/48        | COMCAST CORP REGD 4.00000000                                                                   | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       20000 | PA      | $15311.02     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPE 3.35% 03/15/51  | KEURIG DR PEPPER INC REGD 3.35000000                                                           | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16232.97     | 0.00%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TELUS CORP V/R 10/15/55         | TELUS CORP REGD V/R 7.00000000                                                                 | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      650000 | PA      | $668570.50    | 0.04%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGH 3.5% 05/20/51  | ARTHUR J GALLAGHER & CO REGD 3.50000000                                                        | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17248.06     | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK C 11.75% 11/15/27  | DISH NETWORK CORP REGD 144A P/P 11.75000000                                                    | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      205000 | PA      | $216868.18    | 0.01%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| METLIFE INC 6.4% 12/15/36       | METLIFE INC REGD 6.40000000                                                                    | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      540000 | PA      | $566228.34    | 0.03%             | 2066-12-15      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINU 4.625% 03/01/28  | KAISER ALUMINUM CORP REGD 144A P/P 4.62500000                                                  | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       35000 | PA      | $34440.86     | 0.00%             | 2028-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| KINDER MORGAN I 5.15% 06/01/30  | KINDER MORGAN INC REGD 5.15000000                                                              | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      170000 | PA      | $174814.19    | 0.01%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQ 5.2% 02/22/34  | BRISTOL-MYERS SQUIBB CO REGD 5.20000000                                                        | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      770000 | PA      | $790660.96    | 0.05%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOUR 6.75% 03/01/29  | COMSTOCK RESOURCES INC REGD 144A P/P 6.75000000                                                | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      135000 | PA      | $133204.89    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA F 4.9% 03/12/27  | AMERICAN HONDA FINANCE REGD MTN 4.90000000                                                     | CUSIP: 02665WFD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $101078.63    | 0.01%             | 2027-03-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SE 5.3% 04/01/50  | UNITED PARCEL SERVICE REGD 5.30000000                                                          | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23531.61     | 0.00%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUA S/UP 07/31/30  | REPUBLIC OF ECUADOR REGD S/UP P/P 6.90000000                                                   | CUSIP: 27927IAE3<br>LEI: N/A                  | Long             | DBT              | USGA              | EC        |      120000 | PA      | $107928.00    | 0.01%             | 2030-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| NVIDIA CORP 3.5% 04/01/40       | NVIDIA CORP REGD 3.50000000                                                                    | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21171.18     | 0.00%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 5.45% 03/01/35  | SOUTHERN CAL EDISON REGD 5.45000000                                                            | CUSIP: 842400JG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      660000 | PA      | $664967.75    | 0.04%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSIO 2.75% 08/15/51  | AEP TRANSMISSION CO LLC REGD SER N 2.75000000                                                  | CUSIP: 00115AAN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $27646.92     | 0.00%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/04/28  | BANK OF AMERICA CORP REGD V/R MTN 2.55100000                                                   | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97730.38     | 0.01%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 07/21/42  | GOLDMAN SACHS GROUP INC REGD V/R 2.90800000                                                    | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       10000 | PA      | $7188.38      | 0.00%             | 2042-07-21      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS 5.25% 01/15/34  | REGENCY CENTERS LP REGD 5.25000000                                                             | CUSIP: 75884RBB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25604.86     | 0.00%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.55% 03/01/38        | BOEING CO REGD 3.55000000                                                                      | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       40000 | PA      | $32843.04     | 0.00%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREA 5.75% 01/15/28  | ANTERO MIDSTREAM PART/FI REGD 144A P/P 5.75000000                                              | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      215000 | PA      | $215708.64    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UNIV OF CALIFOR 2.65% 05/15/50  | UNIV OF CALIFORNIA CA REVENUES REGD B/E 2.65000000                                             | CUSIP: 91412HGD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       90000 | PA      | $55827.75     | 0.00%             | 2050-05-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANQUE OUE 2.75% 01/22/33/EUR/  | BANQUE OUEST AFRICAINE D /EUR/ REGD 2.75000000                                                 | CUSIP: V0136BAA6<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | CORP              | TG        |     1000000 | PA      | $994945.95    | 0.06%             | 2033-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLO 1.75% 06/15/30  | DUKE ENERGY FLORIDA LLC REGD 1.75000000                                                        | CUSIP: 26444HAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      133000 | PA      | $118847.51    | 0.01%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3282 2.5% 02/01/33     | FANNIE MAE POOL UMBS P#MA3282 2.50000000                                                       | CUSIP: 31418CUG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32952 | PA      | $31721.83     | 0.00%             | 2033-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUN 5.3% 12/07/33  | AVALONBAY COMMUNITIES REGD 5.30000000                                                          | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25817.40     | 0.00%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA IN 2.25% 11/15/31  | T-MOBILE USA INC REGD 2.25000000                                                               | CUSIP: 87264ABX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      290000 | PA      | $253791.10    | 0.02%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 4.25% 12/15/41  | DUKE ENERGY CAROLINAS REGD 4.25000000                                                          | CUSIP: 26442CAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $431851.66    | 0.03%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67707 3.5% 01/01/48    | FREDDIE MAC GOLD POOL P#G67707 3.50000000                                                      | CUSIP: 3132XCR49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      962836 | PA      | $891499.54    | 0.05%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PRO 3.45% 03/15/29  | DUKE ENERGY PROGRESS LLC REGD 3.45000000                                                       | CUSIP: 26442UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $127368.03    | 0.01%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC 5.55% 02/15/34       | NASDAQ INC REGD 5.55000000                                                                     | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      232000 | PA      | $242000.77    | 0.01%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 6.625% 09/01/53       | ONEOK INC REGD 6.62500000                                                                      | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      105000 | PA      | $107976.75    | 0.01%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY 5.263% 10/01/52     | NEW YORK NY REGD N/C B/E 5.26300000                                                            | CUSIP: 64966QL65<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      100000 | PA      | $95924.29     | 0.01%             | 2052-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/22/32  | BANK OF AMERICA CORP REGD V/R 2.68700000                                                       | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      690000 | PA      | $625885.75    | 0.04%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTME 4.75% 05/19/33  | PFIZER INVESTMENT ENTER REGD 4.75000000                                                        | CUSIP: 716973AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      200000 | PA      | $200432.82    | 0.01%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPA 2.6% 04/01/30  | OHIO POWER COMPANY REGD SER P 2.60000000                                                       | CUSIP: 677415CS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      113000 | PA      | $105196.14    | 0.01%             | 2030-04-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA  5.026% 10/01/29  | SOUTH BOW USA INFRA HLDS REGD 5.02600000                                                       | CUSIP: 83007CAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1120000 | PA      | $1134061.91   | 0.07%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| UPST 2025-1 A 5.45% 04/20/35    | UPSTART SECURITIZATION TRUST 2025-1 SER 2025-1 CL A REGD 144A P/P 5.45000000                   | CUSIP: 91684PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1373997 | PA      | $1383487.80   | 0.08%             | 2035-04-20      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| ON SEMICONDUCT 3.875% 09/01/28  | ON SEMICONDUCTOR CORP REGD 144A P/P 3.87500000                                                 | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |       70000 | PA      | $68085.36     | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NOVA S 2.951% 03/11/27  | BANK OF NOVA SCOTIA REGD SER FXD 2.95100000                                                    | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $49237.89     | 0.00%             | 2027-03-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MRCD 2019-PAR 2.717% 12/15/24   | MRCD 2019-MARK MORTGAGE TRUST SER 2019-PARK CL E REGD 144A P/P 2.71752000                      | CUSIP: 55348UAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1411800.00   | 0.09%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| CISCO SYSTEMS I 5.35% 02/26/64  | CISCO SYSTEMS INC REGD 5.35000000                                                              | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23950.25     | 0.00%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/O 4.125% 04/30/28  | ORGANON & CO/ORGANON FOR REGD 144A P/P 4.12500000                                              | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      255000 | PA      | $244383.51    | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FGLMC P#G03812 5.5% 02/01/38    | FREDDIE MAC GOLD POOL P#G03812 5.50000000                                                      | CUSIP: 3128M5R93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |           3 | PA      | $2.95         | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KENVUE INC 4.9% 03/22/33        | KENVUE INC REGD SER WI 4.90000000                                                              | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      540000 | PA      | $548845.44    | 0.03%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 4.95% 05/15/62  | UNITEDHEALTH GROUP INC REGD 4.95000000                                                         | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       65000 | PA      | $55012.48     | 0.00%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC 2.95% 03/15/51   | MASTERCARD INC REGD 2.95000000                                                                 | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16224.55     | 0.00%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GATX CORP 6.05% 06/05/54        | GATX CORP REGD 6.05000000                                                                      | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      270000 | PA      | $270494.50    | 0.02%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR L 9% 08/01/29  | PRAIRIE ACQUIROR LP REGD 144A P/P 9.00000000                                                   | CUSIP: 73943NAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $521886.50    | 0.03%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| WALT DISNEY COM 6.65% 11/15/37  | WALT DISNEY COMPANY/THE REGD SER WI 6.65000000                                                 | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |       30000 | PA      | $34411.80     | 0.00%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSUR V/R 09/16/51  | NIPPON LIFE INSURANCE REGD V/R 144A P/P 2.90000000                                             | CUSIP: 654579AK7<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |      550000 | PA      | $486598.55    | 0.03%             | 2051-09-16      | Variable      | 2.90%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BH4101 3.5% 10/01/47     | FANNIE MAE POOL UMBS P#BH4101 3.50000000                                                       | CUSIP: 3140GSRX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      863521 | PA      | $797801.80    | 0.05%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN 4.7% 03/15/33  | NORTHROP GRUMMAN CORP REGD 4.70000000                                                          | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      334000 | PA      | $334249.85    | 0.02%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMER SPORTS COM 6.75% 02/16/31  | AMER SPORTS COMPANY REGD 144A P/P 6.75000000                                                   | CUSIP: 02352NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $109534.64    | 0.01%             | 2031-02-16      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| EQUINIX INC 3.2% 11/18/29       | EQUINIX INC REGD 3.20000000                                                                    | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      183000 | PA      | $174872.29    | 0.01%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AETNA INC 6.625% 06/15/36       | AETNA INC REGD 6.62500000                                                                      | CUSIP: 00817YAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $27151.13     | 0.00%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH I 4.9% 02/01/46  | ANHEUSER-BUSCH INBEV FIN REGD 4.90000000                                                       | CUSIP: 035242AN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $45545.10     | 0.00%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 12/31/30     | UNITED STATES TREASURY NOTE 3.75000000                                                         | CUSIP: 91282CJQ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | PA      | $1000214.84   | 0.06%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP 5.375% 02/27/53        | RTX CORP REGD 5.37500000                                                                       | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94791.88     | 0.01%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL 8.125% 06/01/28  | VENTURE GLOBAL LNG INC REGD 144A P/P 8.12500000                                                | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207357.60    | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| IBRD 4.5% 04/10/31              | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 4.50000000                                 | CUSIP: 459058LF8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | US        |      100000 | PA      | $103402.59    | 0.01%             | 2031-04-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9299 2.5% 10/20/53  | GINNIE MAE II POOL P#MA9299 2.50000000                                                         | CUSIP: 36179YKL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2423444 | PA      | $2069604.28   | 0.13%             | 2053-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.5% 02/15/41      | BROADCOM INC REGD 144A P/P 3.50000000                                                          | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       50000 | PA      | $39678.98     | 0.00%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ECMC 2017-2A A V/R 05/25/67     | ECMC GROUP STUDENT LOAN TRUST 2017-2 SER 2017-2A CL A V/R 144A P/P 5.51287000                  | CUSIP: 26828VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      807710 | PA      | $811017.53    | 0.05%             | 2067-05-25      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| CISCO SYSTEMS IN 4.8% 02/26/27  | CISCO SYSTEMS INC REGD 4.80000000                                                              | CUSIP: 17275RBQ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50638.36     | 0.00%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0698 3% 01/20/43    | GINNIE MAE II POOL P#MA0698 3.00000000                                                         | CUSIP: 36179MX39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       62101 | PA      | $56747.75     | 0.00%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREA 2.65% 03/08/27  | BANK OF MONTREAL REGD MTN 2.65000000                                                           | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $98078.44     | 0.01%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH G 5.625% 07/15/54  | UNITEDHEALTH GROUP INC REGD 5.62500000                                                         | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      850000 | PA      | $811389.47    | 0.05%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#RD5057 1.5% 05/01/31     | FREDDIE MAC POOL UMBS P#RD5057 1.50000000                                                      | CUSIP: 3133LPTN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      763840 | PA      | $719622.58    | 0.04%             | 2031-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS 5.875% 02/15/28  | ALBERTSONS COS/SAFEWAY REGD 144A P/P 5.87500000                                                | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $500322.75    | 0.03%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 05/15/55     | UNITED STATES TREASURY BOND 4.75000000                                                         | CUSIP: 912810UK2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      627000 | PA      | $610443.28    | 0.04%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KROGER CO 5.5% 09/15/54         | KROGER CO REGD 5.50000000                                                                      | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1284455.03   | 0.08%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AQ8684 3% 12/01/42       | FANNIE MAE POOL UMBS P#AQ8684 3.00000000                                                       | CUSIP: 3138MQUJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       78645 | PA      | $71959.41     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC 3.65% 04/05/29   | LOWE'S COS INC REGD SER 10YR 3.65000000                                                        | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      405000 | PA      | $397744.63    | 0.02%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 5.05% 04/15/53  | UNITEDHEALTH GROUP INC REGD 5.05000000                                                         | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      885000 | PA      | $779551.91    | 0.05%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA1182 3.5% 02/01/48     | FANNIE MAE POOL UMBS P#CA1182 3.50000000                                                       | CUSIP: 3140Q8J48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17744 | PA      | $16405.44     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4837 3.5% 11/20/47  | GINNIE MAE II POOL P#MA4837 3.50000000                                                         | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      463598 | PA      | $429542.25    | 0.03%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM 4% 09/18/27/EUR/  | LORCA TELECOM BONDCO /EUR/ REGD REG S 4.00000000                                               | CUSIP: E7S1A4AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      600000 | PA      | $703320.37    | 0.04%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.15% 05/01/30        | BOEING CO REGD 5.15000000                                                                      | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102588.17    | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBI 4.75% 06/12/34  | BRITISH COLUMBIA PROV OF REGD 4.75000000                                                       | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | USGA              | CA        |      300000 | PA      | $305958.06    | 0.02%             | 2034-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL IN 4% 04/15/29  | SOMNIGROUP INTL INC REGD 144A P/P 4.00000000                                                   | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      220000 | PA      | $211682.81    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GARDA WORLD SE 4.625% 02/15/27  | GARDA WORLD SECURITY REGD 144A P/P 4.62500000                                                  | CUSIP: 36485MAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      105000 | PA      | $104323.67    | 0.01%             | 2027-02-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 08/11/33  | HSBC HOLDINGS PLC REGD V/R 5.40200000                                                          | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $206425.13    | 0.01%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8194 2.5% 02/01/52     | FREDDIE MAC POOL UMBS P#SD8194 2.50000000                                                      | CUSIP: 3132DWC76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2066523 | PA      | $1727105.77   | 0.10%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC 4.7% 05/01/48  | CANADIAN PACIFIC RAILWAY REGD 4.70000000                                                       | CUSIP: 13648TAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       25000 | PA      | $21998.48     | 0.00%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 5% 01/11/28    | CROWN CASTLE INC REGD 5.00000000                                                               | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      109000 | PA      | $110506.31    | 0.01%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ISTANBUL METROP 10.5% 12/06/28  | ISTANBUL METROPOLITAN MU REGD 144A P/P 10.50000000                                             | CUSIP: 46522TAC2<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | USGA              | TR        |      200000 | PA      | $219048.75    | 0.01%             | 2028-12-06      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| PEPSICO INC 2.625% 10/21/41     | PEPSICO INC REGD 2.62500000                                                                    | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17736.76     | 0.00%             | 2041-10-21      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9235 2.5% 10/20/53  | GINNIE MAE II POOL P#MA9235 2.50000000                                                         | CUSIP: 36179YHL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3201110 | PA      | $2734163.59   | 0.17%             | 2053-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNS 5.25% 06/01/54  | JOHNSON & JOHNSON REGD 5.25000000                                                              | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49433.13     | 0.00%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T/L LUMEN TECHNOL ZCP 04/15/30  | T/L LUMEN TECHNOLOGIES INC REGD ZCP TERM LOAN 0.00000000                                       | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |      528653 | PA      | $526120.42    | 0.03%             | 2030-04-15      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 4.4% 03/15/45    | HOME DEPOT INC REGD 4.40000000                                                                 | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21507.59     | 0.00%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4586 3.5% 07/20/47  | GINNIE MAE II POOL P#MA4586 3.50000000                                                         | CUSIP: 36179TCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      103128 | PA      | $95632.63     | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES  2.6% 06/01/51  | NORTHERN STATES PWR-MINN REGD 2.60000000                                                       | CUSIP: 665772CS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      136000 | PA      | $81895.10     | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN 4.375% 07/17/34  | INTER-AMERICAN DEVEL BK REGD 4.37500000                                                        | CUSIP: 4581X0EP9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |      400000 | PA      | $405187.15    | 0.02%             | 2034-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 4.25% 12/15/27     | CENTENE CORP REGD SER WI 4.25000000                                                            | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48848.33     | 0.00%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WORLDLINE 4.125% 09/12/28/EUR/  | WORLDLINE SA/FRANCE /EUR/ REGD REG S EMTN 4.12500000                                           | CUSIP: F9867TJC8<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $207320.12    | 0.01%             | 2028-09-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS  6.2% 08/15/34  | LAS VEGAS SANDS CORP REGD 6.20000000                                                           | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      685000 | PA      | $708878.94    | 0.04%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08726 3% 10/01/46      | FREDDIE MAC GOLD POOL P#G08726 3.00000000                                                      | CUSIP: 3128MJYY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      203189 | PA      | $181872.26    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS 3.379% 02/08/61  | BP CAP MARKETS AMERICA REGD 3.37900000                                                         | CUSIP: 10373QBQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $32009.58     | 0.00%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.6% 05/01/34         | BOEING CO REGD 3.60000000                                                                      | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89186.38     | 0.01%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| IBM CORP 3.3% 01/27/27          | IBM CORP REGD 3.30000000                                                                       | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99014.39     | 0.01%             | 2027-01-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C91244 4.5% 04/01/29    | FREDDIE MAC GOLD POOL P#C91244 4.50000000                                                      | CUSIP: 3128P7LZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6193 | PA      | $6219.54      | 0.00%             | 2029-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & 3.95% 03/01/48  | FLORIDA POWER & LIGHT CO REGD 3.95000000                                                       | CUSIP: 341081FQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      251000 | PA      | $199083.57    | 0.01%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7554 2.5% 04/01/52     | FREDDIE MAC POOL UMBS P#SD7554 2.50000000                                                      | CUSIP: 3132DVMB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1830845 | PA      | $1553004.99   | 0.09%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOOD 5.2% 07/15/45  | KRAFT HEINZ FOODS CO REGD 5.20000000                                                           | CUSIP: 50077LAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $44567.92     | 0.00%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#QY8740 6.5% 07/01/55     | FREDDIE MAC POOL UMBS P#QY8740 6.50000000                                                      | CUSIP: 31426TWA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3919633 | PA      | $4061919.74   | 0.25%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANC 3.4% 11/15/49  | DH EUROPE FINANCE II REGD 3.40000000                                                           | CUSIP: 23291KAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       25000 | PA      | $17755.75     | 0.00%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1917 3% 10/01/51       | FANNIE MAE POOL UMBS P#CB1917 3.00000000                                                       | CUSIP: 3140QMDX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      977545 | PA      | $855972.17    | 0.05%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  5.3% 04/15/47  | ENERGY TRANSFER LP REGD 5.30000000                                                             | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       18000 | PA      | $15885.56     | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 3.7% 04/06/50       | EQUINOR ASA REGD 3.70000000                                                                    | CUSIP: 29446MAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |       25000 | PA      | $18944.99     | 0.00%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS S 4.55% 02/20/48  | BRISTOL-MYERS SQUIBB CO REGD 4.55000000                                                        | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42562.80     | 0.00%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 3.215% 09/06/26  | BAT CAPITAL CORP REGD 3.21500000                                                               | CUSIP: 05526DBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49464.96     | 0.00%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 09/16/25          | UNITED STATES TREASURY BILL ZCP 0.00000000                                                     | CUSIP: 912797QU4<br>LEI: N/A                  | Long             | STIV             | UST               | US        |    20000000 | PA      | $19964633.33  | 1.21%             | 2025-09-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCA 4.625% 06/15/28  | TENET HEALTHCARE CORP REGD 144A 4.62500000                                                     | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      555000 | PA      | $549160.12    | 0.03%             | 2028-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BS4628 2.06% 01/01/34    | FANNIE MAE POOL UMBS P#BS4628 2.06000000                                                       | CUSIP: 3140LFEA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3000000 | PA      | $2507500.77   | 0.15%             | 2034-01-01      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 09/30/29    | UNITED STATES TREASURY NOTE 3.87500000                                                         | CUSIP: 91282CFL0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      285000 | PA      | $287493.75    | 0.02%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUN 2.3% 03/01/30  | AVALONBAY COMMUNITIES REGD MTN 2.30000000                                                      | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23022.12     | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#BC1509 3% 08/01/46       | FANNIE MAE POOL UMBS P#BC1509 3.00000000                                                       | CUSIP: 3140EVVB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       57830 | PA      | $51775.58     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEGNA INC 4.625% 03/15/28       | TEGNA INC REGD 4.62500000                                                                      | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      135000 | PA      | $134409.83    | 0.01%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8246 5% 09/01/52       | FREDDIE MAC POOL UMBS P#SD8246 5.00000000                                                      | CUSIP: 3132DWET6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      400449 | PA      | $397055.59    | 0.02%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNR 2024-51 GC 3.5% 07/20/48    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-51 CL GC 3.50000000                          | CUSIP: 38384KG54<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6724252 | PA      | $6499610.66   | 0.39%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/20/51  | BANK OF AMERICA CORP REGD V/R MTN 4.08300000                                                   | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      260000 | PA      | $204883.16    | 0.01%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CO 6.75% 03/15/33  | CHORD ENERGY CORP REGD 144A P/P 6.75000000                                                     | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66701.77     | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA V/R 02/23/33/EUR/  | CAIXABANK SA /EUR/ REGD V/R REG S EMTN 6.25000000                                              | CUSIP: E2R193H98<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      900000 | PA      | $1127002.64   | 0.07%             | 2033-02-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICAT 4% 03/22/50  | VERIZON COMMUNICATIONS REGD 4.00000000                                                         | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $76873.72     | 0.00%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 01/30/31  | AMERICAN EXPRESS CO REGD V/R 5.08500000                                                        | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103069.84    | 0.01%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4176 2% 11/01/40       | FANNIE MAE POOL UMBS P#MA4176 2.00000000                                                       | CUSIP: 31418DUA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      832421 | PA      | $725777.76    | 0.04%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS I 5.55% 09/15/54  | ENTERGY TEXAS INC REGD 5.55000000                                                              | CUSIP: 29365TAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      565000 | PA      | $540139.12    | 0.03%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3901 3.5% 06/01/52     | FANNIE MAE POOL UMBS P#CB3901 3.50000000                                                       | CUSIP: 3140QPKP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6116297 | PA      | $5533548.64   | 0.33%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  5.15% 04/01/38  | GENERAL MOTORS CO REGD 5.15000000                                                              | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46773.86     | 0.00%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| METLIFE INC 4.125% 08/13/42     | METLIFE INC REGD 4.12500000                                                                    | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21003.90     | 0.00%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA V/R /PERP/   | BANCO SANTANDER SA REGD V/R /PERP/ SER * 9.62500000                                            | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $444645.60    | 0.03%             | 2174-02-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS I 6.25% 02/15/32  | POST HOLDINGS INC REGD 144A P/P 6.25000000                                                     | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      215000 | PA      | $221153.09    | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SDART 2025-3 D 5.11% 11/15/29   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-3 SER 2025-3 CL D REGD 5.11000000                  | CUSIP: 80288JAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1200000 | PA      | $1210946.88   | 0.07%             | 2031-09-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| EQT CORP 3.9% 10/01/27          | EQT CORP REGD 3.90000000                                                                       | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      236000 | PA      | $233845.59    | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS IN 6.125% 09/15/29  | MGM RESORTS INTL REGD 6.12500000                                                               | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      280000 | PA      | $286221.88    | 0.02%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 6.675% 09/13/43   | CITIGROUP INC REGD 6.67500000                                                                  | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $110776.77    | 0.01%             | 2043-09-13      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING  6.15% 04/03/30  | ATHENE HOLDING LTD REGD 6.15000000                                                             | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26692.10     | 0.00%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC 3.9% 09/17/29       | TEXTRON INC REGD 3.90000000                                                                    | CUSIP: 883203CA7<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |      218000 | PA      | $215093.00    | 0.01%             | 2029-09-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CABOT CORP 5% 06/30/32          | CABOT CORP REGD 5.00000000                                                                     | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25210.15     | 0.00%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UST BDS 4.375%  DUE 2/15/38     | UNITED STATES TREASURY BOND 4.37500000                                                         | CUSIP: 912810PW2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      105000 | PA      | $104753.91    | 0.01%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMB 8% 11/14/35  | REPUBLIC OF COLOMBIA REGD 8.00000000                                                           | CUSIP: 195325EL5<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |      375000 | PA      | $395250.00    | 0.02%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL P 4.35% 08/15/48  | INTERNATIONAL PAPER CO REGD 4.35000000                                                         | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20131.04     | 0.00%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY 2.375% 09/15/28  | DXC TECHNOLOGY CO REGD 2.37500000                                                              | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |       88000 | PA      | $82752.20     | 0.01%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#BE7172 3% 03/01/32       | FANNIE MAE POOL UMBS P#BE7172 3.00000000                                                       | CUSIP: 3140FS6J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       71123 | PA      | $69111.12     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC 4.3% 10/15/30   | CHEVRON USA INC REGD 4.30000000                                                                | CUSIP: 166756BJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $100545.38    | 0.01%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 4.95% 02/27/63   | ELI LILLY & CO REGD 4.95000000                                                                 | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22284.25     | 0.00%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8155 2% 07/01/51       | FREDDIE MAC POOL UMBS P#SD8155 2.00000000                                                      | CUSIP: 3132DWBY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5096528 | PA      | $4078403.73   | 0.25%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 1.95% 01/15/31     | COMCAST CORP REGD 1.95000000                                                                   | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       45000 | PA      | $39873.50     | 0.00%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7768 3% 12/20/51    | GINNIE MAE II POOL P#MA7768 3.00000000                                                         | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      704012 | PA      | $624814.06    | 0.04%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC /  3.45% 12/15/51  | DELL INT LLC / EMC CORP REGD 3.45000000                                                        | CUSIP: 24703DBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $34152.98     | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0092 5.5% 12/20/54  | GINNIE MAE II POOL P#MB0092 5.50000000                                                         | CUSIP: 3618N5C64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2473604 | PA      | $2495439.12   | 0.15%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/08/37  | BANK OF AMERICA CORP REGD V/R 3.84600000                                                       | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      680000 | PA      | $628149.08    | 0.04%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0221 4% 07/20/42    | GINNIE MAE II POOL P#MA0221 4.00000000                                                         | CUSIP: 36179MG61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18907 | PA      | $18142.78     | 0.00%             | 2042-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HO 5.141% 03/15/52  | WARNERMEDIA HOLDINGS INC REGD SER * 5.14100000                                                 | CUSIP: 55903VBU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      317000 | PA      | $197668.52    | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 3.375% 04/15/29  | T-MOBILE USA INC REGD 3.37500000                                                               | CUSIP: 87264ABV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $290687.01    | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOL 4.15% 05/01/52  | APTIV SWISS HOLDINGS LTD REGD 4.15000000                                                       | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |       25000 | PA      | $18081.92     | 0.00%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UMBS P#AE6061 4.5% 10/01/40     | FANNIE MAE POOL UMBS P#AE6061 4.50000000                                                       | CUSIP: 31419GWX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34702 | PA      | $34699.56     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG H 5.5% 08/15/28  | NATIONSTAR MTG HLD INC REGD 144A P/P 5.50000000                                                | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $174780.94    | 0.01%             | 2028-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQ 3.4% 07/26/29  | BRISTOL-MYERS SQUIBB CO REGD 3.40000000                                                        | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       41000 | PA      | $39972.91     | 0.00%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R5 A1 V/R 08/25/61     | CIM TRUST 2021-R5 SER 2021-R5 CL A1 V/R REGD 144A P/P 2.00000000                               | CUSIP: 12592SAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1654557 | PA      | $1426740.56   | 0.09%             | 2061-08-25      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| VITAL ENERGY I 7.875% 04/15/32  | VITAL ENERGY INC REGD 144A P/P 7.87500000                                                      | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |      115000 | PA      | $113392.02    | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| LAS VEGAS SAND 5.625% 06/15/28  | LAS VEGAS SANDS CORP REGD 5.62500000                                                           | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      525000 | PA      | $537478.42    | 0.03%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 05/15/27      | UNITED STATES TREASURY NOTE 4.50000000                                                         | CUSIP: 91282CKR1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2000000 | PA      | $2026679.68   | 0.12%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GSMS 2021-DM A V/R 11/15/23     | GS MORTGAGE SECURITIES CORP TRUST 2021-DM SER 2021-DM CL A V/R REGD 144A P/P 5.36348000        | CUSIP: 36265AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1980000 | PA      | $1976351.85   | 0.12%             | 2036-11-15      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| SAN DIEGO G & E 3.32% 04/15/50  | SAN DIEGO G & E REGD SER UUU 3.32000000                                                        | CUSIP: 797440BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      370000 | PA      | $249689.49    | 0.02%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES  4.724% 09/10/34  | TOTALENERGIES CAPITAL SA REGD 4.72400000                                                       | CUSIP: 89157XAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | PA      | $100011.42    | 0.01%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/D 8.625% 08/01/32  | DIG INTL FIN/DIFL US LLC REGD 144A P/P 8.62500000                                              | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |      200000 | PA      | $205125.60    | 0.01%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2023-01 M10 V/R 02/25/32   | MULTIFAMILY CONNECTICUT AVENUE SECUR SER 2023-01 CL M10 V/R REGD 144A P/P 10.84839000          | CUSIP: 62548NAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1133042.60   | 0.07%             | 2053-11-25      | Variable      | 10.85%                | Yes           |                  2 | On Loan: No      |
| AT&T INC 6.05% 08/15/56         | AT&T INC REGD 6.05000000                                                                       | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      190000 | PA      | $191410.12    | 0.01%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| IBM CORP 4.25% 05/15/49         | IBM CORP REGD 4.25000000                                                                       | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $80243.50     | 0.00%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 08/15/33    | UNITED STATES TREASURY NOTE 3.87500000                                                         | CUSIP: 91282CHT1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1447000 | PA      | $1431908.24   | 0.09%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNA 3.132% 12/01/51  | BAXTER INTERNATIONAL INC REGD 3.13200000                                                       | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |       25000 | PA      | $15398.07     | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC 4% 09/18/42     | ASTRAZENECA PLC REGD 4.00000000                                                                | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |       25000 | PA      | $21253.23     | 0.00%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY 3.375% 12/01/27  | SIMON PROPERTY GROUP LP REGD 3.37500000                                                        | CUSIP: 828807DE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49388.65     | 0.00%             | 2027-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSM 2.65% 01/15/32  | AMERICAN TRANSMISSION SY REGD 144A P/P 2.65000000                                              | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $133388.83    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SD1071 3.5% 04/01/52     | FREDDIE MAC POOL UMBS P#SD1071 3.50000000                                                      | CUSIP: 3132DNFL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1572545 | PA      | $1437614.63   | 0.09%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.9% 08/15/37          | AT&T INC REGD SER WI 4.90000000                                                                | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24094.69     | 0.00%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0365 5% 05/20/55    | GINNIE MAE II POOL P#MB0365 5.00000000                                                         | CUSIP: 3618N5MP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      496905 | PA      | $492043.01    | 0.03%             | 2055-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIE 6.75% 05/02/34  | OFFICE CHERIFIEN DES PHO REGD 144A P/P 6.75000000                                              | CUSIP: 67091TAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | MA        |      400000 | PA      | $422771.00    | 0.03%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG V/R 05/14/32       | UBS GROUP AG REGD V/R 144A P/P 3.09100000                                                      | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1415000 | PA      | $1302523.62   | 0.08%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| CONCENTRIX CORP 6.6% 08/02/28   | CONCENTRIX CORP REGD 6.60000000                                                                | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26466.21     | 0.00%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO O 3.95% 04/01/50  | CON EDISON CO OF NY INC REGD SER 20B 3.95000000                                                | CUSIP: 209111FY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $30979.09     | 0.00%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIA 5.15% 09/15/34  | ENTERGY LOUISIANA LLC REGD 5.15000000                                                          | CUSIP: 29364WBP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25308.03     | 0.00%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 08/15/35  | BANK OF AMERICA CORP REGD V/R MTN 5.42500000                                                   | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      790000 | PA      | $795082.07    | 0.05%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERG 4.625% 10/15/28  | CHENIERE ENERGY INC REGD SER WI 4.62500000                                                     | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      260000 | PA      | $259837.69    | 0.02%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CIM 2023-R3 A1A V/R 01/25/63    | CIM TRUST 2023-R3 SER 2023-R3 CL A1A V/R REGD 144A P/P 4.50000000                              | CUSIP: 12570GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1633377 | PA      | $1621148.72   | 0.10%             | 2063-01-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 09/13/29       | BARCLAYS PLC REGD V/R 6.49000000                                                               | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $212170.05    | 0.01%             | 2029-09-13      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP 5.875% 06/28/64  | VODAFONE GROUP PLC REGD 5.87500000                                                             | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       25000 | PA      | $24098.19     | 0.00%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINA 5.75% 01/15/34  | COREBRIDGE FINANCIAL INC REGD 5.75000000                                                       | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26129.93     | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CIM 2023-R1 A1A V/R 04/25/62    | CIM TRUST 2023-R1 SER 2023-R1 CL A1A V/R REGD 144A P/P 5.40000000                              | CUSIP: 12569RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1870224 | PA      | $1876999.85   | 0.11%             | 2062-04-25      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC 3.75% 09/12/47        | APPLE INC REGD 3.75000000                                                                      | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19624.24     | 0.00%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE CHI 4.556% 11/01/52  | NATIONWIDE CHILDREN HOSP REGD 4.55600000                                                       | CUSIP: 63861UAA7<br>LEI: 549300P18KU1WR8JWZ05 | Long             | DBT              | CORP              | US        |       90000 | PA      | $76712.73     | 0.00%             | 2052-11-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5059 3.5% 11/01/48     | FANNIE MAE POOL UMBS P#FS5059 3.50000000                                                       | CUSIP: 3140XLTR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1710749 | PA      | $1591453.60   | 0.10%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#5204 4.5% 10/20/41    | GINNIE MAE II POOL P#5204 4.50000000                                                           | CUSIP: 36202FX92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12258 | PA      | $12238.35     | 0.00%             | 2041-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0907 3% 02/01/52       | FREDDIE MAC POOL UMBS P#SD0907 3.00000000                                                      | CUSIP: 3132DNAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11046818 | PA      | $9608322.44   | 0.58%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP 3.8% 02/23/32       | KEMPER CORP REGD 3.80000000                                                                    | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22894.24     | 0.00%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENE 5.25% 03/01/28  | CENTERPOINT ENERGY RES REGD 5.25000000                                                         | CUSIP: 15189YAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      108000 | PA      | $110899.92    | 0.01%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  6.75% 04/01/46  | GENERAL MOTORS CO REGD 6.75000000                                                              | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25911.29     | 0.00%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 5.75% 03/02/63        | AMGEN INC REGD 5.75000000                                                                      | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       67000 | PA      | $64474.44     | 0.00%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOL 5.875% 09/15/33  | MICRON TECHNOLOGY INC REGD 5.87500000                                                          | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26302.81     | 0.00%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODU 3.7% 01/31/51  | ENTERPRISE PRODUCTS OPER REGD 3.70000000                                                       | CUSIP: 29379VBY8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $93253.11     | 0.01%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM3 A V/R 08/25/70   | EFMT 2025-NQM3 SER 2025-NQM3 CL A1 V/R REGD 144A P/P 5.49400000                                | CUSIP: 26846YAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1455476 | PA      | $1470977.57   | 0.09%             | 2070-08-25      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL FIN 3.935% 12/07/49  | PRUDENTIAL FINANCIAL INC REGD SER WI 3.93500000                                                | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19061.36     | 0.00%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS 2.7% 10/15/28  | KYNDRYL HOLDINGS INC REGD SER WI 2.70000000                                                    | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23771.17     | 0.00%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#AR7721 2.5% 02/01/28     | FANNIE MAE POOL UMBS P#AR7721 2.50000000                                                       | CUSIP: 3138W5SK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13595 | PA      | $13333.55     | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC 4.9% 08/15/34       | NETFLIX INC REGD 4.90000000                                                                    | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25562.23     | 0.00%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EM 6.625% 12/15/30  | EMRLD BOR / EMRLD CO-ISS REGD 144A P/P 6.62500000                                              | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      480000 | PA      | $493563.84    | 0.03%             | 2030-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| S&P GLOBAL INC 3.7% 03/01/52    | S&P GLOBAL INC REGD 3.70000000                                                                 | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18723.32     | 0.00%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5675 4.5% 02/01/53     | FANNIE MAE POOL UMBS P#CB5675 4.50000000                                                       | CUSIP: 3140QRJV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2787393 | PA      | $2698434.63   | 0.16%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANC 3.7% 05/15/29  | PRINCIPAL FINANCIAL GRP REGD 3.70000000                                                        | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24552.93     | 0.00%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP I 5.125% 06/01/29  | SERVICE CORP INTL REGD 5.12500000                                                              | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198995.86    | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 4.2% 07/18/52       | PEPSICO INC REGD 4.20000000                                                                    | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20378.18     | 0.00%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQ 5.1% 02/22/31  | BRISTOL-MYERS SQUIBB CO REGD 5.10000000                                                        | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      273000 | PA      | $283937.32    | 0.02%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 3.95% 03/01/50        | ONEOK INC REGD 3.95000000                                                                      | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       50000 | PA      | $35551.11     | 0.00%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 3.5% 03/01/42  | CHARTER COMM OPT LLC/CAP REGD 3.50000000                                                       | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $35514.32     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS/GE 4.5% 03/15/29  | SUPERIOR PLUS/GEN PRTNR REGD 144A P/P 4.50000000                                               | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       80000 | PA      | $76913.59     | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC 4.95% 09/15/52   | HOME DEPOT INC REGD 4.95000000                                                                 | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22612.08     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PG&E CORP V/R 03/15/55          | PG&E CORP REGD V/R 7.37500000                                                                  | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     1435000 | PA      | $1427868.81   | 0.09%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R3 A1A V/R 06/25/57    | CIM TRUST 2021-R3 SER 2021-R3 CL A1A V/R REGD 144A P/P 1.95100000                              | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      640457 | PA      | $596359.16    | 0.04%             | 2057-06-25      | Variable      | 1.95%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA7704 2% 11/20/51    | GINNIE MAE II POOL P#MA7704 2.00000000                                                         | CUSIP: 36179WRZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      589824 | PA      | $484164.51    | 0.03%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES  6.875% 03/01/29  | UNITED STATES STEEL CORP REGD 6.87500000                                                       | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60494.16     | 0.00%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| QUEENS HEALTH S 4.81% 07/01/52  | QUEENS HEALTH SYSTEMS REGD 4.81000000                                                          | CUSIP: 74825QAB6<br>LEI: 5493002Y81US5EEDOV69 | Long             | DBT              | CORP              | US        |      110000 | PA      | $96244.61     | 0.01%             | 2052-07-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO 5.625% 11/15/43       | MOSAIC CO REGD 5.62500000                                                                      | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24060.33     | 0.00%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP 4.45% 09/01/48  | MCDONALD'S CORP REGD MTN 4.45000000                                                            | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20956.18     | 0.00%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| APA CORP 5.35% 07/01/49         | APA CORP REGD 144A P/P 5.35000000                                                              | CUSIP: 03743QAN8<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      720000 | PA      | $574253.96    | 0.03%             | 2049-07-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BW9886 4.5% 10/01/52     | FANNIE MAE POOL UMBS P#BW9886 4.50000000                                                       | CUSIP: 3140N26Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1887544 | PA      | $1821106.60   | 0.11%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC 5.4% 02/15/34          | AT&T INC REGD 5.40000000                                                                       | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       83000 | PA      | $85577.11     | 0.01%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC 4.85% 04/01/30     | SYNOPSYS INC REGD 4.85000000                                                                   | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      160000 | PA      | $163203.68    | 0.01%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4356 2.5% 06/01/51     | FANNIE MAE POOL UMBS P#MA4356 2.50000000                                                       | CUSIP: 31418DZW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      623785 | PA      | $522870.85    | 0.03%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4128 2% 09/01/40       | FANNIE MAE POOL UMBS P#MA4128 2.00000000                                                       | CUSIP: 31418DSS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       74400 | PA      | $65286.29     | 0.00%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MU 6.17% 05/29/55  | NORTHWESTERN MUTUAL LIFE REGD 144A P/P 6.17000000                                              | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |      510000 | PA      | $532942.04    | 0.03%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY 3.25% 01/31/32  | CHENIERE ENERGY PARTNERS REGD SER WI 3.25000000                                                | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      436000 | PA      | $394818.88    | 0.02%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 4.2% 03/15/28  | CHARTER COMM OPT LLC/CAP REGD SER WI 4.20000000                                                | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $173955.11    | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.375% 05/15/51    | UNITED STATES TREASURY BOND 2.37500000                                                         | CUSIP: 912810SX7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     4040000 | PA      | $2513321.90   | 0.15%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY  4.875% 04/15/49  | VENTAS REALTY LP REGD 4.87500000                                                               | CUSIP: 92277GAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $21546.59     | 0.00%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 4.663% 06/15/51       | AMGEN INC REGD SER WI 4.66300000                                                               | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42522.03     | 0.00%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 05/27/31  | CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 5.22200000                                            | CUSIP: 22535WAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      865000 | PA      | $884989.83    | 0.05%             | 2031-05-27      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA7366 2% 05/20/51    | GINNIE MAE II POOL P#MA7366 2.00000000                                                         | CUSIP: 36179WFF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      820439 | PA      | $673467.90    | 0.04%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#661598 6% 01/15/37       | GINNIE MAE I POOL P#661598 6.00000000                                                          | CUSIP: 36294V7K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5773 | PA      | $5970.23      | 0.00%             | 2037-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 4.85% 03/15/44  | ENTERPRISE PRODUCTS OPER REGD 4.85000000                                                       | CUSIP: 29379VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $226019.44    | 0.01%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNE 6.875% 07/01/29  | BUCKEYE PARTNERS LP REGD 144A P/P 6.87500000                                                   | CUSIP: 118230AV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $129627.63    | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FGLMC P#G67711 4% 03/01/48      | FREDDIE MAC GOLD POOL P#G67711 4.00000000                                                      | CUSIP: 3132XCR80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      118115 | PA      | $112815.10    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8873 2.5% 05/20/53  | GINNIE MAE II POOL P#MA8873 2.50000000                                                         | CUSIP: 36179X2E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10302538 | PA      | $8792993.14   | 0.53%             | 2053-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ICELAND  10.875% 12/15/27/GBP/  | ICELAND BONDCO PLC /GBP/ REGD REG S 10.87500000                                                | CUSIP: G4738RAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      597000 | PA      | $856295.70    | 0.05%             | 2027-12-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| NIKE INC 3.875% 11/01/45        | NIKE INC REGD 3.87500000                                                                       | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19858.48     | 0.00%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TUI CRUISES G 5% 05/15/30/EUR/  | TUI CRUISES GMBH /EUR/ REGD 144A P/P 5.00000000                                                | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |      406000 | PA      | $488105.67    | 0.03%             | 2030-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BERRY GLOBAL IN 5.65% 01/15/34  | BERRY GLOBAL INC REGD 5.65000000                                                               | CUSIP: 08576PAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25999.42     | 0.00%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB6326 5.5% 05/01/53     | FANNIE MAE POOL UMBS P#CB6326 5.50000000                                                       | CUSIP: 3140QSA43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1163671 | PA      | $1177907.76   | 0.07%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UT 5.25% 05/15/53  | PPL ELECTRIC UTILITIES REGD 5.25000000                                                         | CUSIP: 69351UBB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23729.65     | 0.00%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO- 3.625% 03/01/29  | ROCKETMTGE CO-ISSUER INC REGD 144A P/P 3.62500000                                              | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      305000 | PA      | $290949.99    | 0.02%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| ENBRIDGE INC V/R 07/15/80       | ENBRIDGE INC REGD V/R SER 20-A 5.75000000                                                      | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      725000 | PA      | $726502.49    | 0.04%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY 2.125% 09/22/31         | HUNGARY REGD 2.12500000                                                                        | CUSIP: X93622FZ0<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |      200000 | PA      | $170667.32    | 0.01%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R1 A2 V/R 08/25/56     | CIM TRUST 2021-R1 SER 2021-R1 CL A2 V/R REGD 144A P/P 2.40000000                               | CUSIP: 12563RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1299682 | PA      | $1192576.62   | 0.07%             | 2056-08-25      | Variable      | 2.40%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP 6.25% 11/09/32      | ORACLE CORP REGD 6.25000000                                                                    | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       46000 | PA      | $49722.83     | 0.00%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD 5% 04/01/49         | NUTRIEN LTD REGD 5.00000000                                                                    | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $22179.34     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/C 4.25% 01/15/34  | CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.25000000                                                | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1320000 | PA      | $1147183.63   | 0.07%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA4778 3.5% 10/20/47  | GINNIE MAE II POOL P#MA4778 3.50000000                                                         | CUSIP: 36179TJX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       39478 | PA      | $36583.88     | 0.00%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/30/41  | WELLS FARGO & COMPANY REGD V/R 3.06800000                                                      | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $152272.85    | 0.01%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1237 3.5% 12/01/51     | FANNIE MAE POOL UMBS P#FS1237 3.50000000                                                       | CUSIP: 3140XGLT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1483968 | PA      | $1364386.06   | 0.08%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AE3049 4.5% 09/01/40     | FANNIE MAE POOL UMBS P#AE3049 4.50000000                                                       | CUSIP: 31419DL74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      362674 | PA      | $362652.25    | 0.02%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH IN 5.4% 01/15/27  | L3HARRIS TECH INC REGD 5.40000000                                                              | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101607.33    | 0.01%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/F 6.375% 04/15/66  | JBS USA HOLD/FOOD GRP/CO REGD 144A P/P 6.37500000                                              | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $79176.97     | 0.00%             | 2066-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP 4.7% 04/15/48           | MPLX LP REGD 4.70000000                                                                        | CUSIP: 55336VAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | PA      | $113680.34    | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COLOMBIA TELECO 4.95% 07/17/30  | COLOMBIA TELECOMUNICACIO REGD 144A P/P 4.95000000                                              | CUSIP: 19533PAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |      505000 | PA      | $461349.35    | 0.03%             | 2030-07-17      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| COCA-COLA CO/THE 5.4% 05/13/64  | COCA-COLA CO/THE REGD 5.40000000                                                               | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24083.99     | 0.00%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS 3.25% 03/15/50  | AMEREN ILLINOIS CO REGD 3.25000000                                                             | CUSIP: 02361DAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       43000 | PA      | $29052.79     | 0.00%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPEL 6.036% 11/15/33  | COLUMBIA PIPELINES OPCO REGD 144A P/P 6.03600000                                               | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $635331.77    | 0.04%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER C 2.3% 09/15/31  | AMERICAN TOWER CORP REGD 2.30000000                                                            | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       47000 | PA      | $41389.83     | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENE 1.75% 10/01/30  | CENTERPOINT ENERGY RES REGD 1.75000000                                                         | CUSIP: 15189YAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       52000 | PA      | $45810.75     | 0.00%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACE 2.05% 03/31/30  | TAKEDA PHARMACEUTICAL REGD 2.05000000                                                          | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      256000 | PA      | $232373.95    | 0.01%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPP 5% 09/01/33  | ENTERGY MISSISSIPPI LLC REGD 5.00000000                                                        | CUSIP: 29366WAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      370000 | PA      | $374695.81    | 0.02%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#783449 5% 09/20/41    | GINNIE MAE II POOL P#783449 5.00000000                                                         | CUSIP: 36241LZN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7834 | PA      | $7984.34      | 0.00%             | 2041-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QU 4.625% 08/28/35  | PROVINCE OF QUEBEC REGD 4.62500000                                                             | CUSIP: 748148SG9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | USGA              | CA        |      200000 | PA      | $200793.35    | 0.01%             | 2035-08-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4583 2.5% 04/01/37     | FANNIE MAE POOL UMBS P#MA4583 2.50000000                                                       | CUSIP: 31418ECV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      240568 | PA      | $225773.88    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY 4.2% 09/01/52  | CONSUMERS ENERGY CO REGD 4.20000000                                                            | CUSIP: 210518DQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      113000 | PA      | $91019.48     | 0.01%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PERU LNG SRL 5.375% 03/22/30    | PERU LNG SRL REGD 144A P/P 5.37500000                                                          | CUSIP: 715604AA2<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |      166680 | PA      | $158654.31    | 0.01%             | 2030-03-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FGLMC P#A90798 5% 01/01/40      | FREDDIE MAC GOLD POOL P#A90798 5.00000000                                                      | CUSIP: 3129383F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15487 | PA      | $15701.50     | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.8% 02/15/31           | MPLX LP REGD 4.80000000                                                                        | CUSIP: 55336VCA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $180125.91    | 0.01%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 11/10/28  | BANK OF AMERICA CORP REGD V/R 6.20400000                                                       | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104219.56    | 0.01%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC 5.1% 09/28/48   | TYSON FOODS INC REGD 5.10000000                                                                | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22443.51     | 0.00%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GATX CORP 3.85% 03/30/27        | GATX CORP REGD 3.85000000                                                                      | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24806.26     | 0.00%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES C 5.15% 04/05/34  | TOTALENERGIES CAPITAL SA REGD 5.15000000                                                       | CUSIP: 89157XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       50000 | PA      | $51561.20     | 0.00%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KFW 3.75% 02/15/28              | KFW REGD 3.75000000                                                                            | CUSIP: 500769JW5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      200000 | PA      | $200914.01    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA9469 6.5% 07/01/53     | FREDDIE MAC POOL UMBS P#RA9469 6.50000000                                                      | CUSIP: 3133KRQW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      867660 | PA      | $905691.83    | 0.05%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINAN 3.9% 01/25/28  | BROOKFIELD FINANCE INC REGD 3.90000000                                                         | CUSIP: 11271LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       50000 | PA      | $49656.38     | 0.00%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK  V/R /PERP//EUR/  | ABN AMRO BANK NV /EUR/ REGD V/R /PERP/ REG S 4.75000000                                        | CUSIP: N02598N68<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $704044.32    | 0.04%             | 2174-03-22      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC 1.7% 10/15/30    | LOWE'S COS INC REGD 1.70000000                                                                 | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      284000 | PA      | $249717.79    | 0.02%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP 6.125% 02/15/33   | CARNIVAL CORP REGD 144A P/P 6.12500000                                                         | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     2715000 | PA      | $2789700.51   | 0.17%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| QUEENSLAND  3.5% 08/21/30/AUD/  | QUEENSLAND TREASURY CORP /AUD/ REGD 3.50000000                                                 | CUSIP: Q7943QTQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     2660000 | PA      | $1705879.81   | 0.10%             | 2030-08-21      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| NORTHWEST PIPELINE 4% 04/01/27  | NORTHWEST PIPELINE LLC REGD SER WI 4.00000000                                                  | CUSIP: 66775VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       74000 | PA      | $73800.81     | 0.00%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MFT 2025-1A C 5.26% 07/16/35    | MARLETTE FUNDING TRUST 2025-1 SER 2025-1A CL C REGD 144A P/P 5.26000000                        | CUSIP: 570920AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1135000 | PA      | $1143510.46   | 0.07%             | 2035-07-16      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER 3.75% 05/15/30  | ENERGY TRANSFER LP REGD 3.75000000                                                             | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      800000 | PA      | $775492.69    | 0.05%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 03/29/33  | HSBC HOLDINGS PLC REGD V/R 4.76200000                                                          | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      220000 | PA      | $217235.94    | 0.01%             | 2033-03-29      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS IN 5.5% 07/15/27  | HERC HOLDINGS INC REGD 144A P/P 5.50000000                                                     | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      185000 | PA      | $184912.85    | 0.01%             | 2027-07-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP 5.75% 04/01/37       | PACIFICORP REGD 5.75000000                                                                     | CUSIP: 695114CD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25624.02     | 0.00%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 5.95% 02/01/38  | SOUTHERN CAL EDISON REGD SER 08-A 5.95000000                                                   | CUSIP: 842400FH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25585.12     | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FISERV INC 5.45% 03/02/28       | FISERV INC REGD 5.45000000                                                                     | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25716.94     | 0.00%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FIN 3.25% 02/15/29  | CDW LLC/CDW FINANCE REGD 3.25000000                                                            | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23923.09     | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO S V/R 06/01/42  | INTESA SANPAOLO SPA REGD V/R 144A P/P 4.95000000                                               | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      350000 | PA      | $287884.92    | 0.02%             | 2042-06-01      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| FGLMC P#G67700 3.5% 08/01/46    | FREDDIE MAC GOLD POOL P#G67700 3.50000000                                                      | CUSIP: 3132XCRV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      132133 | PA      | $122822.13    | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMD2 2019-FRR1 5 V/R 05/25/52   | BMD2 RE-REMIC TRUST 2019-FRR1 SER 2019-FRR1 CL 5A1 V/R REGD 144A P/P 3.42989900                | CUSIP: 055631BQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1883354.00   | 0.11%             | 2052-05-25      | Variable      | 3.43%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#AH3551 3.5% 03/01/26     | FANNIE MAE POOL UMBS P#AH3551 3.50000000                                                       | CUSIP: 3138A45M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         211 | PA      | $209.56       | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINS 4.669% 06/06/47  | BECTON DICKINSON & CO REGD 4.66900000                                                          | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21597.00     | 0.00%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5556 4% 12/01/39       | FANNIE MAE POOL UMBS P#MA5556 4.00000000                                                       | CUSIP: 31418FE60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      208846 | PA      | $205216.90    | 0.01%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPU 4.875% 09/23/32  | DOMINICAN REPUBLIC REGD 144A P/P 4.87500000                                                    | CUSIP: 25714PEF1<br>LEI: N/A                  | Long             | DBT              | USGA              | DO        |      500000 | PA      | $473150.00    | 0.03%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP 5.7% 02/10/53        | INTEL CORP REGD 5.70000000                                                                     | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45942.41     | 0.00%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NZES 2025-FHT1  S/UP 03/25/30   | NRM FHT1 EXCESS OWNER LLC SER 2025-FHT1 CL A S/UP REGD 144A P/P 6.54500000                     | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2286115 | PA      | $2303922.77   | 0.14%             | 2032-03-25      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| PERFORMANCE FOOD 5.5% 10/15/27  | PERFORMANCE FOOD GROUP I REGD 144A P/P 5.50000000                                              | CUSIP: 69346VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $174868.82    | 0.01%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS S 5.65% 02/22/64  | BRISTOL-MYERS SQUIBB CO REGD 5.65000000                                                        | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       90000 | PA      | $86362.41     | 0.01%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT 3.55% 11/07/42     | LINDE INC/CT REGD 3.55000000                                                                   | CUSIP: 74005PBD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $19969.93     | 0.00%             | 2042-11-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS  4.9% 10/10/30  | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 4.90000000                                              | CUSIP: 05401ABA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      335000 | PA      | $336838.34    | 0.02%             | 2030-10-10      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| SPDR PORTFOLIO HIGH YIELD BO    | SPDR PORTFOLIO HIGH YIELD BOND ETF CL USD INC 0.00000000                                       | CUSIP: 78468R606<br>LEI: N/A                  | Long             | EC               | RF                | US        |        7300 | NS      | $174032.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC 5.95% 09/15/54          | HCA INC REGD 5.95000000                                                                        | CUSIP: 404121AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      830000 | PA      | $796552.51    | 0.05%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AFLAC INC 3.6% 04/01/30         | AFLAC INC REGD 3.60000000                                                                      | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24436.05     | 0.00%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA THE  5% 10/30/30/EUR/  | ALMAVIVA THE ITALIAN INN /EUR/ REGD 144A P/P 5.00000000                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |      405000 | PA      | $480410.19    | 0.03%             | 2030-10-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MICRON TECHNOL 5.875% 02/09/33  | MICRON TECHNOLOGY INC REGD 5.87500000                                                          | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105005.06    | 0.01%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES  4.5% 02/01/45  | GILEAD SCIENCES INC REGD 4.50000000                                                            | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       99000 | PA      | $86535.21     | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICA 7.75% 08/15/30  | IHEARTCOMMUNICATIONS INC REGD 144A P/P 7.75000000                                              | CUSIP: 45174HBM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $55804.39     | 0.00%             | 2030-08-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| FGLMC P#G08026 5% 12/01/34      | FREDDIE MAC GOLD POOL P#G08026 5.00000000                                                      | CUSIP: 3128MJA42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9021 | PA      | $9214.32      | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8800 5% 04/20/53    | GINNIE MAE II POOL P#MA8800 5.00000000                                                         | CUSIP: 36179XX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      552682 | PA      | $550258.52    | 0.03%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.375% 03/31/29    | UNITED STATES TREASURY NOTE 2.37500000                                                         | CUSIP: 91282CEE7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      415000 | PA      | $397816.41    | 0.02%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDI 5.2% 06/01/34  | SOUTHERN CAL EDISON REGD 5.20000000                                                            | CUSIP: 842400HZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      619000 | PA      | $615987.03    | 0.04%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLD 3.9% 05/17/28  | SCHLUMBERGER HLDGS CORP REGD 144A P/P 3.90000000                                               | CUSIP: 806851AK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      171000 | PA      | $170568.99    | 0.01%             | 2028-05-17      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| CITADEL FINANCE  5.9% 02/10/30  | CITADEL FINANCE LLC REGD 144A P/P 5.90000000                                                   | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1014798.25   | 0.06%             | 2030-02-10      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| FNMA P#AL1704 6.5% 5/01/40      | FANNIE MAE POOL UMBS P#AL1704 6.50000000                                                       | CUSIP: 3138EH3N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11839 | PA      | $12587.99     | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 2.7% 04/15/31  | AMERICAN TOWER CORP REGD 2.70000000                                                            | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      106000 | PA      | $96156.61     | 0.01%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 06/02/28  | WELLS FARGO & COMPANY REGD V/R MTN 2.39300000                                                  | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      510000 | PA      | $494289.20    | 0.03%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL  5.033% 07/17/30  | ATHENE GLOBAL FUNDING REGD 144A P/P 5.03300000                                                 | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1082100.03   | 0.07%             | 2030-07-17      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2021-5 A1 V/R 09/25/66    | VERUS SECURITIZATION TRUST 2021-5 SER 2021-5 CL A1 V/R REGD 144A P/P 1.01300000                | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      593244 | PA      | $517462.59    | 0.03%             | 2066-09-25      | Variable      | 1.01%                 | Yes           |                  2 | On Loan: No      |
| SIMON PROPERTY  6.25% 01/15/34  | SIMON PROPERTY GROUP LP REGD 6.25000000                                                        | CUSIP: 828807DW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $27363.58     | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PI 4.6% 03/15/48  | TRANSCONT GAS PIPE LINE REGD SER WI 4.60000000                                                 | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      138000 | PA      | $116290.86    | 0.01%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  4.125% 03/04/43  | PHILIP MORRIS INTL INC REGD 4.12500000                                                         | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20964.08     | 0.00%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BA 5.254% 12/11/26  | WELLS FARGO BANK NA REGD 5.25400000                                                            | CUSIP: 94988J6F9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $253528.53    | 0.02%             | 2026-12-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CO 3.482% 03/19/30  | EXXON MOBIL CORPORATION REGD 3.48200000                                                        | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      180000 | PA      | $176115.08    | 0.01%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.926% 05/15/37    | BROADCOM INC REGD 144A P/P 4.92600000                                                          | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      108000 | PA      | $105056.12    | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 06/01/34  | JPMORGAN CHASE & CO REGD V/R 5.35000000                                                        | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      772000 | PA      | $797267.77    | 0.05%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8428 5% 11/20/52    | GINNIE MAE II POOL P#MA8428 5.00000000                                                         | CUSIP: 36179XLH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      362508 | PA      | $360807.34    | 0.02%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 4.5% 02/06/57    | MICROSOFT CORP REGD 4.50000000                                                                 | CUSIP: 594918CB8<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44742.06     | 0.00%             | 2057-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES  5.1% 05/15/53  | NORTHERN STATES PWR-MINN REGD 5.10000000                                                       | CUSIP: 665772CX5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       62000 | PA      | $57017.30     | 0.00%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/24/33      | CITIGROUP INC REGD V/R 4.91000000                                                              | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      220000 | PA      | $221004.19    | 0.01%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERV 7.25% 02/15/29  | KODIAK GAS SERVICES LLC REGD 144A P/P 7.25000000                                               | CUSIP: 50012LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $103496.90    | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS  4.35% 01/17/27  | GENERAL MOTORS FINL CO REGD 4.35000000                                                         | CUSIP: 37045XBT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99939.99     | 0.01%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA 8.375% 01/19/36    | ECOPETROL SA REGD 8.37500000                                                                   | CUSIP: 279158AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |      100000 | PA      | $101363.81    | 0.01%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE H 5.75% 06/05/33  | RENAISSANCERE HOLDINGS L REGD 5.75000000                                                       | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |      600000 | PA      | $623471.42    | 0.04%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 2.987% 10/30/56  | VERIZON COMMUNICATIONS REGD SER WI 2.98700000                                                  | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       69000 | PA      | $41235.82     | 0.00%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0482 3.5% 10/01/45     | FREDDIE MAC POOL UMBS P#SD0482 3.50000000                                                      | CUSIP: 3132DMRB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      606057 | PA      | $569762.13    | 0.03%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES  4.25% 02/15/28  | AMERICAN HOMES 4 RENT REGD 4.25000000                                                          | CUSIP: 02666TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24939.27     | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PG&E CORP 5.25% 07/01/30        | PG&E CORP REGD 5.25000000                                                                      | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      180000 | PA      | $175500.98    | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 6.4% 06/15/33  | PACIFIC GAS & ELECTRIC REGD 6.40000000                                                         | CUSIP: 694308KM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      179000 | PA      | $190230.98    | 0.01%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL 3.95% 01/15/27  | ALEXANDRIA REAL ESTATE E REGD 3.95000000                                                       | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24893.40     | 0.00%             | 2027-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE  1.85% 05/01/28  | PUBLIC STORAGE OP CO REGD 1.85000000                                                           | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23649.55     | 0.00%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 05/15/44    | UNITED STATES TREASURY BOND 4.62500000                                                         | CUSIP: 912810UB2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    20500000 | PA      | $19947461.04  | 1.21%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQU 4.2% 03/15/28  | SABINE PASS LIQUEFACTION REGD SER WI 4.20000000                                                | CUSIP: 785592AU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $39994.28     | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 09/30/29      | UNITED STATES TREASURY NOTE 3.50000000                                                         | CUSIP: 91282CLN9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2000000 | PA      | $1989179.68   | 0.12%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| F/C EURO-BUND FUTURE  SEP25     | FUTURE CONTRACT ON           EURO-BUND FUTURE  SEP25 /EUR/ 0.00000000                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -42 | NC      | $-6365814.93  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| SDAL 2025-DAL B V/R 04/15/27    | SDAL TRUST 2025-DAL SER 2025-DAL CL B V/R REGD 144A P/P 7.30371000                             | CUSIP: 78437RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3445000 | PA      | $3474148.15   | 0.21%             | 2042-04-15      | Variable      | 7.30%                 | Yes           |                  2 | On Loan: No      |
| ONCOR ELECTRIC  4.55% 09/15/32  | ONCOR ELECTRIC DELIVERY REGD 4.55000000                                                        | CUSIP: 68233JCK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49691.27     | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4299 3% 03/01/30       | FANNIE MAE POOL UMBS P#BM4299 3.00000000                                                       | CUSIP: 3140J8X57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       45758 | PA      | $45297.14     | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A96478 4% 01/01/41      | FREDDIE MAC GOLD POOL P#A96478 4.00000000                                                      | CUSIP: 312945FT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5044 | PA      | $4913.02      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 4.8% 07/17/34       | PEPSICO INC REGD 4.80000000                                                                    | CUSIP: 713448FY9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50415.40     | 0.00%             | 2034-07-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 5.5% 01/15/55  | T-MOBILE USA INC REGD 5.50000000                                                               | CUSIP: 87264ADG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $234595.31    | 0.01%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER 5.625% 03/15/27  | WILLIAM CARTER REGD 144A P/P 5.62500000                                                        | CUSIP: 96926JAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $80036.66     | 0.00%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINA 6.05% 09/15/33  | COREBRIDGE FINANCIAL INC REGD 6.05000000                                                       | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26533.00     | 0.00%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GNMA P#683353 5% 04/15/38       | GINNIE MAE I POOL P#683353 5.00000000                                                          | CUSIP: 36295XE27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         570 | PA      | $582.10       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF  4.875% 01/19/27  | ROYAL BANK OF CANADA REGD MTN SER GMTN 4.87500000                                              | CUSIP: 78016HZT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $101218.79    | 0.01%             | 2027-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 2.125% 10/15/50     | PROLOGIS LP REGD 2.12500000                                                                    | CUSIP: 74340XBQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | PA      | $74456.51     | 0.00%             | 2050-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNA 5.3% 05/15/34  | MARRIOTT INTERNATIONAL REGD 5.30000000                                                         | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      155000 | PA      | $157465.68    | 0.01%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BROOKFLD FIN LL 3.45% 04/15/50  | BROOKFLD FIN LLC/FIN INC REGD 3.45000000                                                       | CUSIP: 11271RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $17022.85     | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CSX CORP 4.75% 05/30/42         | CSX CORP REGD 4.75000000                                                                       | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22852.11     | 0.00%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES 2.3% 11/15/28  | INVITATION HOMES OP REGD 2.30000000                                                            | CUSIP: 46188BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      146000 | PA      | $137804.79    | 0.01%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/27/28  | BANK OF AMERICA CORP REGD V/R MTN 4.37600000                                                   | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      230000 | PA      | $230529.96    | 0.01%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIF 5.875% 06/01/27  | CLEVELAND-CLIFFS INC REGD SER WI 5.87500000                                                    | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      175000 | PA      | $174884.06    | 0.01%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL0425 6% 02/01/55       | FREDDIE MAC POOL UMBS P#SL0425 6.00000000                                                      | CUSIP: 31427MPK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      143989 | PA      | $149374.29    | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA1448 3.5% 11/20/43  | GINNIE MAE II POOL P#MA1448 3.50000000                                                         | CUSIP: 36179NTD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       84379 | PA      | $78952.74     | 0.00%             | 2043-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC 2.15% 05/20/30     | QUALCOMM INC REGD 2.15000000                                                                   | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22948.00     | 0.00%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4% 11/15/52        | UNITED STATES TREASURY BOND 4.00000000                                                         | CUSIP: 912810TL2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      904000 | PA      | $776627.81    | 0.05%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF IND 2.85% 02/14/30  | REPUBLIC OF INDONESIA REGD 2.85000000                                                          | CUSIP: 455780CQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |      445000 | PA      | $419881.00    | 0.03%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CSX CORP 4.5% 08/01/54          | CSX CORP REGD 4.50000000                                                                       | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20834.54     | 0.00%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/22/42  | GOLDMAN SACHS GROUP INC REGD V/R 3.21000000                                                    | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      330000 | PA      | $248429.34    | 0.02%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| DOLP 2021-NYC 2.956% 05/10/31   | DOLP TRUST 2021-NYC SER 2021-NYC CL A REGD 144A P/P 2.95600000                                 | CUSIP: 23345LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1750000 | PA      | $1572131.05   | 0.09%             | 2041-05-10      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 11/30/27    | UNITED STATES TREASURY NOTE 3.87500000                                                         | CUSIP: 91282CFZ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2500000 | PA      | $2514013.68   | 0.15%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN 4.375% 02/01/27  | INTER-AMERICAN DEVEL BK REGD 4.37500000                                                        | CUSIP: 4581X0EM6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201580.27    | 0.01%             | 2027-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 09/10/27  | GOLDMAN SACHS GROUP INC REGD V/R 1.54200000                                                    | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      170000 | PA      | $165188.81    | 0.01%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 5.8% 11/15/28  | AMERICAN TOWER CORP REGD 5.80000000                                                            | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104550.25    | 0.01%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA 9% 05/12/35    | GRUPO NUTRESA SA REGD 144A P/P 9.00000000                                                      | CUSIP: 40055CAB9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |      200000 | PA      | $221398.39    | 0.01%             | 2035-05-12      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| AON NORTH AMERI 5.75% 03/01/54  | AON NORTH AMERICA INC REGD 5.75000000                                                          | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49046.32     | 0.00%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRE 5.25% 03/15/30  | AIRCASTLE / IRELAND DAC REGD 144A P/P 5.25000000                                               | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      670000 | PA      | $683972.53    | 0.04%             | 2030-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS  5% 07/31/27  | VISTRA OPERATIONS CO LLC REGD 144A P/P 5.00000000                                              | CUSIP: 92840VAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1387115.47   | 0.08%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NUSTAR LOGISTI 6.375% 10/01/30  | NUSTAR LOGISTICS LP REGD 6.37500000                                                            | CUSIP: 67059TAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $88067.82     | 0.01%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  5.4% 06/23/32  | HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.40000000                                               | CUSIP: 44891ADX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1470000 | PA      | $1510753.44   | 0.09%             | 2032-06-23      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC 5.05% 11/01/34        | ONEOK INC REGD 5.05000000                                                                      | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24378.99     | 0.00%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE V/R 10/01/50  | PARTNERRE FINANCE B LLC REGD V/R 4.50000000                                                    | CUSIP: 70213BAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      610000 | PA      | $571808.45    | 0.03%             | 2050-10-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CA 4.5% 05/01/32  | CCO HLDGS LLC/CAP CORP REGD SER WI 4.50000000                                                  | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      740000 | PA      | $677068.70    | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 3.15% 02/21/40        | AMGEN INC REGD 3.15000000                                                                      | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $77483.42     | 0.00%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS I 4.25% 11/10/44  | PHILIP MORRIS INTL INC REGD 4.25000000                                                         | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21144.87     | 0.00%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7195 3.5% 02/20/51  | GINNIE MAE II POOL P#MA7195 3.50000000                                                         | CUSIP: 36179V7G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      341218 | PA      | $311613.56    | 0.02%             | 2051-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINAN 4.448% 03/16/28  | BAT INTL FINANCE PLC REGD 4.44800000                                                           | CUSIP: 05530QAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      110000 | PA      | $110411.90    | 0.01%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2% 02/15/50        | UNITED STATES TREASURY BOND 2.00000000                                                         | CUSIP: 912810SL3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2000000 | PA      | $1155546.88   | 0.07%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROL 5.15% 03/01/30  | MARATHON PETROLEUM CORP REGD 5.15000000                                                        | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25713.16     | 0.00%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURC 8.75% 07/01/31  | CIVITAS RESOURCES INC REGD 144A P/P 8.75000000                                                 | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      250000 | PA      | $257551.00    | 0.02%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE LLC 9.5% 12/15/31     | COMMSCOPE LLC REGD 144A P/P 9.50000000                                                         | CUSIP: 20338MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $56909.66     | 0.00%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| CATERPILLAR IN 3.803% 08/15/42  | CATERPILLAR INC REGD SER WI 3.80300000                                                         | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41246.15     | 0.00%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR G 4.3% 04/15/43  | HARTFORD INSUR GRP INC/T REGD 4.30000000                                                       | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |        4000 | PA      | $3400.99      | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLIN 6.375% 05/15/38  | GLAXOSMITHKLINE CAP INC REGD 6.37500000                                                        | CUSIP: 377372AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $55673.76     | 0.00%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & 3.75% 08/15/47  | BALTIMORE GAS & ELECTRIC REGD SER * 3.75000000                                                 | CUSIP: 059165EJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $37933.00     | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC 4.375% 04/01/30   | NORDSTROM INC REGD 4.37500000                                                                  | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      110000 | PA      | $101817.07    | 0.01%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM  6.4% 05/15/37  | CNOOC PETROLEUM NORTH REGD 6.40000000                                                          | CUSIP: 65334HAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       25000 | PA      | $29392.66     | 0.00%             | 2037-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY  2.25% 06/01/30  | NEXTERA ENERGY CAPITAL REGD 2.25000000                                                         | CUSIP: 65339KBR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $45527.16     | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4588 4.5% 07/20/47  | GINNIE MAE II POOL P#MA4588 4.50000000                                                         | CUSIP: 36179TCZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      213789 | PA      | $211338.93    | 0.01%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 202 4.875% 01/15/26  | UNITED AIR 2020-1 B PTT REGD 4.87500000                                                        | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      407088 | PA      | $406994.85    | 0.02%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 4.5% 07/01/40  | PACIFIC GAS & ELECTRIC REGD 4.50000000                                                         | CUSIP: 694308JQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $85433.64     | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.45% 02/01/50     | COMCAST CORP REGD 3.45000000                                                                   | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       60000 | PA      | $40857.79     | 0.00%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER 4.6% 05/15/30  | KEURIG DR PEPPER INC REGD 4.60000000                                                           | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      195000 | PA      | $195154.17    | 0.01%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.137% 11/15/35    | BROADCOM INC REGD 144A P/P 3.13700000                                                          | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1054000 | PA      | $891981.58    | 0.05%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODU 3.2% 02/15/52  | ENTERPRISE PRODUCTS OPER REGD 3.20000000                                                       | CUSIP: 29379VCA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $16286.81     | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP 5% 12/15/29       | COHERENT CORP REGD 144A P/P 5.00000000                                                         | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |      140000 | PA      | $137675.82    | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC 3.95% 04/13/52   | AMAZON.COM INC REGD 3.95000000                                                                 | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       75000 | PA      | $58857.64     | 0.00%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS  6.375% 05/15/30  | NEWELL BRANDS INC REGD 6.37500000                                                              | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      105000 | PA      | $103881.75    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60138 3.5% 08/01/45    | FREDDIE MAC GOLD POOL P#G60138 3.50000000                                                      | CUSIP: 31335AEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      637417 | PA      | $596138.26    | 0.04%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP 3.25% 05/15/41       | FEDEX CORP REGD 3.25000000                                                                     | CUSIP: 31428XCE4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17978.44     | 0.00%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECU 2.85% 09/30/28  | BLACKSTONE SECURED LEND REGD 2.85000000                                                        | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23623.47     | 0.00%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#AR2627 3% 02/01/43       | FANNIE MAE POOL UMBS P#AR2627 3.00000000                                                       | CUSIP: 3138NY4M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       77024 | PA      | $70603.80     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINS 3.794% 05/20/50  | BECTON DICKINSON & CO REGD 3.79400000                                                          | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18516.93     | 0.00%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIA 5.85% 06/15/41  | APPLIED MATERIALS INC REGD 5.85000000                                                          | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26167.34     | 0.00%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMO 5.419% 11/15/48  | DUPONT DE NEMOURS INC REGD 5.41900000                                                          | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50269.13     | 0.00%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PL 6.5% 09/15/37  | HSBC HOLDINGS PLC REGD SER ** 6.50000000                                                       | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $105941.49    | 0.01%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIO 3.05% 04/01/50  | WASTE CONNECTIONS INC REGD 3.05000000                                                          | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $16378.15     | 0.00%             | 2050-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FNR 2021-61 KI 2.5% 04/25/49    | FANNIE MAE REMICS SER 2021-61 CL KI 2.50000000                                                 | CUSIP: 3136BGVA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      480381 | PA      | $73110.59     | 0.00%             | 2049-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S V/R 04/01/28    | DANSKE BANK A/S REGD V/R 144A P/P 4.29800000                                                   | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     2100000 | PA      | $2100695.46   | 0.13%             | 2028-04-01      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| VISA INC 3.65% 09/15/47         | VISA INC REGD 3.65000000                                                                       | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19322.47     | 0.00%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DUFRY ONE B 4.5% 05/23/32/EUR/  | DUFRY ONE BV /EUR/ REGD REG S 4.50000000                                                       | CUSIP: N2R74EAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      340000 | PA      | $404680.07    | 0.02%             | 2032-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CAB 6.55% 05/01/37  | TIME WARNER CABLE LLC REGD 6.55000000                                                          | CUSIP: 88732JAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25923.72     | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL 6.75% 03/01/41    | ARCELORMITTAL REGD 6.75000000                                                                  | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |       25000 | PA      | $26612.25     | 0.00%             | 2041-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLO 2.3% 03/12/31  | AGILENT TECHNOLOGIES INC REGD 2.30000000                                                       | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |       60000 | PA      | $53844.65     | 0.00%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 04/30/28      | UNITED STATES TREASURY NOTE 3.50000000                                                         | CUSIP: 91282CHA2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      612000 | PA      | $610481.95    | 0.04%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/15/50  | BANK OF AMERICA CORP REGD V/R MTN 4.33000000                                                   | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      360000 | PA      | $297035.06    | 0.02%             | 2050-03-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.875% 02/15/51    | UNITED STATES TREASURY BOND 1.87500000                                                         | CUSIP: 912810SU3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2003000 | PA      | $1103293.08   | 0.07%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER C 4.95% 05/17/33  | GEORGIA POWER CO REGD 4.95000000                                                               | CUSIP: 373334KT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      278000 | PA      | $281495.57    | 0.02%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANC 6.625% 05/15/29  | ONEMAIN FINANCE CORP REGD 6.62500000                                                           | CUSIP: 682691AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $257377.25    | 0.02%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS C 3.8% 03/15/52  | CONOCOPHILLIPS COMPANY REGD 3.80000000                                                         | CUSIP: 20826FAV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $18106.88     | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CRE 3.2% 01/11/27  | TOYOTA MOTOR CREDIT CORP REGD MTN 3.20000000                                                   | CUSIP: 89236TDR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49507.78     | 0.00%             | 2027-01-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 4.375% 08/15/52  | PECO ENERGY CO REGD 4.37500000                                                                 | CUSIP: 693304BE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       91000 | PA      | $74701.72     | 0.00%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 2.625% 03/19/27     | PEPSICO INC REGD 2.62500000                                                                    | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98138.82     | 0.01%             | 2027-03-19      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBA 5.25% 04/01/44  | PARAMOUNT GLOBAL REGD 5.25000000                                                               | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       43000 | PA      | $35361.08     | 0.00%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BBCMS 2023-C1 5.753% 03/15/28   | BBCMS MORTGAGE TRUST 2023-C19 SER 2023-C19 CL A2B REGD 5.75300000                              | CUSIP: 05553RAZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      590000 | PA      | $603805.29    | 0.04%             | 2056-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS S 5.55% 02/22/54  | BRISTOL-MYERS SQUIBB CO REGD 5.55000000                                                        | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      939000 | PA      | $906823.01    | 0.05%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 02/15/48        | UNITED STATES TREASURY BOND 3.00000000                                                         | CUSIP: 912810SA7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      260000 | PA      | $190881.64    | 0.01%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 05/15/53    | UNITED STATES TREASURY BOND 3.62500000                                                         | CUSIP: 912810TR9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1220000 | PA      | $976452.73    | 0.06%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC V/R 05/15/31      | AIB GROUP PLC REGD V/R 144A P/P MTN 5.32000000                                                 | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      525000 | PA      | $539157.46    | 0.03%             | 2031-05-15      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| JM SMUCKER CO 4.25% 03/15/35    | JM SMUCKER CO REGD SER WI 4.25000000                                                           | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23263.90     | 0.00%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INC 4% 12/15/36          | PFIZER INC REGD 4.00000000                                                                     | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23042.39     | 0.00%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ 6.625% 05/15/39       | NOKIA OYJ REGD 6.62500000                                                                      | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |      350000 | PA      | $357904.05    | 0.02%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 5.95% 11/01/32  | SOUTHERN CAL EDISON REGD 5.95000000                                                            | CUSIP: 842400HT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      199000 | PA      | $209453.32    | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 03/02/33  | WELLS FARGO & COMPANY REGD V/R MTN 3.35000000                                                  | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2460000 | PA      | $2268477.75   | 0.14%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS4786 3% 04/01/45       | FANNIE MAE POOL UMBS P#AS4786 3.00000000                                                       | CUSIP: 3138WEJ83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      283297 | PA      | $255927.14    | 0.02%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMMT 2021-13 A3 V/R 04/25/52   | JP MORGAN MORTGAGE TRUST 2021-13 SER 2021-13 CL A3 V/R REGD 144A P/P 2.50000000                | CUSIP: 46592XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1414898 | PA      | $1161785.57   | 0.07%             | 2052-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA5330 4% 07/20/48    | GINNIE MAE II POOL P#MA5330 4.00000000                                                         | CUSIP: 36179T4P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13461 | PA      | $12755.76     | 0.00%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/T 3.375% 03/25/27  | COCA-COLA CO/THE REGD 3.37500000                                                               | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99346.89     | 0.01%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LHOME 2025-RTL2  V/R 04/25/40   | LHOME MORTGAGE TRUST 2025-RTL2 SER 2025-RTL2 CL A1 V/R REGD 144A P/P 5.61200000                | CUSIP: 50206RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      510000 | PA      | $514412.83    | 0.03%             | 2040-04-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| MICROSOFT CORP 3.041% 03/17/62  | MICROSOFT CORP REGD 3.04100000                                                                 | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |       92000 | PA      | $58005.04     | 0.00%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 6.25% 04/15/49  | ENERGY TRANSFER LP REGD 6.25000000                                                             | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      750000 | PA      | $736965.36    | 0.04%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER C 3.125% 12/01/49  | ESTEE LAUDER CO INC REGD 3.12500000                                                            | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16037.51     | 0.00%             | 2049-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.8% 12/01/57          | AT&T INC REGD 3.80000000                                                                       | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       52000 | PA      | $35840.71     | 0.00%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS 3.017% 01/16/27  | BP CAP MARKETS AMERICA REGD SER * 3.01700000                                                   | CUSIP: 10373QAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $247082.69    | 0.01%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RU 5% 07/15/29  | GOODYEAR TIRE & RUBBER REGD 5.00000000                                                         | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      230000 | PA      | $223149.86    | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3205 2.5% 04/01/52     | FANNIE MAE POOL UMBS P#FS3205 2.50000000                                                       | CUSIP: 3140XJR39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2060271 | PA      | $1730693.34   | 0.10%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#783295 4.5% 03/15/41     | GINNIE MAE I POOL P#783295 4.50000000                                                          | CUSIP: 36241LUU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       33775 | PA      | $33375.41     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTE 3.812% 11/21/47  | HONEYWELL INTERNATIONAL REGD 3.81200000                                                        | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19094.72     | 0.00%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| VMED O2 U 5.625% 04/15/32/EUR/  | VMED O2 UK FINANCING I /EUR/ REGD REG S 5.62500000                                             | CUSIP: G9444PAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      500000 | PA      | $599375.21    | 0.04%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX0388 4.5% 11/01/52     | FANNIE MAE POOL UMBS P#BX0388 4.50000000                                                       | CUSIP: 3140N4NE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9122699 | PA      | $8809773.87   | 0.53%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 3.35% 04/15/50   | HOME DEPOT INC REGD 3.35000000                                                                 | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      180000 | PA      | $125227.58    | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| STRE 2025-1A D 8.4% 09/15/45    | STREAM INNOVATIONS 2025-1 ISSUER TRUST SER 2025-1A CL D REGD 144A P/P 8.40000000               | CUSIP: 86324XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      999312 | PA      | $1027611.88   | 0.06%             | 2045-09-15      | Fixed         | 8.40%                 | Yes           |                  2 | On Loan: No      |
| FEDEX CORP 5.25% 05/15/50       | FEDEX CORP REGD 5.25000000                                                                     | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       24000 | PA      | $21163.13     | 0.00%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD 10% 04/15/32     | 1261229 BC LTD REGD 144A P/P 10.00000000                                                       | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      255000 | PA      | $265003.40    | 0.02%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| AT&T INC 4.25% 03/01/27         | AT&T INC REGD 4.25000000                                                                       | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      175000 | PA      | $175265.65    | 0.01%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/01/32      | CITIGROUP INC REGD V/R 2.56100000                                                              | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      690000 | PA      | $619543.61    | 0.04%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3630 5% 04/01/49       | FANNIE MAE POOL UMBS P#MA3630 5.00000000                                                       | CUSIP: 31418DA85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25197 | PA      | $25431.50     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS7835 5.5% 10/01/53     | FANNIE MAE POOL UMBS P#FS7835 5.50000000                                                       | CUSIP: 3140XPV55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1289064 | PA      | $1299998.63   | 0.08%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER L 3.75% 03/15/29  | CHARLES RIVER LABORATORI REGD 144A P/P 3.75000000                                              | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94887.32     | 0.01%             | 2029-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC 3.95% 08/15/49       | HUMANA INC REGD 3.95000000                                                                     | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18017.42     | 0.00%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KROGER CO 5.4% 01/15/49         | KROGER CO REGD 5.40000000                                                                      | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23454.46     | 0.00%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE  6% 04/15/27  | SUNOCO LP/FINANCE CORP REGD SER WI 6.00000000                                                  | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $185257.89    | 0.01%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY 3.375% 06/15/27  | SIMON PROPERTY GROUP LP REGD 3.37500000                                                        | CUSIP: 828807DC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49503.21     | 0.00%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL 3.125% 10/12/28  | FS KKR CAPITAL CORP REGD 3.12500000                                                            | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22985.88     | 0.00%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GNMA P#675065 6.5% 01/15/38     | GINNIE MAE I POOL P#675065 6.50000000                                                          | CUSIP: 36295M6A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10780 | PA      | $11369.47     | 0.00%             | 2038-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AESOP 2025-1A  5.87% 08/20/28   | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2025-1A CL C REGD 144A P/P 5.87000000             | CUSIP: 05377RKN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1600000 | PA      | $1630375.04   | 0.10%             | 2029-08-20      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP 5.75% 11/08/26         | RTX CORP REGD 5.75000000                                                                       | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50842.30     | 0.00%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SEMPRA V/R 04/01/55             | SEMPRA REGD V/R 6.62500000                                                                     | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      905000 | PA      | $909743.11    | 0.05%             | 2055-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| FISERV INC 3.5% 07/01/29        | FISERV INC REGD 3.50000000                                                                     | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97095.20     | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  4.875% 02/13/29  | PHILIP MORRIS INTL INC REGD 4.87500000                                                         | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      180000 | PA      | $183895.69    | 0.01%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC 10.5% 07/15/29   | GRAY MEDIA INC REGD 144A P/P 10.50000000                                                       | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      105000 | PA      | $114371.15    | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| UMBS P#SD8324 5.5% 05/01/53     | FREDDIE MAC POOL UMBS P#SD8324 5.50000000                                                      | CUSIP: 3132DWG98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1176287 | PA      | $1188396.05   | 0.07%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8211 2% 05/01/52       | FREDDIE MAC POOL UMBS P#SD8211 2.00000000                                                      | CUSIP: 3132DWDQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1936100 | PA      | $1547797.99   | 0.09%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08779 3.5% 09/01/47    | FREDDIE MAC GOLD POOL P#G08779 3.50000000                                                      | CUSIP: 3128MJ2M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      104225 | PA      | $96414.57     | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH IN 4.4% 06/15/28  | L3HARRIS TECH INC REGD 4.40000000                                                              | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      160000 | PA      | $160902.15    | 0.01%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHA 2.85% 10/15/50  | BERKSHIRE HATHAWAY FIN REGD 2.85000000                                                         | CUSIP: 084664CV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $31798.81     | 0.00%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQ 4.9% 02/22/27  | BRISTOL-MYERS SQUIBB CO REGD 4.90000000                                                        | CUSIP: 110122EE4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101265.93    | 0.01%             | 2027-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#BD6102 3% 10/01/46       | FANNIE MAE POOL UMBS P#BD6102 3.00000000                                                       | CUSIP: 3140FDX84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16745 | PA      | $15026.73     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 01/31/32    | UNITED STATES TREASURY NOTE 4.37500000                                                         | CUSIP: 91282CMK4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     4755000 | PA      | $4887712.81   | 0.30%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8446 2% 08/01/51       | FANNIE MAE POOL UMBS P#FM8446 2.00000000                                                       | CUSIP: 3140XCL48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      753388 | PA      | $609163.01    | 0.04%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#745148 5% 01/01/36       | FANNIE MAE POOL UMBS P#745148 5.00000000                                                       | CUSIP: 31403CZM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       62553 | PA      | $63905.51     | 0.00%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRO 5.2% 04/15/63  | UNITEDHEALTH GROUP INC REGD 5.20000000                                                         | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       53000 | PA      | $46653.98     | 0.00%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 02/15/27    | UNITED STATES TREASURY NOTE 4.12500000                                                         | CUSIP: 91282CKA8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     4639000 | PA      | $4663916.49   | 0.28%             | 2027-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 11/30/29    | UNITED STATES TREASURY NOTE 3.87500000                                                         | CUSIP: 91282CFY2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2597000 | PA      | $2618760.03   | 0.16%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL3 A V/R 04/25/28   | PRET 2025-NPL3 LLC SER 2025-NPL3 CL A1 V/R REGD 144A P/P 6.70760000                            | CUSIP: 74143HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2452673 | PA      | $2488939.23   | 0.15%             | 2055-04-25      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| WALMART INC 2.5% 09/22/41       | WALMART INC REGD 2.50000000                                                                    | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17646.06     | 0.00%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY C 5.875% 06/15/28  | DEVON ENERGY CORPORATION REGD SER WI 5.87500000                                                | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       92000 | PA      | $92004.31     | 0.01%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS &  5.4% 06/01/53  | BALTIMORE GAS & ELECTRIC REGD 5.40000000                                                       | CUSIP: 059165EQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $61574.70     | 0.00%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5342 5.5% 07/01/53     | FANNIE MAE POOL UMBS P#FS5342 5.50000000                                                       | CUSIP: 3140XL5C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      631499 | PA      | $641059.98    | 0.04%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS  5.05% 09/15/33  | CONOCOPHILLIPS COMPANY REGD 5.05000000                                                         | CUSIP: 20826FBF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25529.56     | 0.00%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PA 3.875% 03/17/28  | REPUBLIC OF PANAMA REGD 3.87500000                                                             | CUSIP: 698299BF0<br>LEI: N/A                  | Long             | DBT              | USGA              | PA        |      210000 | PA      | $206054.10    | 0.01%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDI 5.25% 04/15/27  | DARLING INGREDIENTS INC REGD 144A P/P 5.25000000                                               | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      130000 | PA      | $129801.87    | 0.01%             | 2027-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/23/29  | GOLDMAN SACHS GROUP INC REGD V/R 3.81400000                                                    | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      791000 | PA      | $782743.99    | 0.05%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY 2.25% 09/19/26       | 3M COMPANY REGD MTN 2.25000000                                                                 | CUSIP: 88579YAV3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49038.97     | 0.00%             | 2026-09-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 09/15/26    | UNITED STATES TREASURY NOTE 4.62500000                                                         | CUSIP: 91282CHY0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1270000 | PA      | $1280090.89   | 0.08%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ESAB CORP 6.25% 04/15/29        | ESAB CORP REGD 144A P/P 6.25000000                                                             | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |       90000 | PA      | $92645.82     | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 05/13/31  | HSBC HOLDINGS PLC REGD V/R 5.24000000                                                          | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1845000 | PA      | $1896564.72   | 0.11%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUN 3.3% 06/01/29  | AVALONBAY COMMUNITIES REGD MTN 3.30000000                                                      | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24280.10     | 0.00%             | 2029-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING 4.4% 01/30/48     | OWENS CORNING REGD 4.40000000                                                                  | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20326.23     | 0.00%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST  5.183% 11/01/53  | CALIFORNIA ST UNIV REVENUE REGD B/E 5.18300000                                                 | CUSIP: 13077DTS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      100000 | PA      | $95434.16     | 0.01%             | 2053-11-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP 5.45% 03/13/31   | SOLVENTUM CORP REGD 5.45000000                                                                 | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |      430000 | PA      | $450101.96    | 0.03%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PAN 3.16% 01/23/30  | REPUBLIC OF PANAMA REGD 3.16000000                                                             | CUSIP: 698299BK9<br>LEI: N/A                  | Long             | DBT              | USGA              | PA        |      300000 | PA      | $276717.00    | 0.02%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 3.55% 03/22/51  | VERIZON COMMUNICATIONS REGD 3.55000000                                                         | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      150000 | PA      | $106808.67    | 0.01%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC 2.85% 01/15/30     | AUTODESK INC REGD 2.85000000                                                                   | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |       90000 | PA      | $84958.76     | 0.01%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 5.8% 11/01/30         | ONEOK INC REGD 5.80000000                                                                      | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      200000 | PA      | $210644.29    | 0.01%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4152 2% 10/01/40       | FANNIE MAE POOL UMBS P#MA4152 2.00000000                                                       | CUSIP: 31418DTJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      885143 | PA      | $776576.26    | 0.05%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  3.875% 08/21/42  | PHILIP MORRIS INTL INC REGD 3.87500000                                                         | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20273.85     | 0.00%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON ING 2.043% 08/16/28  | HUNTINGTON INGALLS INDUS REGD 2.04300000                                                       | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |      137000 | PA      | $128352.13    | 0.01%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1527 3% 08/01/33       | FANNIE MAE POOL UMBS P#MA1527 3.00000000                                                       | CUSIP: 31418AVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      313385 | PA      | $302843.95    | 0.02%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HL 4.85% 05/15/33  | SCHLUMBERGER HLDGS CORP REGD P/P 4.85000000                                                    | CUSIP: 806851AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      910000 | PA      | $908064.41    | 0.05%             | 2033-05-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| AEP TEXAS INC 3.45% 01/15/50    | AEP TEXAS INC REGD SER H 3.45000000                                                            | CUSIP: 00108WAK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       82000 | PA      | $55528.48     | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC  2.891% 04/06/36  | UNION PACIFIC CORP REGD SER WI 2.89100000                                                      | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       44000 | PA      | $36568.51     | 0.00%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 11/15/27    | UNITED STATES TREASURY NOTE 4.12500000                                                         | CUSIP: 91282CLX7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1090000 | PA      | $1101581.25   | 0.07%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RTX CORP 3.75% 11/01/46         | RTX CORP REGD 3.75000000                                                                       | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       76000 | PA      | $57747.42     | 0.00%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTER 7.25% 05/15/31  | SIX FLAGS ENTERTAINME REGD 144A P/P 7.25000000                                                 | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45248.75     | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA5466 4% 09/20/48    | GINNIE MAE II POOL P#MA5466 4.00000000                                                         | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      156418 | PA      | $148348.90    | 0.01%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3597 3.5% 04/20/46  | GINNIE MAE II POOL P#MA3597 3.50000000                                                         | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      614980 | PA      | $573147.59    | 0.03%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA  8.875% 02/10/35  | SAAVI ENERGIA SARL REGD REG S 8.87500000                                                       | CUSIP: L02668AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      200000 | PA      | $212250.00    | 0.01%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0739 3.5% 02/01/52     | FANNIE MAE POOL UMBS P#FS0739 3.50000000                                                       | CUSIP: 3140XFZD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      746462 | PA      | $679407.84    | 0.04%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 5.401% 07/02/37  | VERIZON COMMUNICATIONS REGD 144A P/P 5.40100000                                                | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100390.55    | 0.01%             | 2037-07-02      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| KILROY REALTY L 4.25% 08/15/29  | KILROY REALTY LP REGD 4.25000000                                                               | CUSIP: 49427RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24437.56     | 0.00%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSMC 2014-USA 4.373% 09/15/25   | CSMC 2014-USA OA LLC SER 2014-USA CL D REGD 144A P/P 4.37330000                                | CUSIP: 12649AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $74825.95     | 0.00%             | 2037-09-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| BECTON DICKINS 4.693% 02/13/28  | BECTON DICKINSON & CO REGD 4.69300000                                                          | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      243000 | PA      | $246424.74    | 0.01%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| RTX CORP 5.75% 01/15/29         | RTX CORP REGD 5.75000000                                                                       | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      140000 | PA      | $147004.04    | 0.01%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMI 5.213% 03/08/47  | TELEFONICA EMISIONES SAU REGD 5.21300000                                                       | CUSIP: 87938WAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      150000 | PA      | $131820.86    | 0.01%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS 2.607% 12/13/51  | ROCHE HOLDINGS INC REGD 144A P/P 2.60700000                                                    | CUSIP: 771196BY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      240000 | PA      | $143999.44    | 0.01%             | 2051-12-13      | Fixed         | 2.61%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO (PROVIN 5.05% 04/24/34  | ONTARIO (PROVINCE OF) REGD 5.05000000                                                          | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | USGA              | CA        |       50000 | PA      | $52189.37     | 0.00%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.875% 11/15/51    | UNITED STATES TREASURY BOND 1.87500000                                                         | CUSIP: 912810TB4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       96000 | PA      | $52323.75     | 0.00%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CO 5.171% 07/16/32  | NTT FINANCE CORP REGD 144A P/P 5.17100000                                                      | CUSIP: 62954WAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |      955000 | PA      | $973097.39    | 0.06%             | 2032-07-16      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS  6.25% 10/02/43  | GENERAL MOTORS CO REGD SER WI 6.25000000                                                       | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      260000 | PA      | $256662.03    | 0.02%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 3.875% 08/22/37  | AMAZON.COM INC REGD 3.87500000                                                                 | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45464.56     | 0.00%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY 6.75% 09/01/29  | GULFPORT ENERGY OP CORP REGD 144A P/P 6.75000000                                               | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |      125000 | PA      | $128076.88    | 0.01%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC V/R /PERP/        | CITIGROUP INC REGD V/R /PERP/ SER CC 7.12500000                                                | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      700000 | PA      | $718419.80    | 0.04%             | 2173-11-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| F/C US 10YR NOTE (CBT)DEC25     | FUTURE CONTRACT ON           US 10YR NOTE (CBT)DEC25 0.00000000                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         376 | NC      | $42300000.00  | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM CRP / 3.875% 01/15/27  | BROADCOM CRP /  CAYMN FI REGD SER WI 3.87500000                                                | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99601.11     | 0.01%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 3.625% 09/10/28     | EQUINOR ASA REGD 3.62500000                                                                    | CUSIP: 29446MAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |       50000 | PA      | $49602.19     | 0.00%             | 2028-09-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5040 2% 04/01/51       | FREDDIE MAC POOL UMBS P#RA5040 2.00000000                                                      | CUSIP: 3133KLS57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      843068 | PA      | $676445.12    | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS  3.2% 08/15/29  | GLOBAL PAYMENTS INC REGD 3.20000000                                                            | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       44000 | PA      | $41791.33     | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRO 3.7% 08/15/49  | UNITEDHEALTH GROUP INC REGD 3.70000000                                                         | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      375000 | PA      | $270230.35    | 0.02%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS- 3.25% 03/27/30  | ARCHER-DANIELS-MIDLAND C REGD 3.25000000                                                       | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24045.62     | 0.00%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIAL 3.3% 04/01/27  | APPLIED MATERIALS INC REGD 3.30000000                                                          | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49569.00     | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 01/15/27        | UNITED STATES TREASURY NOTE 4.00000000                                                         | CUSIP: 91282CJT9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2000000 | PA      | $2006289.06   | 0.12%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP 4.2% 04/01/50   | MCDONALD'S CORP REGD MTN 4.20000000                                                            | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      425000 | PA      | $339251.60    | 0.02%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1609 2.5% 04/01/37     | FANNIE MAE POOL UMBS P#FS1609 2.50000000                                                       | CUSIP: 3140XGYF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      403175 | PA      | $380404.06    | 0.02%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD9638 4.5% 09/01/40     | FANNIE MAE POOL UMBS P#AD9638 4.50000000                                                       | CUSIP: 31418XV88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       84458 | PA      | $84453.16     | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO 5% 11/15/45      | HALLIBURTON CO REGD 5.00000000                                                                 | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88308.20     | 0.01%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                             | BRL/USD FWD 20250930 STAR USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-171218.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SHELL FINANCE U 4.55% 08/12/43  | SHELL FINANCE US IN REGD SER * 4.55000000                                                      | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $79554.98     | 0.00%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPIT 4.25% 10/04/31  | ACCENTURE CAPITAL INC REGD 4.25000000                                                          | CUSIP: 00440KAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99715.78     | 0.01%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS I 4.95% 02/26/31  | CISCO SYSTEMS INC REGD 4.95000000                                                              | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103529.96    | 0.01%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.35% 06/15/45         | AT&T INC REGD SER WI 4.35000000                                                                | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       73000 | PA      | $60535.98     | 0.00%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 3.05% 03/15/51   | PECO ENERGY CO REGD 3.05000000                                                                 | CUSIP: 693304BA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       46000 | PA      | $29547.26     | 0.00%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.75% 08/15/32     | UNITED STATES TREASURY NOTE 2.75000000                                                         | CUSIP: 91282CFF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     4270000 | PA      | $3964177.95   | 0.24%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURA 3.5% 10/15/50  | EVEREST REINSURANCE HLDG REGD 3.50000000                                                       | CUSIP: 299808AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $16963.17     | 0.00%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 4.6% 08/14/34    | ELI LILLY & CO REGD 4.60000000                                                                 | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198869.55    | 0.01%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENE 3.25% 12/01/26  | DIAMONDBACK ENERGY INC REGD 3.25000000                                                         | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      114000 | PA      | $112682.17    | 0.01%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP 4% 03/01/28    | VENTAS REALTY LP REGD 4.00000000                                                               | CUSIP: 92277GAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24882.95     | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROG 2023-SFR2 4.75% 10/17/28   | PROGRESS RESIDENTIAL 2023-SFR2 TRUST SER 2023-SFR2 CL E1 REGD 144A P/P 4.75000000              | CUSIP: 74331GAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1781000 | PA      | $1744725.84   | 0.11%             | 2040-10-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GRADE 2023-FIG4  V/R 11/25/53   | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST SER 2023-FIG4 CL A V/R REGD 144A P/P 6.71800000        | CUSIP: 79581UAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2945117 | PA      | $3059312.91   | 0.18%             | 2053-11-25      | Variable      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODU 3.3% 02/15/53  | ENTERPRISE PRODUCTS OPER REGD 3.30000000                                                       | CUSIP: 29379VCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $16429.50     | 0.00%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABL 7.3% 07/01/38  | TIME WARNER CABLE LLC REGD 7.30000000                                                          | CUSIP: 88732JAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $27238.05     | 0.00%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL O'H 4.472% 01/01/49  | CHICAGO IL O'HARE INTERNATIONA REGD N/C B/E 4.47200000                                         | CUSIP: 167593H62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      150000 | PA      | $129131.10    | 0.01%             | 2049-01-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.2% 09/11/29         | APPLE INC REGD 2.20000000                                                                      | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46830.61     | 0.00%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE U 3.25% 04/06/50  | SHELL FINANCE US IN REGD SER * 3.25000000                                                      | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      480000 | PA      | $329038.90    | 0.02%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HPA 2022-1 D 4.73% 04/17/27     | HOME PARTNERS OF AMERICA 2022-1 TRUST SER 2022-1 CL D REGD 144A P/P 4.73000000                 | CUSIP: 43730NAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2385844 | PA      | $2356083.78   | 0.14%             | 2039-04-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| US TREAS BDS 2.875% 05/15/52    | UNITED STATES TREASURY BOND 2.87500000                                                         | CUSIP: 912810TG3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      280000 | PA      | $193309.37    | 0.01%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#AA4298 4.5% 03/01/29     | FANNIE MAE POOL UMBS P#AA4298 4.50000000                                                       | CUSIP: 31416MX41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11694 | PA      | $11727.24     | 0.00%             | 2029-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER C 5.25% 03/15/34  | GEORGIA POWER CO REGD 5.25000000                                                               | CUSIP: 373334KW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      430000 | PA      | $440856.43    | 0.03%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC 4.45% 04/01/62   | LOWE'S COS INC REGD 4.45000000                                                                 | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19224.47     | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTI 4.625% 11/15/29  | SONIC AUTOMOTIVE INC REGD 144A P/P 4.62500000                                                  | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |      150000 | PA      | $145917.15    | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA6339 3.5% 12/20/49  | GINNIE MAE II POOL P#MA6339 3.50000000                                                         | CUSIP: 36179VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      284220 | PA      | $259830.18    | 0.02%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5397 3.5% 08/20/48  | GINNIE MAE II POOL P#MA5397 3.50000000                                                         | CUSIP: 36179T7J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       36211 | PA      | $33528.46     | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CRE 5.4% 11/20/26  | TOYOTA MOTOR CREDIT CORP REGD MTN 5.40000000                                                   | CUSIP: 89236TLD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $101671.66    | 0.01%             | 2026-11-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP 4.75% 11/29/27      | LENNAR CORP REGD SER WI 4.75000000                                                             | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10079.09     | 0.00%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTME 5.34% 05/19/63  | PFIZER INVESTMENT ENTER REGD 5.34000000                                                        | CUSIP: 716973AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      158000 | PA      | $144763.90    | 0.01%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATI 3.15% 12/14/51  | SYSCO CORPORATION REGD 3.15000000                                                              | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16068.21     | 0.00%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EQT CORP 5.75% 02/01/34         | EQT CORP REGD 5.75000000                                                                       | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      128000 | PA      | $132533.92    | 0.01%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIV 6.25% 01/25/31  | BLACKSTONE PRIVATE CRE REGD 6.25000000                                                         | CUSIP: 09261HBG1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26095.58     | 0.00%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FNR 2018-57 QA 3.5% 05/25/46    | FANNIE MAE REMICS SER 2018-57 CL QA 3.50000000                                                 | CUSIP: 3136B2ZR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1103 | PA      | $1099.95      | 0.00%             | 2046-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.187% 11/15/36    | BROADCOM INC REGD 144A P/P 3.18700000                                                          | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8354.16      | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 02/15/35    | UNITED STATES TREASURY NOTE 4.62500000                                                         | CUSIP: 91282CMM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1550000 | PA      | $1602796.88   | 0.10%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ACAR 2025-2 D 5.5% 11/12/28     | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025-2 SER 2025-2 CL D REGD 144A P/P 5.50000000   | CUSIP: 024938AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1235000 | PA      | $1259692.96   | 0.08%             | 2031-07-14      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| QUIKRETE HOLDI 6.375% 03/01/32  | QUIKRETE HOLDINGS INC REGD 144A P/P 6.37500000                                                 | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      290000 | PA      | $299263.47    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| HOAG MEMORIAL  3.803% 07/15/52  | HOAG MEMORIAL HOSPITAL REGD 3.80300000                                                         | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |       41000 | PA      | $30791.73     | 0.00%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 06/15/27    | UNITED STATES TREASURY NOTE 4.62500000                                                         | CUSIP: 91282CKV2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2000000 | PA      | $2032773.44   | 0.12%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 11/15/44    | UNITED STATES TREASURY BOND 4.62500000                                                         | CUSIP: 912810UF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      838000 | PA      | $813220.08    | 0.05%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL COR 5.5% 09/01/30  | ARES CAPITAL CORP REGD 5.50000000                                                              | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      845000 | PA      | $855891.61    | 0.05%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08732 3% 11/01/46      | FREDDIE MAC GOLD POOL P#G08732 3.00000000                                                      | CUSIP: 3128MJY61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      274657 | PA      | $245806.02    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 2.95% 06/15/29   | HOME DEPOT INC REGD 2.95000000                                                                 | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96382.69     | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/04/51  | WELLS FARGO & COMPANY REGD V/R MTN 5.01300000                                                  | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1122336.94   | 0.07%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CO 3.5% 02/14/53  | UNION PACIFIC CORP REGD 3.50000000                                                             | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      144000 | PA      | $100736.74    | 0.01%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORT 2.875% 06/15/52  | BURLINGTN NORTH SANTA FE REGD 2.87500000                                                       | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      174000 | PA      | $107672.56    | 0.01%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 09/30/31    | UNITED STATES TREASURY NOTE 3.62500000                                                         | CUSIP: 91282CLM1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      800000 | PA      | $790968.75    | 0.05%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G05519 6% 06/01/39      | FREDDIE MAC GOLD POOL P#G05519 6.00000000                                                      | CUSIP: 3128M7PC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3643 | PA      | $3844.22      | 0.00%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 2.45% 11/15/29       | INTEL CORP REGD 2.45000000                                                                     | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92253.82     | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC 7.25% 08/15/33   | GRAY MEDIA INC REGD 144A P/P 7.25000000                                                        | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64054.00     | 0.00%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| US TREAS BDS 3.875% 02/15/43    | UNITED STATES TREASURY BOND 3.87500000                                                         | CUSIP: 912810TQ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1625000 | PA      | $1444218.75   | 0.09%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP 4.45% 11/16/38         | RTX CORP REGD 4.45000000                                                                       | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23153.41     | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC C 5.2% 04/01/34  | UNION ELECTRIC CO REGD 5.20000000                                                              | CUSIP: 906548CY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $358544.41    | 0.02%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 4.85% 02/01/49        | ONEOK INC REGD 4.85000000                                                                      | CUSIP: 682680BZ5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20420.29     | 0.00%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 02/28/29     | UNITED STATES TREASURY NOTE 4.25000000                                                         | CUSIP: 91282CKD2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      955000 | PA      | $974827.44    | 0.06%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROCC 2024-CNT 5.388% 11/13/29   | ROCK TRUST 2024-CNTR SER 2024-CNTR CL A REGD 144A P/P 5.38834000                               | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      210000 | PA      | $216300.29    | 0.01%             | 2041-11-13      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| EMERA INC V/R 06/15/76          | EMERA INC REGD V/R SER 16-A 6.75000000                                                         | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |      878000 | PA      | $885693.04    | 0.05%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| WI TREASURY SE 4.250% 02/15/54  | UNITED STATES TREASURY BOND 4.25000000                                                         | CUSIP: 912810TX6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1022000 | PA      | $915248.91    | 0.06%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 02/15/44    | UNITED STATES TREASURY BOND 3.62500000                                                         | CUSIP: 912810RE0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1125000 | PA      | $954580.07    | 0.06%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 5.3% 05/13/54  | COCA-COLA CO/THE REGD 5.30000000                                                               | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48281.83     | 0.00%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA 7.375% 02/15/31  | OUTFRONT MEDIA CAP LLC/C REGD 144A P/P 7.37500000                                              | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $10557.68     | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BALTIMORE GAS & 5.45% 06/01/35  | BALTIMORE GAS & ELECTRIC REGD 5.45000000                                                       | CUSIP: 059165ET3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      914000 | PA      | $942194.44    | 0.06%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KEN 9.75% 02/16/31  | REPUBLIC OF KENYA REGD 144A P/P 9.75000000                                                     | CUSIP: 491798AM6<br>LEI: N/A                  | Long             | DBT              | USGA              | KE        |      200000 | PA      | $210896.87    | 0.01%             | 2031-02-16      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| OUTFRONT MEDIA  4.25% 01/15/29  | OUTFRONT MEDIA CAP LLC/C REGD 144A P/P 4.25000000                                              | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115000 | PA      | $110622.50    | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FGLMC P#V80024 3% 04/01/43      | FREDDIE MAC GOLD POOL P#V80024 3.00000000                                                      | CUSIP: 3132L5AZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      199915 | PA      | $183022.02    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD5389 5% 04/01/54       | FREDDIE MAC POOL UMBS P#SD5389 5.00000000                                                      | CUSIP: 3132DS7A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      218122 | PA      | $216466.44    | 0.01%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 2.5% 03/01/31      | CENTENE CORP REGD 2.50000000                                                                   | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42627.87     | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 5.75% 04/15/54  | SOUTHERN CAL EDISON REGD 5.75000000                                                            | CUSIP: 842400JD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      850000 | PA      | $797397.24    | 0.05%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GNMAII 30 YEAR TBA 6% SEPT 11   | GNMAII 30 YEAR TBA 6% SEPT 11  TO BE ANNOUNCED 6.00000000                                      | CUSIP: 21H060697<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1350000 | PA      | $1377340.97   | 0.08%             | 2041-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 02/28/30        | UNITED STATES TREASURY NOTE 4.00000000                                                         | CUSIP: 91282CGQ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1553000 | PA      | $1574535.75   | 0.10%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PA 4.8% 06/15/44  | INTERNATIONAL PAPER CO REGD 4.80000000                                                         | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21984.50     | 0.00%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 3.3% 08/01/40  | PACIFIC GAS & ELECTRIC REGD 3.30000000                                                         | CUSIP: 694308JH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $37024.15     | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| 200 PARK FUNDIN 5.74% 02/15/55  | 200 PARK FUNDING TRUST REGD 144A P/P 5.74000000                                                | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2055000 | PA      | $2016977.84   | 0.12%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY PRO 5.25% 03/15/33  | DUKE ENERGY PROGRESS LLC REGD 5.25000000                                                       | CUSIP: 26442UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       43000 | PA      | $44468.08     | 0.00%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC 5.75% 05/15/35   | PSEG POWER LLC REGD 144A P/P 5.75000000                                                        | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      860000 | PA      | $890680.39    | 0.05%             | 2035-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AEP TRANSMISSIO 3.15% 09/15/49  | AEP TRANSMISSION CO LLC REGD 3.15000000                                                        | CUSIP: 00115AAL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       59000 | PA      | $39464.61     | 0.00%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS 4.812% 02/13/33  | BP CAP MARKETS AMERICA REGD 4.81200000                                                         | CUSIP: 10373QBU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $50167.17     | 0.00%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 3.7% 02/10/45    | MERCK & CO INC REGD 3.70000000                                                                 | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       50000 | PA      | $39179.16     | 0.00%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINAN 5.931% 02/02/29  | BAT INTL FINANCE PLC REGD 5.93100000                                                           | CUSIP: 05530QAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       50000 | PA      | $52565.92     | 0.00%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC 3.45% 05/15/51    | AEP TEXAS INC REGD 3.45000000                                                                  | CUSIP: 00108WAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       41000 | PA      | $27405.03     | 0.00%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE V/R 06/11/55  | MEIJI YASUDA LIFE INSURA REGD V/R 144A P/P 6.10000000                                          | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $412834.00    | 0.02%             | 2055-06-11      | Variable      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| GAM 2021-FRR1 2C ZCP 11/29/50   | GAM RE-REMIC TRUST 2021-FRR1 SER 2021-FRR1 CL 2C ZCP REGD 144A P/P 0.00000000                  | CUSIP: 364614AS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2352000 | PA      | $2034072.52   | 0.12%             | 2050-11-29      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.55% 05/15/34  | ENERGY TRANSFER LP REGD 5.55000000                                                             | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      280000 | PA      | $284396.09    | 0.02%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5528 4% 10/20/48    | GINNIE MAE II POOL P#MA5528 4.00000000                                                         | CUSIP: 36179UD90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       50635 | PA      | $48022.72     | 0.00%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDING V/R 01/09/30  | SANTANDER HOLDINGS USA REGD V/R 6.17400000                                                     | CUSIP: 80282KBJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       89000 | PA      | $93464.42     | 0.01%             | 2030-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI I 4.8% 02/15/33  | SPIRE MISSOURI INC REGD 4.80000000                                                             | CUSIP: 84859DAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $75250.90     | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 01/13/29        | BNP PARIBAS REGD V/R P/P 5.12500000                                                            | CUSIP: 09659W2V5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      650000 | PA      | $662320.51    | 0.04%             | 2029-01-13      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF COLOMB 8% 04/20/33  | REPUBLIC OF COLOMBIA REGD 8.00000000                                                           | CUSIP: 195325EF8<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |      200000 | PA      | $215010.00    | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL1865 5.5% 08/01/55     | FREDDIE MAC POOL UMBS P#SL1865 5.50000000                                                      | CUSIP: 31427PCB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      600000 | PA      | $607064.40    | 0.04%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 4.8% 07/15/46   | CIGNA GROUP/THE REGD SER * 4.80000000                                                          | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       50000 | PA      | $43514.34     | 0.00%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROG 2.9% 08/15/51  | DUKE ENERGY PROGRESS LLC REGD 2.90000000                                                       | CUSIP: 26442UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       67000 | PA      | $41614.70     | 0.00%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6989 3% 03/01/52       | FREDDIE MAC POOL UMBS P#RA6989 3.00000000                                                      | CUSIP: 3133KNXS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2450831 | PA      | $2129913.61   | 0.13%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4069 3.5% 11/20/46  | GINNIE MAE II POOL P#MA4069 3.50000000                                                         | CUSIP: 36179SQW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      180185 | PA      | $167537.33    | 0.01%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G04316 6% 05/01/38      | FREDDIE MAC GOLD POOL P#G04316 6.00000000                                                      | CUSIP: 3128M6DV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1598 | PA      | $1701.82      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDI 7.75% 03/15/31  | RB GLOBAL HOLDINGS INC REGD 144A P/P 7.75000000                                                | CUSIP: 76774LAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $78798.30     | 0.00%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & EL 3.5% 08/01/50  | PACIFIC GAS & ELECTRIC REGD 3.50000000                                                         | CUSIP: 694308JJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $59147.44     | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5291 3% 07/01/46       | FANNIE MAE POOL UMBS P#FM5291 3.00000000                                                       | CUSIP: 3140X82Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      241914 | PA      | $221288.70    | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY  5.75% 02/01/29  | HILCORP ENERGY I/HILCORP REGD 144A P/P 5.75000000                                              | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      210000 | PA      | $207457.72    | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS 3.3% 05/15/50  | SHERWIN-WILLIAMS CO REGD 3.30000000                                                            | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16892.92     | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2676 4% 10/01/48       | FREDDIE MAC POOL UMBS P#SD2676 4.00000000                                                      | CUSIP: 3132DP6M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      213406 | PA      | $203287.59    | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY COR 4.85% 07/15/47  | FIRSTENERGY CORP REGD SER C 4.85000000                                                         | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      240000 | PA      | $206570.06    | 0.01%             | 2047-07-15      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA0996 3.5% 01/01/48     | FANNIE MAE POOL UMBS P#CA0996 3.50000000                                                       | CUSIP: 3140Q8DA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       75141 | PA      | $69271.37     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RE 5.3% 12/15/34  | SYSTEM ENERGY RESOURCES REGD 5.30000000                                                        | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49846.37     | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE 8.625% 05/15/32  | EQUIPMENTSHARE.COM INC REGD 144A P/P 8.62500000                                                | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      105000 | PA      | $113234.31    | 0.01%             | 2032-05-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALT 3.125% 05/15/50  | ELEVANCE HEALTH INC REGD 3.12500000                                                            | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16020.71     | 0.00%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO 4.15% 03/15/47  | ESTEE LAUDER CO INC REGD 4.15000000                                                            | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19784.92     | 0.00%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 01/30/36  | CAPITAL ONE FINANCIAL CO REGD V/R 6.18300000                                                   | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10317.94     | 0.00%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.35% 02/09/27        | APPLE INC REGD 3.35000000                                                                      | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99323.13     | 0.01%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCI 5.459% 09/22/32  | INTACT FINANCIAL CORP REGD 144A P/P 5.45900000                                                 | CUSIP: 45823TAL0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |     1625000 | PA      | $1661634.00   | 0.10%             | 2032-09-22      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| MOTOROLA SOLUTIO 4.6% 05/23/29  | MOTOROLA SOLUTIONS INC REGD 4.60000000                                                         | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       83000 | PA      | $83917.70     | 0.01%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY COR 5.2% 09/15/34  | DEVON ENERGY CORPORATION REGD 5.20000000                                                       | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24507.50     | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH COR 5.125% 07/20/45  | CVS HEALTH CORP REGD 5.12500000                                                                | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88192.04     | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEF 5% 03/15/27  | SABINE PASS LIQUEFACTION REGD SER WI 5.00000000                                                | CUSIP: 785592AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       46000 | PA      | $46273.39     | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOL 4.663% 02/15/30  | MICRON TECHNOLOGY INC REGD 4.66300000                                                          | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25152.96     | 0.00%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| UMBS P#AW3557 3% 05/01/29       | FANNIE MAE POOL UMBS P#AW3557 3.00000000                                                       | CUSIP: 3138XS5T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19213 | PA      | $18883.53     | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2043 2.5% 04/01/52     | FANNIE MAE POOL UMBS P#FS2043 2.50000000                                                       | CUSIP: 3140XHHV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1905033 | PA      | $1600292.35   | 0.10%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO 6.625% 01/15/27    | SM ENERGY CO REGD 6.62500000                                                                   | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      215000 | PA      | $215289.82    | 0.01%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERP 6.625% 05/15/32  | INSIGHT ENTERPRS REGD 144A P/P 6.62500000                                                      | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |      120000 | PA      | $123666.00    | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| US TREAS BDS 3% 11/15/45        | UNITED STATES TREASURY BOND 3.00000000                                                         | CUSIP: 912810RP5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1412500 | PA      | $1065278.81   | 0.06%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY G 5.5% 03/08/33  | SIMON PROPERTY GROUP LP REGD 5.50000000                                                        | CUSIP: 828807DU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $26243.88     | 0.00%             | 2033-03-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY 3.1% 06/15/28/EUR/  | DUKE ENERGY CORP /EUR/ REGD 3.10000000                                                         | CUSIP: 26441CBQ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      700000 | PA      | $826199.36    | 0.05%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES  2.9% 03/01/50  | NORTHERN STATES PWR-MINN REGD 2.90000000                                                       | CUSIP: 665772CR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      211000 | PA      | $136675.35    | 0.01%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-2 C 5.16% 03/15/29   | CARMAX AUTO OWNER TRUST 2025-2 SER 2025-2 CL C REGD 5.16000000                                 | CUSIP: 14320AAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      570000 | PA      | $583979.71    | 0.04%             | 2031-01-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CIRSA FI 10.375% 11/30/27/EUR/  | CIRSA FINANCE INTER /EUR/ REGD 144A P/P 10.37500000                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | LU        |      450000 | PA      | $547428.82    | 0.03%             | 2027-11-30      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| WELLS FARGO & C 4.75% 12/07/46  | WELLS FARGO & COMPANY REGD MTN 4.75000000                                                      | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8629.74      | 0.00%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8104 1.5% 11/01/50     | FREDDIE MAC POOL UMBS P#SD8104 1.50000000                                                      | CUSIP: 3132DWAD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1292123 | PA      | $978750.04    | 0.06%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB6348 4.5% 05/01/53     | FANNIE MAE POOL UMBS P#CB6348 4.50000000                                                       | CUSIP: 3140QSBS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1141862 | PA      | $1101982.32   | 0.07%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC 5% 10/01/29       | PRA GROUP INC REGD 144A P/P 5.00000000                                                         | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |       90000 | PA      | $84655.50     | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NUCOR CORP 6.4% 12/01/37        | NUCOR CORP REGD 6.40000000                                                                     | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |       25000 | PA      | $27545.43     | 0.00%             | 2037-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS 2.65% 10/01/26  | PAYPAL HOLDINGS INC REGD 2.65000000                                                            | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24620.98     | 0.00%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 6.7% 04/01/53  | PACIFIC GAS & ELECTRIC REGD 6.70000000                                                         | CUSIP: 694308KK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $56932.15     | 0.00%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 2.525% 06/01/50  | MICROSOFT CORP REGD 2.52500000                                                                 | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      157000 | PA      | $96113.43     | 0.01%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES 4.75% 02/15/28  | VICI PROPERTIES LP REGD 4.75000000                                                             | CUSIP: 925650AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      312000 | PA      | $314713.36    | 0.02%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08801 4% 02/01/48      | FREDDIE MAC GOLD POOL P#G08801 4.00000000                                                      | CUSIP: 3128MJ3K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13035 | PA      | $12432.22     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7471 2% 07/20/51    | GINNIE MAE II POOL P#MA7471 2.00000000                                                         | CUSIP: 36179WJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1162236 | PA      | $954035.98    | 0.06%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK EN 3.125% 03/24/31  | DIAMONDBACK ENERGY INC REGD 3.12500000                                                         | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      200000 | PA      | $184949.99    | 0.01%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS 5.15% 06/01/34  | PAYPAL HOLDINGS INC REGD 5.15000000                                                            | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25580.87     | 0.00%             | 2034-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & C 2.8% 05/15/50  | AIR PRODUCTS & CHEMICALS REGD 2.80000000                                                       | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |       50000 | PA      | $31274.70     | 0.00%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 07/23/35  | PNC FINANCIAL SERVICES REGD V/R 5.40100000                                                     | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25551.05     | 0.00%             | 2035-07-23      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETRO 6.6% 03/15/46  | OCCIDENTAL PETROLEUM COR REGD 6.60000000                                                       | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50248.30     | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORA 5.45% 03/15/43  | FREEPORT-MCMORAN INC REGD SER WI 5.45000000                                                    | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23664.03     | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS0190 2.5% 08/01/28     | FANNIE MAE POOL UMBS P#AS0190 2.50000000                                                       | CUSIP: 3138W9F88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       40140 | PA      | $39301.71     | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.8% 03/15/29        | ABBVIE INC REGD 4.80000000                                                                     | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      400000 | PA      | $409542.66    | 0.02%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL S 6.05% 05/14/65  | UNITED PARCEL SERVICE REGD 6.05000000                                                          | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      700000 | PA      | $709703.31    | 0.04%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60278 4% 10/01/45      | FREDDIE MAC GOLD POOL P#G60278 4.00000000                                                      | CUSIP: 31335AJX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      251302 | PA      | $242244.00    | 0.01%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 06/30/32        | UNITED STATES TREASURY NOTE 4.00000000                                                         | CUSIP: 91282CNJ6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       65000 | PA      | $65325.00     | 0.00%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.875% 02/15/41    | UNITED STATES TREASURY BOND 1.87500000                                                         | CUSIP: 912810SW9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2869000 | PA      | $1972437.50   | 0.12%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL  4.55% 04/10/28  | CNH INDUSTRIAL CAP LLC REGD 4.55000000                                                         | CUSIP: 12592BAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $186697.03    | 0.01%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND 2.75% 04/01/50  | DUKE ENERGY INDIANA LLC REGD 2.75000000                                                        | CUSIP: 26443TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      380000 | PA      | $233557.69    | 0.01%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP 3.5% 03/01/28  | ERP OPERATING LP REGD 3.50000000                                                               | CUSIP: 26884ABJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24658.25     | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHMS K144 A2 2.45% 04/25/32     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K144 CL A2 2.45000000         | CUSIP: 3137H7M91<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      440000 | PA      | $394665.92    | 0.02%             | 2032-04-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FI 3.4% 06/15/30  | FIDELITY NATL FINANCIAL REGD 3.40000000                                                        | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23752.57     | 0.00%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH 4.439% 10/06/48  | ANHEUSER-BUSCH INBEV WOR REGD SER WI 4.43900000                                                | CUSIP: 03523TBT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $42188.01     | 0.00%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIAN 2.9% 03/15/51  | ENTERGY LOUISIANA LLC REGD 2.90000000                                                          | CUSIP: 29364WBD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $15548.83     | 0.00%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 06/19/41  | BANK OF AMERICA CORP REGD V/R MTN 2.67600000                                                   | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      250000 | PA      | $180229.96    | 0.01%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-2 A 4.65% 03/15/29   | CARMAX AUTO OWNER TRUST 2025-2 SER 2025-2 CL A4 REGD 4.65000000                                | CUSIP: 14320AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      870000 | PA      | $888097.04    | 0.05%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CA 4.5% 06/01/33  | CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.50000000                                                | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      370000 | PA      | $330322.46    | 0.02%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FM7626 2.5% 12/01/33     | FANNIE MAE POOL UMBS P#FM7626 2.50000000                                                       | CUSIP: 3140XBPL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      184429 | PA      | $177390.06    | 0.01%             | 2033-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH 3% 08/15/51  | CALIFORNIA ST HLTH FACS FING A REGD B/E 3.00000000                                             | CUSIP: 13032UB31<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |      310000 | PA      | $213955.74    | 0.01%             | 2051-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ESART 2025-1 B 4.87% 08/15/28   | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-1 SER 2025-1 CL B REGD 4.87000000              | CUSIP: 30185AAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1519423.20   | 0.09%             | 2031-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB8862 2.5% 04/01/28     | FANNIE MAE POOL UMBS P#AB8862 2.50000000                                                       | CUSIP: 31417FZ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2283 | PA      | $2239.58      | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY  6.625% 06/15/37  | VALERO ENERGY CORP REGD 6.62500000                                                             | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |       25000 | PA      | $27281.08     | 0.00%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MFIT 2025-AA E 8.64% 07/20/30   | MARINER FINANCE ISSUANCE TRUST 2025-A SER 2025-AA CL E REGD 144A P/P 8.64000000                | CUSIP: 567920AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      750000 | PA      | $777414.15    | 0.05%             | 2038-05-20      | Fixed         | 8.64%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP IN 5.95% 02/14/49  | ALTRIA GROUP INC REGD 5.95000000                                                               | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      320000 | PA      | $318707.80    | 0.02%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDI 4.75% 06/15/28  | ENERGIZER HOLDINGS INC REGD 144A P/P 4.75000000                                                | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      110000 | PA      | $108263.64    | 0.01%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ARES FINANCE CO 3.25% 06/15/30  | ARES FINANCE CO II LLC REGD 144A P/P 3.25000000                                                | CUSIP: 04015KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1005000 | PA      | $951252.87    | 0.06%             | 2030-06-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTALEX 4% 09/15/27  | INTERCONTINENTALEXCHANGE REGD 4.00000000                                                       | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49941.13     | 0.00%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC 3.9% 08/21/27        | VMWARE LLC REGD 3.90000000                                                                     | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49748.09     | 0.00%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS 5.95% 08/15/52  | GLOBAL PAYMENTS INC REGD 5.95000000                                                            | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      915000 | PA      | $872686.95    | 0.05%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 6.7% 11/15/53      | ENBRIDGE INC REGD 6.70000000                                                                   | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $53948.43     | 0.00%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 3.8% 02/15/28  | CROWN CASTLE INC REGD 3.80000000                                                               | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      113000 | PA      | $111554.61    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ESART 2025-1 C 5.4% 05/15/29    | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-1 SER 2025-1 CL C REGD 5.40000000              | CUSIP: 30185AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1200000 | PA      | $1228249.56   | 0.07%             | 2031-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.5% 02/15/44      | UNITED STATES TREASURY BOND 4.50000000                                                         | CUSIP: 912810TZ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1830000 | PA      | $1754583.98   | 0.11%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER COR 7.75% 05/01/31  | KNIFE RIVER CORP REGD 144A P/P 7.75000000                                                      | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $115454.13    | 0.01%             | 2031-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| NOBLE FINANCE II L 8% 04/15/30  | NOBLE FINANCE II LLC REGD 144A P/P 8.00000000                                                  | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $62185.26     | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#FS6928 2.5% 05/01/52     | FANNIE MAE POOL UMBS P#FS6928 2.50000000                                                       | CUSIP: 3140XNVW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      975967 | PA      | $819844.01    | 0.05%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB COR 4% 02/01/29  | CHARLES SCHWAB CORP REGD 4.00000000                                                            | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25011.38     | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AU1633 3.5% 07/01/43     | FANNIE MAE POOL UMBS P#AU1633 3.50000000                                                       | CUSIP: 3138X0Y77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      244739 | PA      | $230379.01    | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS  4.125% 06/15/39  | BRISTOL-MYERS SQUIBB CO REGD 4.12500000                                                        | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       98000 | PA      | $87287.37     | 0.01%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 02/10/34   | DEUTSCHE BANK NY REGD V/R 7.07900000                                                           | CUSIP: 251526CT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      310000 | PA      | $336713.18    | 0.02%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.887% 11/01/51    | COMCAST CORP REGD SER WI 2.88700000                                                            | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      149000 | PA      | $89364.16     | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| LDMSR 2025-GT2 A V/R 07/16/30   | LOANDEPOT GMSR MASTER TRUST SER 2025-GT2 CL A V/R REGD 144A P/P 7.50993000                     | CUSIP: 53946TAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $502999.70    | 0.03%             | 2030-07-16      | Variable      | 7.51%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ELEC & PO 6% 05/15/37  | VIRGINIA ELEC & POWER CO REGD SER A 6.00000000                                                 | CUSIP: 927804FB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $26681.12     | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPA V/R /PERP/  | WELLS FARGO & COMPANY REGD V/R /PERP/ 6.85000000                                               | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      150000 | PA      | $157500.90    | 0.01%             | 2173-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS 6% 12/07/33  | FAIRFAX FINL HLDGS LTD REGD 6.00000000                                                         | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $26372.81     | 0.00%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CO V/R 11/17/29  | CHARLES SCHWAB CORP REGD V/R 6.19600000                                                        | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53219.43     | 0.00%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM1145 3% 03/01/43       | FANNIE MAE POOL UMBS P#BM1145 3.00000000                                                       | CUSIP: 3140J5HX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      265774 | PA      | $241379.00    | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB8823 6.5% 07/01/54     | FANNIE MAE POOL UMBS P#CB8823 6.50000000                                                       | CUSIP: 3140QUYV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      286507 | PA      | $299853.48    | 0.02%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 4.9% 08/05/52        | INTEL CORP REGD 4.90000000                                                                     | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       50000 | PA      | $40705.58     | 0.00%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC 2.75% 08/18/55       | ECOLAB INC REGD SER WI 2.75000000                                                              | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |       25000 | PA      | $14890.86     | 0.00%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMP 3.6% 01/13/51  | WALT DISNEY COMPANY/THE REGD 3.60000000                                                        | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      100000 | PA      | $73513.48     | 0.00%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAN V/R 09/05/30/EUR/  | DEUTSCHE BANK AG /EUR/ REGD V/R REG S 5.00000000                                               | CUSIP: D1T7GB2F2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $249800.88    | 0.02%             | 2030-09-05      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL 2.5% 03/15/31  | PIEDMONT NATURAL GAS CO REGD 2.50000000                                                        | CUSIP: 720186AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       96000 | PA      | $86483.37     | 0.01%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0508 3.5% 01/01/48     | FREDDIE MAC POOL UMBS P#SD0508 3.50000000                                                      | CUSIP: 3132DMR56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      441160 | PA      | $410410.58    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP 4.875% 07/15/32    | ADT SEC CORP REGD P/P 4.87500000                                                               | CUSIP: 74166NAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $178154.17    | 0.01%             | 2032-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| S&P GLOBAL INC 3.25% 12/01/49   | S&P GLOBAL INC REGD 3.25000000                                                                 | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      230000 | PA      | $159932.90    | 0.01%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GAM 2021-FRR2 CK ZCP 09/27/51   | GAM RE-REMIC TRUST 2021-FRR2 SER 2021-FRR2 CL CK78 ZCP REGD 144A P/P 0.00000000                | CUSIP: 36459TCA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      799000 | PA      | $604335.83    | 0.04%             | 2051-09-27      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDE 6.938% 11/07/33  | BANCO SANTANDER SA REGD 6.93800000                                                             | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $227015.65    | 0.01%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCE 6.5% 04/15/32  | MATADOR RESOURCES CO REGD 144A P/P 6.50000000                                                  | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      235000 | PA      | $238609.37    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CARRIER GLOBAL 3.577% 04/05/50  | CARRIER GLOBAL CORP REGD 3.57700000                                                            | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       50000 | PA      | $36554.99     | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-G 4.5% 10/15/29  | SCOTTS MIRACLE-GRO CO REGD SER WI 4.50000000                                                   | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      230000 | PA      | $222423.62    | 0.01%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRAND 5.875% 07/01/34  | IMPERIAL BRANDS FIN PLC REGD 144A P/P MTN 5.87500000                                           | CUSIP: 45262BAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      690000 | PA      | $713230.29    | 0.04%             | 2034-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AESOP 2024-3A  5.23% 12/20/29   | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-3A CL A REGD 144A P/P 5.23000000             | CUSIP: 05377RJK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $4120024.80   | 0.25%             | 2030-12-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| LINCOLN NATION 3.625% 12/12/26  | LINCOLN NATIONAL CORP REGD 3.62500000                                                          | CUSIP: 534187BF5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24829.13     | 0.00%             | 2026-12-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AETNA INC 4.75% 03/15/44        | AETNA INC REGD 4.75000000                                                                      | CUSIP: 00817YAP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $21067.06     | 0.00%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODU 4.6% 01/11/27  | ENTERPRISE PRODUCTS OPER REGD 4.60000000                                                       | CUSIP: 29379VCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $100644.85    | 0.01%             | 2027-01-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLO 5.95% 11/15/52  | DUKE ENERGY FLORIDA LLC REGD 5.95000000                                                        | CUSIP: 26444HAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       26000 | PA      | $26742.76     | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 5.75% 04/01/48  | CHARTER COMM OPT LLC/CAP REGD 5.75000000                                                       | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       92000 | PA      | $82078.83     | 0.00%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP 4.5% 06/01/42          | RTX CORP REGD 4.50000000                                                                       | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      430000 | PA      | $379283.86    | 0.02%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC 7% 07/15/32     | MASTERBRAND INC REGD 144A P/P 7.00000000                                                       | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |      115000 | PA      | $119251.44    | 0.01%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SD0507 4% 09/01/45       | FREDDIE MAC POOL UMBS P#SD0507 4.00000000                                                      | CUSIP: 3132DMR49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       89083 | PA      | $86551.84     | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA F 1.3% 09/09/26  | AMERICAN HONDA FINANCE REGD MTN 1.30000000                                                     | CUSIP: 02665WDZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $194222.97    | 0.01%             | 2026-09-09      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PE 5.625% 11/18/50  | REPUBLIC OF PERU REGD 5.62500000                                                               | CUSIP: 715638BM3<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |       50000 | PA      | $47830.00     | 0.00%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 2.875% 10/15/49     | PEPSICO INC REGD 2.87500000                                                                    | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16202.69     | 0.00%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BLAST 2025-2 D 5.62% 02/15/29   | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2025-2 SER 2025-2 CL D REGD 5.62000000           | CUSIP: 10807HAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1080000 | PA      | $1102832.71   | 0.07%             | 2031-03-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 4.05% 02/01/30  | WESTERN MIDSTREAM OPERAT REGD 4.05000000                                                       | CUSIP: 958667AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      630000 | PA      | $612556.82    | 0.04%             | 2030-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX C 6% 11/01/28  | SMYRNA READY MIX CONCRET REGD 144A P/P 6.00000000                                              | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      185000 | PA      | $185553.89    | 0.01%             | 2028-11-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL COR 4.54% 08/15/47  | BAT CAPITAL CORP REGD SER WI 4.54000000                                                        | CUSIP: 05526DBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      791000 | PA      | $641545.53    | 0.04%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSU 5.808% 09/14/33  | SUMITOMO MITSUI FINL GRP REGD MTN 5.80800000                                                   | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $214072.16    | 0.01%             | 2033-09-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 4.5% 12/06/48    | HOME DEPOT INC REGD 4.50000000                                                                 | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42860.57     | 0.00%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOL 5.45% 07/15/35  | MARVELL TECHNOLOGY INC REGD 5.45000000                                                         | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $177910.43    | 0.01%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES 3.6% 11/15/31    | EPR PROPERTIES REGD 3.60000000                                                                 | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      305000 | PA      | $279318.83    | 0.02%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-C33 3.162% 01/15/26   | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C33 SER 2016-C33 CL A3 REGD 3.16200000              | CUSIP: 95000LAY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      339604 | PA      | $337896.96    | 0.02%             | 2059-03-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.9% 03/01/38      | COMCAST CORP REGD 3.90000000                                                                   | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      365000 | PA      | $317734.46    | 0.02%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDI 4.15% 03/13/43  | CHUBB INA HOLDINGS LLC REGD 4.15000000                                                         | CUSIP: 00440EAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $21457.47     | 0.00%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HCA INC 4.125% 06/15/29         | HCA INC REGD 4.12500000                                                                        | CUSIP: 404119BX6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      104000 | PA      | $103000.95    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERG 2.65% 08/15/52  | CONSUMERS ENERGY CO REGD 2.65000000                                                            | CUSIP: 210518DN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       53000 | PA      | $32087.36     | 0.00%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FYBR 2024-1 A2 6.19% 05/20/31   | FRONTIER ISSUER LLC SER 2024-1 CL A2 REGD 144A P/P 6.19000000                                  | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1165000 | PA      | $1205136.46   | 0.07%             | 2054-06-20      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CRE 7.122% 11/07/33  | FORD MOTOR CREDIT CO LLC REGD 7.12200000                                                       | CUSIP: 345397D67<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $240516.89    | 0.01%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDI 4.35% 04/20/28  | EQUITABLE HOLDINGS INC REGD 4.35000000                                                         | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25100.00     | 0.00%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENER 3.5% 12/01/29  | DIAMONDBACK ENERGY INC REGD 3.50000000                                                         | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      694000 | PA      | $669104.79    | 0.04%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP 4% 12/01/27     | SEALED AIR CORP REGD 144A P/P 4.00000000                                                       | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      135000 | PA      | $132270.84    | 0.01%             | 2027-12-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE 4% 03/15/28  | TRANSCONT GAS PIPE LINE REGD SER WI 4.00000000                                                 | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      137000 | PA      | $136772.92    | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 09/11/30  | SANTANDER UK GROUP HLDGS REGD V/R 4.85800000                                                   | CUSIP: 80281LAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      950000 | PA      | $962550.99    | 0.06%             | 2030-09-11      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP  3.25% 01/15/32  | GLP CAPITAL LP / FIN II REGD 3.25000000                                                        | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       86000 | PA      | $76811.73     | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA  3.2% 07/15/51  | MARTIN MARIETTA MATERIAL REGD 3.20000000                                                       | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16678.54     | 0.00%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SCFET 2025-1A  5.11% 11/21/33   | SCF EQUIPMENT TRUST 2016-1 LLC SER 2025-1A CL A3 REGD 144A P/P 5.11000000                      | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      830000 | PA      | $851766.00    | 0.05%             | 2033-11-21      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| GATX CORP 5.4% 03/15/27         | GATX CORP REGD 5.40000000                                                                      | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25366.89     | 0.00%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#AE2913 3.5% 12/01/25     | FANNIE MAE POOL UMBS P#AE2913 3.50000000                                                       | CUSIP: 31419DGX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         227 | PA      | $225.75       | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA1601 4% 01/20/44    | GINNIE MAE II POOL P#MA1601 4.00000000                                                         | CUSIP: 36179NX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      511438 | PA      | $489278.08    | 0.03%             | 2044-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#741682 4% 07/15/41       | GINNIE MAE I POOL P#741682 4.00000000                                                          | CUSIP: 3620AV6T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7041 | PA      | $6729.63      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 3.95% 11/15/28  | DUKE ENERGY CAROLINAS REGD 3.95000000                                                          | CUSIP: 26442CAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      104000 | PA      | $103954.59    | 0.01%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINIO 1.95% 01/12/27  | TORONTO DOMINION BANK REGD MTN SER FXD 1.95000000                                              | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $97205.46     | 0.01%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PE 2.783% 01/23/31  | REPUBLIC OF PERU REGD 2.78300000                                                               | CUSIP: 715638DF6<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |      550000 | PA      | $503910.00    | 0.03%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08784 3.5% 10/01/47    | FREDDIE MAC GOLD POOL P#G08784 3.50000000                                                      | CUSIP: 3128MJ2S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      316638 | PA      | $292140.26    | 0.02%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE E 3.2% 05/15/29  | PUBLIC SERVICE ELECTRIC REGD MTN 3.20000000                                                    | CUSIP: 74456QBY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      199000 | PA      | $193315.91    | 0.01%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AME 5.9% 03/05/54  | WILLIS NORTH AMERICA INC REGD 5.90000000                                                       | CUSIP: 970648AN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24727.01     | 0.00%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANAD 5.25% 07/15/29  | SIX FLAGS/CANADA WON REGD 5.25000000                                                           | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      270000 | PA      | $261589.20    | 0.02%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS  4.5% 02/15/28  | STATION CASINOS LLC REGD 144A P/P 4.50000000                                                   | CUSIP: 857691AG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $143013.69    | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL FINAN 2.1% 03/10/30  | PRUDENTIAL FINANCIAL INC REGD MTN 2.10000000                                                   | CUSIP: 74432QCG8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23045.87     | 0.00%             | 2030-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / F 4% 01/15/31  | GLP CAPITAL LP / FIN II REGD 4.00000000                                                        | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $61922.75     | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINC 3.1% 05/19/27  | ONTARIO (PROVINCE OF) REGD 3.10000000                                                          | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | USGA              | CA        |      200000 | PA      | $197640.86    | 0.01%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOL 5.875% 01/25/34  | FOUNDRY JV HOLDCO LLC REGD 144A P/P 5.87500000                                                 | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      320000 | PA      | $328617.99    | 0.02%             | 2034-01-25      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| VERISURE HO 5.5% 05/15/30/EUR/  | VERISURE HOLDING AB /EUR/ REGD REG S 5.50000000                                                | CUSIP: W9821DAT1<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      480000 | PA      | $584378.37    | 0.04%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 3.4% 10/15/52  | T-MOBILE USA INC REGD SER WI 3.40000000                                                        | CUSIP: 87264ACT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $66275.41     | 0.00%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC 4.05% 05/03/47   | LOWE'S COS INC REGD 4.05000000                                                                 | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       50000 | PA      | $38857.02     | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/ 6.9% 05/15/53  | DOW CHEMICAL CO/THE REGD 6.90000000                                                            | CUSIP: 260543DH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $26305.91     | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCA 6.125% 06/15/30  | TENET HEALTHCARE CORP REGD 6.12500000                                                          | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      430000 | PA      | $437104.89    | 0.03%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ACCO BRANDS COR 4.25% 03/15/29  | ACCO BRANDS CORP REGD 144A P/P 4.25000000                                                      | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |      165000 | PA      | $148244.66    | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#4882 4% 12/20/40      | GINNIE MAE II POOL P#4882 4.00000000                                                           | CUSIP: 36202FM78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2489 | PA      | $2388.59      | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08721 3% 09/01/46      | FREDDIE MAC GOLD POOL P#G08721 3.00000000                                                      | CUSIP: 3128MJYT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      597226 | PA      | $534724.59    | 0.03%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CO 3.1% 12/15/29  | REALTY INCOME CORP REGD 3.10000000                                                             | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       57000 | PA      | $54552.07     | 0.00%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN  2.375% 03/15/31  | BROWN & BROWN INC REGD 2.37500000                                                              | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22221.19     | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4158 2% 10/01/50       | FANNIE MAE POOL UMBS P#MA4158 2.00000000                                                       | CUSIP: 31418DTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      604442 | PA      | $485620.07    | 0.03%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS 5% 04/20/48  | EQUITABLE HOLDINGS INC REGD 5.00000000                                                         | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |       17000 | PA      | $15217.34     | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL  9.65% 11/21/54  | REPUBLIC OF EL SALVADOR REGD 144A P/P 9.65000000                                               | CUSIP: 283875CG5<br>LEI: N/A                  | Long             | DBT              | USGA              | SV        |      150000 | PA      | $156750.00    | 0.01%             | 2054-11-21      | Fixed         | 9.65%                 | Yes           |                  2 | On Loan: No      |
| LAM RESEARCH C 3.125% 06/15/60  | LAM RESEARCH CORP REGD 3.12500000                                                              | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |       25000 | PA      | $15399.90     | 0.00%             | 2060-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERL 7.25% 02/13/33  | BRASKEM NETHERLANDS REGD 144A P/P 7.25000000                                                   | CUSIP: 10554TAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      500000 | PA      | $356233.15    | 0.02%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#DH0822 7.5% 04/20/55  | GINNIE MAE II POOL P#DH0822 7.50000000                                                         | CUSIP: 3618K84F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      996202 | PA      | $1065267.12   | 0.06%             | 2055-04-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 06/20/34  | HSBC HOLDINGS PLC REGD V/R 6.54700000                                                          | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $214683.18    | 0.01%             | 2034-06-20      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS 2.9% 03/15/52  | SHERWIN-WILLIAMS CO REGD 2.90000000                                                            | CUSIP: 824348BP0<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |       25000 | PA      | $15192.77     | 0.00%             | 2052-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 6.75% 01/15/53  | PACIFIC GAS & ELECTRIC REGD 6.75000000                                                         | CUSIP: 694308KH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       28000 | PA      | $28968.03     | 0.00%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OEG FINANC 7.25% 09/27/29/EUR/  | OEG FINANCE PLC /EUR/ REGD REG S 7.25000000                                                    | CUSIP: G670A8AA2<br>LEI: 254900KMBHWF9UK63G44 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $489353.42    | 0.03%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  5.5% 06/01/27  | ENERGY TRANSFER LP REGD SER * 5.50000000                                                       | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       49000 | PA      | $49846.20     | 0.00%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRIS 5.25% 05/15/27  | ICAHN ENTERPRISES/FIN REGD SER WI 5.25000000                                                   | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $73215.53     | 0.00%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0609 2.5% 05/01/51     | FANNIE MAE POOL UMBS P#CB0609 2.50000000                                                       | CUSIP: 3140QKVB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      608380 | PA      | $513838.83    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#725423 5.5% 05/01/34     | FANNIE MAE POOL UMBS P#725423 5.50000000                                                       | CUSIP: 31402C4G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       66331 | PA      | $68171.30     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLO 6.625% 09/15/27  | AMKOR TECHNOLOGY INC REGD 144A P/P 6.62500000                                                  | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      164000 | PA      | $163987.62    | 0.01%             | 2027-09-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF INDO 4.1% 04/24/28  | REPUBLIC OF INDONESIA REGD 4.10000000                                                          | CUSIP: 455780CF1<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |       80000 | PA      | $80169.84     | 0.00%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CO 5% 01/21/44  | BANK OF AMERICA CORP REGD MTN 5.00000000                                                       | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      200000 | PA      | $189819.27    | 0.01%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC 2.7% 02/15/27  | WELLTOWER OP LLC REGD 2.70000000                                                               | CUSIP: 95040QAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24533.03     | 0.00%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.875% 02/01/29         | HCA INC REGD 5.87500000                                                                        | CUSIP: 404119BW8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $93809.86     | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH5620 4% 02/01/26       | FANNIE MAE POOL UMBS P#AH5620 4.00000000                                                       | CUSIP: 3138A7G69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         421 | PA      | $419.04       | 0.00%             | 2026-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCI 3% 03/10/40  | PRUDENTIAL FINANCIAL INC REGD MTN 3.00000000                                                   | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19185.13     | 0.00%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G01644 5.5% 02/01/34    | FREDDIE MAC GOLD POOL P#G01644 5.50000000                                                      | CUSIP: 31283HZH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40295 | PA      | $41371.77     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 01/09/36  | CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 5.86200000                                            | CUSIP: 22535WAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      490000 | PA      | $509125.20    | 0.03%             | 2036-01-09      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| LOCKHEED MARTIN  5.7% 11/15/54  | LOCKHEED MARTIN CORP REGD 5.70000000                                                           | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24974.19     | 0.00%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4335 2.5% 11/01/51     | FANNIE MAE POOL UMBS P#FS4335 2.50000000                                                       | CUSIP: 3140XKY95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      845636 | PA      | $715783.93    | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTUIT INC 1.35% 07/15/27       | INTUIT INC REGD 1.35000000                                                                     | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23869.04     | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP IN 3.35% 09/17/29  | MARKEL GROUP INC REGD 3.35000000                                                               | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24214.86     | 0.00%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SRFC 2023-1A D 9.8% 08/20/30    | SIERRA TIMESHARE 2023-1 RECEIVABLES FUNDING LLC SER 2023-1A CL D REGD 144A P/P 9.80000000      | CUSIP: 826943AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1210797 | PA      | $1272301.49   | 0.08%             | 2040-01-20      | Fixed         | 9.80%                 | Yes           |                  2 | On Loan: No      |
| LINCOLN NATIONAL 3.8% 03/01/28  | LINCOLN NATIONAL CORP REGD 3.80000000                                                          | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24717.71     | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 20 2% 06/10/28  | DELTA AIR LINES 2020-AA REGD SER AA 2.00000000                                                 | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350515 | PA      | $332834.58    | 0.02%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 5.3% 05/15/35  | T-MOBILE USA INC REGD 5.30000000                                                               | CUSIP: 87264ADT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $50500.27     | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 3% 02/01/30      | AIR LEASE CORP REGD MTN 3.00000000                                                             | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23627.78     | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP 4.1% 11/15/32          | CSX CORP REGD 4.10000000                                                                       | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24332.58     | 0.00%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| T/L ROCKET SOFTWA 0% 11/28/28   | T/L ROCKET SOFTWARE INC        REGD 0.00000000                                                 | CUSIP: 77313DAW1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      370317 | PA      | $371705.90    | 0.02%             | 2028-11-28      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UDR INC 5.125% 09/01/34         | UDR INC REGD 5.12500000                                                                        | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |      170000 | PA      | $170785.27    | 0.01%             | 2034-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 03/31/30    | UNITED STATES TREASURY NOTE 3.62500000                                                         | CUSIP: 91282CGS4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2951000 | PA      | $2943968.33   | 0.18%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| INTUIT INC 5.125% 09/15/28      | INTUIT INC REGD 5.12500000                                                                     | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25829.97     | 0.00%             | 2028-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT 7.75% 01/15/29  | BLUE OWL CREDIT INCOME REGD 7.75000000                                                         | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26773.05     | 0.00%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND EN 5.685% 06/15/54  | PUGET SOUND ENERGY INC REGD 5.68500000                                                         | CUSIP: 745332CN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $346009.36    | 0.02%             | 2054-06-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6% 08/03/55         | ORACLE CORP REGD 6.00000000                                                                    | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      195000 | PA      | $190726.33    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB C 3.3% 04/01/27  | CHARLES SCHWAB CORP REGD 3.30000000                                                            | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24733.20     | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 2.375% 03/15/51  | HOME DEPOT INC REGD 2.37500000                                                                 | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       50000 | PA      | $28164.37     | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HL 4.125% 01/31/30  | LAMB WESTON HLD REGD 144A P/P 4.12500000                                                       | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       70000 | PA      | $67161.55     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#CB2802 2% 02/01/52       | FANNIE MAE POOL UMBS P#CB2802 2.00000000                                                       | CUSIP: 3140QNDG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1642488 | PA      | $1323279.87   | 0.08%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITIO 5.25% 06/15/46  | UTAH ACQUISITION SUB REGD SER WI 5.25000000                                                    | CUSIP: 62854AAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $20415.72     | 0.00%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFO 4.767% 05/15/15  | UNIV OF CALIFORNIA REVENUES REGD N/C B/E 4.76700000                                            | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      266000 | PA      | $216733.08    | 0.01%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| NSLT 2006-1 A6 V/R 08/23/36     | NELNET STUDENT LOAN TRUST 2006-1 SER 2006-1 CL A6 V/R 144A P/P 4.90745000                      | CUSIP: 64033HAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      498270 | PA      | $495183.50    | 0.03%             | 2036-08-23      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| FGLMC P#G01169 5.5% 01/01/30    | FREDDIE MAC GOLD POOL P#G01169 5.50000000                                                      | CUSIP: 31283HJN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          51 | PA      | $52.16        | 0.00%             | 2030-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6815 2.5% 02/01/52     | FREDDIE MAC POOL UMBS P#RA6815 2.50000000                                                      | CUSIP: 3133KNSC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      433277 | PA      | $364259.64    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE  V/R /PERP/  | BANCO MERCANTIL DE NORTE REGD V/R /PERP/ 144A P/P 5.87500000                                   | CUSIP: 05973KAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $986324.95    | 0.06%             | 2174-01-24      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL RURAL  4.85% 02/07/29  | NATIONAL RURAL UTIL COOP REGD MTN SER GMTN 4.85000000                                          | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102412.01    | 0.01%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4563 2.5% 03/01/52     | FANNIE MAE POOL UMBS P#MA4563 2.50000000                                                       | CUSIP: 31418EB90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2002569 | PA      | $1673183.89   | 0.10%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA1665 3% 02/01/47       | FREDDIE MAC POOL UMBS P#RA1665 3.00000000                                                      | CUSIP: 3133KGZ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      107987 | PA      | $96804.11     | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 5.3% 05/06/44     | CITIGROUP INC REGD 5.30000000                                                                  | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      286000 | PA      | $271625.31    | 0.02%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5331 4.5% 07/20/48  | GINNIE MAE II POOL P#MA5331 4.50000000                                                         | CUSIP: 36179T4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      146642 | PA      | $144056.33    | 0.01%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 04/15/27      | UNITED STATES TREASURY NOTE 4.50000000                                                         | CUSIP: 91282CKJ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2000000 | PA      | $2024960.94   | 0.12%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES  5.375% 03/15/44  | CF INDUSTRIES INC REGD 5.37500000                                                              | CUSIP: 12527GAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23402.41     | 0.00%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 3.125% 12/15/49  | HOME DEPOT INC REGD 3.12500000                                                                 | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       50000 | PA      | $33653.17     | 0.00%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PA 4% 03/01/31  | CHENIERE ENERGY PARTNERS REGD 4.00000000                                                       | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      143000 | PA      | $137805.23    | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE V/R 09/06/53         | ALLIANZ SE REGD V/R 144A P/P 6.35000000                                                        | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1063787.00   | 0.06%             | 2053-09-06      | Variable      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| GATX CORP 6.9% 05/01/34         | GATX CORP REGD 6.90000000                                                                      | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |       25000 | PA      | $27944.58     | 0.00%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 05/09/34       | BARCLAYS PLC REGD V/R 6.22400000                                                               | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $213527.96    | 0.01%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| MATTEL INC 5.875% 12/15/27      | MATTEL INC REGD 144A P/P 5.87500000                                                            | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |      765000 | PA      | $768752.33    | 0.05%             | 2027-12-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| RXO INC 7.5% 11/15/27           | RXO INC REGD 144A P/P 7.50000000                                                               | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56112.93     | 0.00%             | 2027-11-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ENI SPA 5.95% 05/15/54          | ENI SPA REGD 144A P/P 5.95000000                                                               | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     1290000 | PA      | $1255118.06   | 0.08%             | 2054-05-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/21/32  | GOLDMAN SACHS GROUP INC REGD V/R 2.65000000                                                    | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1238000 | PA      | $1106737.90   | 0.07%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3523 4.5% 03/20/46  | GINNIE MAE II POOL P#MA3523 4.50000000                                                         | CUSIP: 36179R4G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23033 | PA      | $22679.21     | 0.00%             | 2046-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES 4.5% 04/15/29  | DYCOM INDUSTRIES INC REGD 144A P/P 4.50000000                                                  | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |      120000 | PA      | $117154.19    | 0.01%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FEDEX CORP 5.1% 01/15/44        | FEDEX CORP REGD 5.10000000                                                                     | CUSIP: 31428XAW6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22230.60     | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 3.875% 03/19/60     | PEPSICO INC REGD 3.87500000                                                                    | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18698.00     | 0.00%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RA 3.2% 08/02/46  | CANADIAN NATL RAILWAY REGD 3.20000000                                                          | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $17744.29     | 0.00%             | 2046-08-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8199 2% 03/01/52       | FREDDIE MAC POOL UMBS P#SD8199 2.00000000                                                      | CUSIP: 3132DWDC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1777808 | PA      | $1417945.78   | 0.09%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1281 3% 12/01/27       | FANNIE MAE POOL UMBS P#MA1281 3.00000000                                                       | CUSIP: 31418AM70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12380 | PA      | $12218.81     | 0.00%             | 2027-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NIKE INC 3.25% 03/27/40         | NIKE INC REGD 3.25000000                                                                       | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19895.16     | 0.00%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9417 2.5% 12/20/53  | GINNIE MAE II POOL P#MA9417 2.50000000                                                         | CUSIP: 36179YPA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5133347 | PA      | $4381200.31   | 0.26%             | 2053-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.875% 08/15/45    | UNITED STATES TREASURY BOND 2.87500000                                                         | CUSIP: 912810RN0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      245000 | PA      | $181252.15    | 0.01%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.125% 02/15/31    | UNITED STATES TREASURY NOTE 1.12500000                                                         | CUSIP: 91282CBL4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1560000 | PA      | $1362288.28   | 0.08%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMOR 4.125% 03/01/28  | FREEPORT-MCMORAN INC REGD 4.12500000                                                           | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24927.78     | 0.00%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC 4.5% 05/20/52      | QUALCOMM INC REGD 4.50000000                                                                   | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21043.13     | 0.00%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/04/33  | BANK OF AMERICA CORP REGD V/R MTN 2.97200000                                                   | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      752000 | PA      | $679407.38    | 0.04%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| HASBRO INC 6.05% 05/14/34       | HASBRO INC REGD 6.05000000                                                                     | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |      920000 | PA      | $957743.97    | 0.06%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE IN 2.25% 01/15/31  | CROWN CASTLE INC REGD 2.25000000                                                               | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       83000 | PA      | $73528.48     | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINAN 4.875% 03/15/44  | LYB INTL FINANCE BV REGD 4.87500000                                                            | CUSIP: 50247VAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       25000 | PA      | $21116.42     | 0.00%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CIMIC FINANCE USA  7% 03/25/34  | CIMIC FINANCE USA PTY LT REGD 144A P/P 7.00000000                                              | CUSIP: 171873AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      290000 | PA      | $313036.24    | 0.02%             | 2034-03-25      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP 4.8% 05/15/33      | COMCAST CORP REGD 4.80000000                                                                   | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      182000 | PA      | $182451.48    | 0.01%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7254 2% 03/20/51    | GINNIE MAE II POOL P#MA7254 2.00000000                                                         | CUSIP: 36179WBX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      291740 | PA      | $239478.27    | 0.01%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER 1.875% 10/15/30  | AMERICAN TOWER CORP REGD 1.87500000                                                            | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      112000 | PA      | $98763.78     | 0.01%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING 4.375% 03/22/28  | LLOYDS BANKING GROUP PLC REGD 4.37500000                                                       | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $200825.40    | 0.01%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALI V/R 01/12/37  | NATIONAL AUSTRALIA BANK REGD V/R 144A P/P 3.34700000                                           | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     1500000 | PA      | $1348739.67   | 0.08%             | 2037-01-12      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| ROPER TECHNOLOG 2.95% 09/15/29  | ROPER TECHNOLOGIES INC REGD 2.95000000                                                         | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23852.32     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                             | COP/USD FWD 20250930 STAR USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-49553.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCISCAN HEA 3.914% 07/01/49  | FRANCISCAN HEALTH SYS REGD SER B 3.91400000                                                    | CUSIP: 351837AA7<br>LEI: 254900OPFK0OOKZFLV35 | Long             | DBT              | CORP              | US        |      140000 | PA      | $103622.08    | 0.01%             | 2049-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| T/L VISTA MANAGEM 0% 03/26/31   | T/L VISTA MANAGEMENT HOLDING   INC REGD 0.00000000                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       50000 | PA      | $50375.00     | 0.00%             | 2031-03-26      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| IBRD 3.625% 09/21/29            | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 3.62500000                                 | CUSIP: 459058KL6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | US        |      100000 | PA      | $99784.42     | 0.01%             | 2029-09-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI 2.13% 07/08/30  | SUMITOMO MITSUI FINL GRP REGD 2.13000000                                                       | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $180593.59    | 0.01%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 11/19/30  | HSBC HOLDINGS PLC REGD V/R 5.28600000                                                          | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $928086.52    | 0.06%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC 2.9% 07/15/51    | SALESFORCE INC REGD 2.90000000                                                                 | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       50000 | PA      | $31796.62     | 0.00%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL 3.875% 11/01/33  | VENTURE GLOBAL CALCASIEU REGD 144A P/P 3.87500000                                              | CUSIP: 92328MAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $98055.01     | 0.01%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FLX 2021-1A A2 3.25% 11/25/26   | FLEXENTIAL ISSUER 2021-1 SER 2021-1A CL A2 REGD 144A P/P 3.25000000                            | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      435000 | PA      | $423114.19    | 0.03%             | 2051-11-27      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| VALE SA 5.625% 09/11/42         | VALE SA REGD 5.62500000                                                                        | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |       25000 | PA      | $25014.55     | 0.00%             | 2042-09-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0921 3.5% 07/01/38     | FREDDIE MAC POOL UMBS P#SB0921 3.50000000                                                      | CUSIP: 3132CXAW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      969149 | PA      | $938910.95    | 0.06%             | 2038-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8112 1.5% 12/01/50     | FREDDIE MAC POOL UMBS P#SD8112 1.50000000                                                      | CUSIP: 3132DWAM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1214140 | PA      | $919243.10    | 0.06%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATION 3.7% 01/30/27  | VISTRA OPERATIONS CO LLC REGD 144A P/P 3.70000000                                              | CUSIP: 92840VAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      117000 | PA      | $115879.86    | 0.01%             | 2027-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWE 6.25% 04/01/29  | MEDLINE BORROWER/MEDL CO REGD 144A P/P 6.25000000                                              | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      525000 | PA      | $540001.35    | 0.03%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SHELL INTERNATIONA 3% 11/26/51  | SHELL INTERNATIONAL FIN REGD 3.00000000                                                        | CUSIP: 822582CL4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       50000 | PA      | $32121.49     | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HART 2023-C A3 5.54% 05/17/27   | HYUNDAI AUTO RECEIVABLES TRUST 2023-C SER 2023-C CL A3 REGD 5.54000000                         | CUSIP: 44918CAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      354000 | PA      | $357733.99    | 0.02%             | 2028-10-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.875% 10/31/28    | UNITED STATES TREASURY NOTE 4.87500000                                                         | CUSIP: 91282CJF9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      581000 | PA      | $602935.02    | 0.04%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3636 6% 08/01/53       | FREDDIE MAC POOL UMBS P#SD3636 6.00000000                                                      | CUSIP: 3132E0BD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      916689 | PA      | $944423.47    | 0.06%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXIC 7.69% 01/23/50  | PETROLEOS MEXICANOS REGD SER WI 7.69000000                                                     | CUSIP: 71654QDD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      300000 | PA      | $256705.11    | 0.02%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 02/15/28     | UNITED STATES TREASURY NOTE 4.25000000                                                         | CUSIP: 91282CMN8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2286000 | PA      | $2320602.54   | 0.14%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G18592 3% 03/01/31      | FREDDIE MAC GOLD POOL P#G18592 3.00000000                                                      | CUSIP: 3128MMUS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       50112 | PA      | $49014.36     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 11/30/29    | UNITED STATES TREASURY NOTE 4.12500000                                                         | CUSIP: 91282CMA6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      706000 | PA      | $718851.40    | 0.04%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE 3.385% 05/01/29  | PUBLIC STORAGE OP CO REGD 3.38500000                                                           | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24406.17     | 0.00%             | 2029-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH  4.75% 04/15/58  | ANHEUSER-BUSCH INBEV WOR REGD 4.75000000                                                       | CUSIP: 035240AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $43125.64     | 0.00%             | 2058-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 07/23/36  | JPMORGAN CHASE & CO REGD V/R 5.57600000                                                        | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2985000 | PA      | $3052547.66   | 0.18%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB8354 6.5% 04/01/54     | FANNIE MAE POOL UMBS P#CB8354 6.50000000                                                       | CUSIP: 3140QUH82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      364583 | PA      | $382484.15    | 0.02%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC 3.5% 04/01/27       | WORKDAY INC REGD 3.50000000                                                                    | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24768.69     | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4326 2.5% 05/01/51     | FANNIE MAE POOL UMBS P#MA4326 2.50000000                                                       | CUSIP: 31418DYY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      971988 | PA      | $812985.37    | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 04/25/31  | AMERICAN EXPRESS CO REGD V/R 5.01600000                                                        | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      345000 | PA      | $354429.02    | 0.02%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY C 6.75% 04/15/29  | EXPAND ENERGY CORP REGD 144A P/P 6.75000000                                                    | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      105000 | PA      | $106414.88    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BV2994 2.5% 04/01/52     | FANNIE MAE POOL UMBS P#BV2994 2.50000000                                                       | CUSIP: 3140MGKG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2139902 | PA      | $1786355.11   | 0.11%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECU 2.75% 09/16/26  | BLACKSTONE SECURED LEND REGD 2.75000000                                                        | CUSIP: 09261XAB8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24541.21     | 0.00%             | 2026-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TEREX CORP 5% 05/15/29          | TEREX CORP REGD 144A P/P 5.00000000                                                            | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |      155000 | PA      | $152637.66    | 0.01%             | 2029-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP 6% 06/15/29           | BALL CORP REGD 6.00000000                                                                      | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       95000 | PA      | $97331.68     | 0.01%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BO 10% 11/15/28  | BORR IHC LTD / BORR FIN REGD 144A P/P 10.00000000                                              | CUSIP: 100018AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      267073 | PA      | $272351.79    | 0.02%             | 2028-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| MACY'S RETAIL  6.125% 03/15/32  | MACY'S RETAIL HLDGS LLC REGD 144A P/P 6.12500000                                               | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $92816.45     | 0.01%             | 2032-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ACUSHNET CO 7.375% 10/15/28     | ACUSHNET CO REGD 144A P/P 7.37500000                                                           | CUSIP: 005095AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $125748.12    | 0.01%             | 2028-10-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA9852 6% 08/20/54    | GINNIE MAE II POOL P#MA9852 6.00000000                                                         | CUSIP: 36179Y5M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6836354 | PA      | $6988606.55   | 0.42%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 10/23/34  | WELLS FARGO & COMPANY REGD V/R 6.49100000                                                      | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      140000 | PA      | $153959.61    | 0.01%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/23/39  | GOLDMAN SACHS GROUP INC REGD V/R 4.41100000                                                    | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45528.85     | 0.00%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.75% 07/31/27     | UNITED STATES TREASURY NOTE 2.75000000                                                         | CUSIP: 91282CFB2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      765000 | PA      | $752374.51    | 0.05%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC 4% 05/12/28           | APPLE INC REGD 4.00000000                                                                      | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100731.52    | 0.01%             | 2028-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGI 4.125% 06/30/28  | BWX TECHNOLOGIES INC REGD 144A P/P 4.12500000                                                  | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |       45000 | PA      | $43988.53     | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIO 7.75% 10/15/31  | VISTRA OPERATIONS CO LLC REGD 144A P/P 7.75000000                                              | CUSIP: 92840VAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $111623.72    | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| HCA INC 3.5% 07/15/51           | HCA INC REGD 3.50000000                                                                        | CUSIP: 404119CB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      178000 | PA      | $117009.14    | 0.01%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQ 3.7% 03/15/52  | BRISTOL-MYERS SQUIBB CO REGD 3.70000000                                                        | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       50000 | PA      | $36185.02     | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AFLAC INC 4.75% 01/15/49        | AFLAC INC REGD 4.75000000                                                                      | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21673.75     | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4077 2% 07/01/50       | FANNIE MAE POOL UMBS P#MA4077 2.00000000                                                       | CUSIP: 31418DQ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1138247 | PA      | $913583.59    | 0.06%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMEN 4.95% 03/15/35  | WASTE MANAGEMENT INC REGD 4.95000000                                                           | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100538.33    | 0.01%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.875% 05/15/43    | UNITED STATES TREASURY BOND 3.87500000                                                         | CUSIP: 912810TS7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      215000 | PA      | $190678.13    | 0.01%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.75% 02/01/50        | BOEING CO REGD 3.75000000                                                                      | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       40000 | PA      | $28439.30     | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP V/R 02/20/29  | STATE STREET CORP REGD V/R 4.53000000                                                          | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101058.80    | 0.01%             | 2029-02-20      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD  7.5% 02/15/28  | UBS AG STAMFORD CT REGD 7.50000000                                                             | CUSIP: 22550L2M2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      735000 | PA      | $793209.82    | 0.05%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES 6.15% 03/01/29  | TARGA RESOURCES CORP REGD 6.15000000                                                           | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       72000 | PA      | $76000.00     | 0.00%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA IN 5.05% 07/15/33  | T-MOBILE USA INC REGD 5.05000000                                                               | CUSIP: 87264ACY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      199000 | PA      | $201079.99    | 0.01%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 3.85% 06/15/28  | UNITEDHEALTH GROUP INC REGD 3.85000000                                                         | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99571.50     | 0.01%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH I 3.85% 12/15/26  | L3HARRIS TECH INC REGD 3.85000000                                                              | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49764.64     | 0.00%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60038 3.5% 01/01/44    | FREDDIE MAC GOLD POOL P#G60038 3.50000000                                                      | CUSIP: 31335ABF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      242658 | PA      | $228400.19    | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC 4.2% 10/01/28        | FISERV INC REGD 4.20000000                                                                     | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24990.62     | 0.00%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WI TREASURY SE 4.375% 05/15/34  | UNITED STATES TREASURY NOTE 4.37500000                                                         | CUSIP: 91282CKQ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2193000 | PA      | $2235789.20   | 0.14%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS 3.001% 03/17/52  | BP CAP MARKETS AMERICA REGD 3.00100000                                                         | CUSIP: 10373QBS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $31348.91     | 0.00%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.937% 11/01/56    | COMCAST CORP REGD SER WI 2.93700000                                                            | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      889000 | PA      | $512681.67    | 0.03%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC 5.7% 04/01/55      | SYNOPSYS INC REGD 5.70000000                                                                   | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      210000 | PA      | $206583.47    | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC 3.1% 01/15/30  | WELLTOWER OP LLC REGD 3.10000000                                                               | CUSIP: 95040QAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23847.87     | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST 5.1% 06/01/33       | ILLINOIS ST REGD N/C B/E 5.10000000                                                            | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      218137 | PA      | $220937.76    | 0.01%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BX 2024-BIO C V/R 02/15/29      | BX TRUST 2024-BIO SER 2024-BIO CL C V/R REGD 144A P/P 7.00310000                               | CUSIP: 05612AAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      969000 | PA      | $968277.42    | 0.06%             | 2041-02-15      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC 5.25% 03/01/37         | AT&T INC REGD 5.25000000                                                                       | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25121.92     | 0.00%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/21/28  | BANK OF AMERICA CORP REGD V/R MTN SER GMTN 3.59300000                                          | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      150000 | PA      | $148387.65    | 0.01%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| CASTELLUM AB V/R /PERP//EUR/    | CASTELLUM AB /EUR/ REGD V/R /PERP/ REG S SER */* 3.12500000                                    | CUSIP: W20779X46<br>LEI: 549300GU5OHTR1T5IY68 | Long             | DBT              | CORP              | SE        |      490000 | PA      | $566908.96    | 0.03%             | 2174-03-02      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| FHMS K541 A2 V/R 02/25/30       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K541 CL A2 V/R 4.34800000          | CUSIP: 3137HLXV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1011247.60   | 0.06%             | 2030-02-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY  3.25% 09/13/49  | SIMON PROPERTY GROUP LP REGD 3.25000000                                                        | CUSIP: 828807DH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $33840.02     | 0.00%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BAN 2.55% 05/05/27  | FIFTH THIRD BANCORP REGD 2.55000000                                                            | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97529.01     | 0.01%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN U 5.75% 03/14/55  | RIO TINTO FIN USA PLC REGD 5.75000000                                                          | CUSIP: 76720AAV8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1370000 | PA      | $1373058.18   | 0.08%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC 3.85% 03/26/50   | MASTERCARD INC REGD 3.85000000                                                                 | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       50000 | PA      | $38826.92     | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BAWAG GROUP AG V/R /PERP//EUR/  | BAWAG GROUP AG /EUR/ REGD V/R /PERP/ REG S 7.25000000                                          | CUSIP: A0997CAH0<br>LEI: 529900S9YO2JHTIIDG38 | Long             | DBT              | CORP              | AT        |      600000 | PA      | $746352.05    | 0.05%             | 2174-03-18      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC 3.9% 03/01/62    | S&P GLOBAL INC REGD 3.90000000                                                                 | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18613.20     | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF 5.9% 11/15/53  | CON EDISON CO OF NY INC REGD 5.90000000                                                        | CUSIP: 209111GG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      134000 | PA      | $136983.86    | 0.01%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM4 A1 V/R 10/25/61   | OBX 2021-NQM4 TRUST SER 2021-NQM4 CL A1 V/R REGD 144A P/P 1.95700000                           | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2169925 | PA      | $1858334.00   | 0.11%             | 2061-10-25      | Variable      | 1.96%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BY2978 5% 05/01/53       | FANNIE MAE POOL UMBS P#BY2978 5.00000000                                                       | CUSIP: 3140NKJY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6187843 | PA      | $6163438.23   | 0.37%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND  2.45% 10/29/26  | AERCAP IRELAND CAP/GLOBA REGD 2.45000000                                                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     2560000 | PA      | $2507929.04   | 0.15%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 09/22/27  | JPMORGAN CHASE & CO REGD V/R SER FXD 1.47000000                                                | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      200000 | PA      | $194247.72    | 0.01%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  6.5% 02/15/53  | TARGA RESOURCES CORP REGD 6.50000000                                                           | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51171.03     | 0.00%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 3.45% 01/15/27  | UNITEDHEALTH GROUP INC REGD 3.45000000                                                         | CUSIP: 91324PCW0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99197.33     | 0.01%             | 2027-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 2.25% 08/15/60     | ALPHABET INC REGD 2.25000000                                                                   | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       50000 | PA      | $25972.68     | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 01/24/35  | TRUIST FINANCIAL CORP REGD V/R MTN 5.71100000                                                  | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      800000 | PA      | $833567.74    | 0.05%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINA 5.375% 03/15/33  | PRINCIPAL FINANCIAL GRP REGD 5.37500000                                                        | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25848.73     | 0.00%             | 2033-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q15884 3% 02/01/43      | FREDDIE MAC GOLD POOL P#Q15884 3.00000000                                                      | CUSIP: 3132J66W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      117024 | PA      | $107208.27    | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP 3.5% 03/15/27          | RTX CORP REGD SER WI 3.50000000                                                                | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      150000 | PA      | $148714.05    | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.5% 11/15/54      | UNITED STATES TREASURY BOND 4.50000000                                                         | CUSIP: 912810UE6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     3269000 | PA      | $3054344.18   | 0.18%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDI 3.05% 12/15/61  | CHUBB INA HOLDINGS LLC REGD 3.05000000                                                         | CUSIP: 171239AJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $30337.46     | 0.00%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO 5.15% 05/15/53  | ESTEE LAUDER CO INC REGD 5.15000000                                                            | CUSIP: 29736RAU4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23677.28     | 0.00%             | 2053-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH 4.15% 12/15/48  | BURLINGTN NORTH SANTA FE REGD 4.15000000                                                       | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      201000 | PA      | $163430.87    | 0.01%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLL 7% 07/15/31  | LADDER CAP FIN LLLP/CORP REGD 144A P/P 7.00000000                                              | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $68389.75     | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 05/15/41     | UNITED STATES TREASURY BOND 2.25000000                                                         | CUSIP: 912810SY5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      580000 | PA      | $420341.40    | 0.03%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS 3.8% 08/15/49  | SHERWIN-WILLIAMS CO REGD 3.80000000                                                            | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18607.23     | 0.00%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS7979 2% 12/01/53       | FANNIE MAE POOL UMBS P#FS7979 2.00000000                                                       | CUSIP: 3140XP2M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2777535 | PA      | $2214454.13   | 0.13%             | 2053-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONA 5.5% 06/01/28  | EDGEWELL PERSONAL CARE REGD 144A P/P 5.50000000                                                | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |      115000 | PA      | $114544.57    | 0.01%             | 2028-06-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CIGNA GROUP/THE 3.4% 03/15/51   | CIGNA GROUP/THE REGD 3.40000000                                                                | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       50000 | PA      | $33464.64     | 0.00%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#AE2911 3.5% 12/01/25     | FANNIE MAE POOL UMBS P#AE2911 3.50000000                                                       | CUSIP: 31419DGV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         494 | PA      | $492.43       | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXIC 6.84% 01/23/30  | PETROLEOS MEXICANOS REGD 6.84000000                                                            | CUSIP: 71654QDC3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      300000 | PA      | $299947.53    | 0.02%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH IN 4.4% 06/15/28  | L3HARRIS TECH INC REGD SER * 4.40000000                                                        | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      101000 | PA      | $101569.49    | 0.01%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA V/R 11/05/30       | DNB BANK ASA REGD V/R 144A P/P 4.85300000                                                      | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $306386.73    | 0.02%             | 2030-11-05      | Variable      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| ONCOR ELECTRIC  4.95% 09/15/52  | ONCOR ELECTRIC DELIVERY REGD 4.95000000                                                        | CUSIP: 68233JCM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $44497.28     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER 6.75% 04/16/40  | SOUTHERN COPPER CORP REGD 6.75000000                                                           | CUSIP: 84265VAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $27604.45     | 0.00%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MOTION FI 7.375% 06/15/30/EUR/  | MOTION FINCO SARL /EUR/ REGD REG S 7.37500000                                                  | CUSIP: L6527FAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      400000 | PA      | $415581.46    | 0.03%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNIC 9.125% 05/01/29  | IHEARTCOMMUNICATIONS INC REGD 144A P/P 9.12500000                                              | CUSIP: 45174HBJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $55934.90     | 0.00%             | 2029-05-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA P#655342 6% 05/15/36       | GINNIE MAE I POOL P#655342 6.00000000                                                          | CUSIP: 36294PBK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          61 | PA      | $61.41        | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 4.15% 03/15/59   | ELI LILLY & CO REGD 4.15000000                                                                 | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19547.46     | 0.00%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8098 3% 06/20/52    | GINNIE MAE II POOL P#MA8098 3.00000000                                                         | CUSIP: 36179W7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5922514 | PA      | $5256262.70   | 0.32%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNS 4.55% 03/01/28  | JOHNSON & JOHNSON REGD 4.55000000                                                              | CUSIP: 478160DH4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101980.35    | 0.01%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER  3.65% 03/15/27  | AMERICAN TOWER CORP REGD 3.65000000                                                            | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49628.19     | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8187 3% 11/01/37       | FREDDIE MAC POOL UMBS P#SB8187 3.00000000                                                      | CUSIP: 3132D6CY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      334371 | PA      | $319926.27    | 0.02%             | 2037-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3332 3.5% 04/01/48     | FANNIE MAE POOL UMBS P#MA3332 3.50000000                                                       | CUSIP: 31418CV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      249294 | PA      | $228984.55    | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 09/15/29  | BANK OF AMERICA CORP REGD V/R 5.81900000                                                       | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      141000 | PA      | $147379.86    | 0.01%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH2857 3.5% 01/01/26     | FANNIE MAE POOL UMBS P#AH2857 3.50000000                                                       | CUSIP: 3138A4E76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          42 | PA      | $41.44        | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FMC CORP 6.375% 05/18/53        | FMC CORP REGD 6.37500000                                                                       | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24081.53     | 0.00%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC 4.3% 05/15/43  | CANADIAN PACIFIC RAILWAY REGD 4.30000000                                                       | CUSIP: 13648TAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       25000 | PA      | $21310.52     | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC  3.35% 05/15/50  | ARIZONA PUBLIC SERVICE REGD 3.35000000                                                         | CUSIP: 040555DB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $17083.33     | 0.00%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECH 6.375% 07/15/28  | CARPENTER TECHNOLOGY REGD 6.37500000                                                           | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75381.75     | 0.00%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5.5% 02/15/49           | MPLX LP REGD 5.50000000                                                                        | CUSIP: 55336VAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $45094.48     | 0.00%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4398 2% 08/01/51       | FANNIE MAE POOL UMBS P#MA4398 2.00000000                                                       | CUSIP: 31418D3G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1627363 | PA      | $1301518.08   | 0.08%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.375% 08/15/50    | UNITED STATES TREASURY BOND 1.37500000                                                         | CUSIP: 912810SP4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1505000 | PA      | $728161.32    | 0.04%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP 3% 10/29/28  | AERCAP IRELAND CAP/GLOBA REGD 3.00000000                                                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      340000 | PA      | $327120.03    | 0.02%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BP3082 3% 03/01/50       | FANNIE MAE POOL UMBS P#BP3082 3.00000000                                                       | CUSIP: 3140KAM86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      416171 | PA      | $365932.83    | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CO 4.227% 03/19/40  | EXXON MOBIL CORPORATION REGD 4.22700000                                                        | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      460000 | PA      | $414211.90    | 0.03%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.15% 04/15/32     | BROADCOM INC REGD 144A P/P 4.15000000                                                          | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      170000 | PA      | $164726.46    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS  2.9% 11/15/31  | GLOBAL PAYMENTS INC REGD 2.90000000                                                            | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       97000 | PA      | $86726.03     | 0.01%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA  5% 03/09/33  | RIO TINTO FIN USA PLC REGD 5.00000000                                                          | CUSIP: 76720AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       50000 | PA      | $51147.50     | 0.00%             | 2033-03-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERIC 4.183% 11/25/27  | BANK OF AMERICA CORP REGD MTN SER L 4.18300000                                                 | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99939.91     | 0.01%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC 3.95% 12/01/47       | ECOLAB INC REGD SER WI 3.95000000                                                              | CUSIP: 278865BA7<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20076.36     | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 02/15/47        | UNITED STATES TREASURY BOND 3.00000000                                                         | CUSIP: 912810RV2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     3342000 | PA      | $2483132.10   | 0.15%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EMERA US FINAN 2.639% 06/15/31  | EMERA US FINANCE LP REGD 2.63900000                                                            | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      770000 | PA      | $685493.88    | 0.04%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE COR 4.95% 06/15/33  | PROGRESSIVE CORP REGD 4.95000000                                                               | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25524.17     | 0.00%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY 3.5% 08/01/51  | CONSUMERS ENERGY CO REGD 3.50000000                                                            | CUSIP: 210518DH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       56000 | PA      | $40806.24     | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SE 2.4% 11/15/26  | UNITED PARCEL SERVICE REGD 2.40000000                                                          | CUSIP: 911312AY2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98157.32     | 0.01%             | 2026-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PRKCM 2023-AFC1  V/R 02/25/27   | PRKCM 2023-AFC1 TRUST SER 2023-AFC1 CL A1 V/R REGD 144A P/P 6.59800000                         | CUSIP: 693981AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      493428 | PA      | $495720.88    | 0.03%             | 2058-02-25      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| BALTIMORE GAS &  3.2% 09/15/49  | BALTIMORE GAS & ELECTRIC REGD 3.20000000                                                       | CUSIP: 059165EL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $53709.40     | 0.00%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 3% 03/05/51    | COCA-COLA CO/THE REGD 3.00000000                                                               | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16559.39     | 0.00%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPER 5.926% 10/02/26  | CANADIAN IMPERIAL BANK REGD 5.92600000                                                         | CUSIP: 13607LWT6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $101875.26    | 0.01%             | 2026-10-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 02/25/36       | BARCLAYS PLC REGD V/R 5.78500000                                                               | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      730000 | PA      | $753107.36    | 0.05%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4397 1.5% 08/01/51     | FANNIE MAE POOL UMBS P#MA4397 1.50000000                                                       | CUSIP: 31418D3F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      894713 | PA      | $676821.67    | 0.04%             | 2051-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALT 4.75% 02/01/30  | ENCOMPASS HEALTH CORP REGD 4.75000000                                                          | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |      180000 | PA      | $177564.83    | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FO 6.875% 01/26/39  | KRAFT HEINZ FOODS CO REGD SER WI 6.87500000                                                    | CUSIP: 50076QAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $27214.18     | 0.00%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 11/30/30    | UNITED STATES TREASURY NOTE 4.37500000                                                         | CUSIP: 91282CJM4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1512000 | PA      | $1557360.00   | 0.09%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.875% 02/28/27    | UNITED STATES TREASURY NOTE 1.87500000                                                         | CUSIP: 91282CEC1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      770000 | PA      | $749471.68    | 0.05%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 5.65% 03/02/53        | AMGEN INC REGD 5.65000000                                                                      | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48438.25     | 0.00%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 4.95% 07/01/50  | PACIFIC GAS & ELECTRIC REGD 4.95000000                                                         | CUSIP: 694308JN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $41456.41     | 0.00%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC 4% 01/15/28   | ABC SUPPLY CO INC REGD 144A P/P 4.00000000                                                     | CUSIP: 024747AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $107689.58    | 0.01%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| UDR INC 2.1% 08/01/32           | UDR INC REGD MTN 2.10000000                                                                    | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |      255000 | PA      | $215391.09    | 0.01%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| EBAY INC 3.65% 05/10/51         | EBAY INC REGD 3.65000000                                                                       | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18093.38     | 0.00%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SES SA V/R 09/12/54/EUR/        | SES SA /EUR/ REGD V/R REG S SER * 5.50000000                                                   | CUSIP: L8300GDZ1<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |      715000 | PA      | $833799.30    | 0.05%             | 2054-09-12      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| TITULOS DE 5.75% 11/03/27/COP/  | TITULOS DE TESORERIA /COP/ REGD SER B 5.75000000                                               | CUSIP: P6S32JT83<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        | 14500000000 | PA      | $3377101.82   | 0.20%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC 3% 02/01/51   | GENERAL MILLS INC REGD 3.00000000                                                              | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |       25000 | PA      | $15844.87     | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC1887 2% 03/01/36       | FREDDIE MAC POOL UMBS P#RC1887 2.00000000                                                      | CUSIP: 3133L8CY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      808524 | PA      | $746464.30    | 0.05%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.7% 08/05/51         | APPLE INC REGD 2.70000000                                                                      | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       50000 | PA      | $30955.69     | 0.00%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| QDOBA 2023-1A A 8.5% 09/14/28   | QDOBA FUNDING LLC SER 2023-1A CL A2 REGD 144A P/P 8.50000000                                   | CUSIP: 746954AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2992500 | PA      | $3131863.72   | 0.19%             | 2053-09-14      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 07/23/35  | GOLDMAN SACHS GROUP INC REGD V/R 5.33000000                                                    | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      340000 | PA      | $345806.81    | 0.02%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0490 4% 01/01/45       | FREDDIE MAC POOL UMBS P#SD0490 4.00000000                                                      | CUSIP: 3132DMRK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      444787 | PA      | $430299.37    | 0.03%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 4.55% 07/01/30  | PACIFIC GAS & ELECTRIC REGD 4.55000000                                                         | CUSIP: 694308JM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2090000 | PA      | $2070355.00   | 0.13%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/F 3.625% 01/15/32  | JBS USA HOLD/FOOD/LUX CO REGD 3.62500000                                                       | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      370000 | PA      | $341470.41    | 0.02%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOL 5.375% 04/15/28  | MICRON TECHNOLOGY INC REGD 5.37500000                                                          | CUSIP: 595112CA9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25776.31     | 0.00%             | 2028-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT0969 3% 04/01/43       | FANNIE MAE POOL UMBS P#AT0969 3.00000000                                                       | CUSIP: 3138WNCF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       59312 | PA      | $54066.75     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1764 5% 10/01/52       | FREDDIE MAC POOL UMBS P#SD1764 5.00000000                                                      | CUSIP: 3132DN5Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      477343 | PA      | $475789.66    | 0.03%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 11/15/44        | UNITED STATES TREASURY BOND 3.00000000                                                         | CUSIP: 912810RJ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1375000 | PA      | $1049511.72   | 0.06%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IBRD 3.875% 08/28/34            | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 3.87500000                                 | CUSIP: 459058LL5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | US        |      500000 | PA      | $488083.04    | 0.03%             | 2034-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMIC 4.25% 04/01/50  | GENERAL DYNAMICS CORP REGD 4.25000000                                                          | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20756.67     | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                             | GBP/USD FWD 20250930 STAR USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15886.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNION ELECTRIC  5.45% 03/15/53  | UNION ELECTRIC CO REGD 5.45000000                                                              | CUSIP: 906548CW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       51000 | PA      | $48960.61     | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT H 3.817% 10/01/49  | COMMONSPIRIT HEALTH REGD 3.81700000                                                            | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |       50000 | PA      | $36713.22     | 0.00%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORA 5.75% 03/01/28  | GRIFFON CORPORATION REGD 5.75000000                                                            | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |      155000 | PA      | $154889.31    | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 2.875% 11/20/50  | VERIZON COMMUNICATIONS REGD 2.87500000                                                         | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       50000 | PA      | $30935.22     | 0.00%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS I 4.75% 02/12/27  | PHILIP MORRIS INTL INC REGD 4.75000000                                                         | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100937.63    | 0.01%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIE 3.4% 06/21/29  | BOSTON PROPERTIES LP REGD 3.40000000                                                           | CUSIP: 10112RBB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23966.18     | 0.00%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.375% 02/15/33  | PHILIP MORRIS INTL INC REGD 5.37500000                                                         | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51770.43     | 0.00%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS  3.25% 10/15/50  | STEEL DYNAMICS INC REGD 3.25000000                                                             | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16494.95     | 0.00%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL 2.493% 02/15/27  | CARRIER GLOBAL CORP REGD 2.49300000                                                            | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48937.96     | 0.00%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVI 4.875% 04/01/29  | REPUBLIC SERVICES INC REGD 4.87500000                                                          | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      260000 | PA      | $266704.08    | 0.02%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTER 5.125% 03/27/33  | AMERICAN INTERNATIONAL REGD 5.12500000                                                         | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51048.44     | 0.00%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP 5.25% 03/30/33    | ALLSTATE CORP REGD 5.25000000                                                                  | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25757.82     | 0.00%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.375% 11/15/40    | UNITED STATES TREASURY BOND 1.37500000                                                         | CUSIP: 912810ST6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      620000 | PA      | $395250.00    | 0.02%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICA 6.7% 02/16/32  | PETROLEOS MEXICANOS REGD 6.70000000                                                            | CUSIP: 71643VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      100000 | PA      | $95962.81     | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 3.85% 04/01/61  | CHARTER COMM OPT LLC/CAP REGD 3.85000000                                                       | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      718000 | PA      | $438903.19    | 0.03%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 3.55% 03/15/52  | DUKE ENERGY CAROLINAS REGD 3.55000000                                                          | CUSIP: 26442CBH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $56963.24     | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3277 4% 02/01/48       | FANNIE MAE POOL UMBS P#MA3277 4.00000000                                                       | CUSIP: 31418CUB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       80780 | PA      | $76946.43     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE 3.625% 10/01/29  | OMEGA HLTHCARE INVESTORS REGD 3.62500000                                                       | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |      790000 | PA      | $756837.51    | 0.05%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMDB 2018-C8 4.521% 05/15/28   | JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2018-C8 SER 2018-C8 CL B REGD 4.52160000            | CUSIP: 46591ABF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      130000 | PA      | $123309.38    | 0.01%             | 2051-06-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G06012 4% 09/01/40      | FREDDIE MAC GOLD POOL P#G06012 4.00000000                                                      | CUSIP: 3128M8AM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      569887 | PA      | $556716.45    | 0.03%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8395 5.5% 01/01/54     | FREDDIE MAC POOL UMBS P#SD8395 5.50000000                                                      | CUSIP: 3132DWKG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1780796 | PA      | $1795830.64   | 0.11%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CO 7.5% 05/13/35  | ORBIA ADVANCE CORP SAB REGD 144A P/P 7.50000000                                                | CUSIP: 68560EAD0<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      530000 | PA      | $547028.90    | 0.03%             | 2035-05-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| WAYFAIR LLC 7.25% 10/31/29      | WAYFAIR LLC REGD 144A P/P 7.25000000                                                           | CUSIP: 94419NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $112333.54    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| KROGER CO 3.95% 01/15/50        | KROGER CO REGD 3.95000000                                                                      | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18723.48     | 0.00%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9599 2.5% 04/20/54  | GINNIE MAE II POOL P#MA9599 2.50000000                                                         | CUSIP: 36179YUY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3631396 | PA      | $3099317.42   | 0.19%             | 2054-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME C 3.25% 01/15/31  | REALTY INCOME CORP REGD 3.25000000                                                             | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       74000 | PA      | $69886.16     | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETR 6.45% 09/15/36  | OCCIDENTAL PETROLEUM COR REGD 6.45000000                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51756.90     | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANC 5% 02/26/34  | ASTRAZENECA FINANCE LLC REGD 5.00000000                                                        | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51085.03     | 0.00%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 03/01/35  | NATWEST GROUP PLC REGD V/R 5.77800000                                                          | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1820000 | PA      | $1903461.01   | 0.12%             | 2035-03-01      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 5.25% 03/30/28     | NISOURCE INC REGD 5.25000000                                                                   | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       61000 | PA      | $62683.73     | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU 3% 01/15/34    | REPUBLIC OF PERU REGD 3.00000000                                                               | CUSIP: 715638DU3<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |      100000 | PA      | $85999.00     | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.2% 03/01/29         | BOEING CO REGD 3.20000000                                                                      | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      130000 | PA      | $125167.79    | 0.01%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 3.3% 02/15/51  | T-MOBILE USA INC REGD 3.30000000                                                               | CUSIP: 87264ABN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $65841.84     | 0.00%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HIGHMARK INC 2.55% 05/10/31     | HIGHMARK INC REGD 144A P/P 2.55000000                                                          | CUSIP: 431116AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $161589.90    | 0.01%             | 2031-05-10      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| ATMOS ENERGY C 4.125% 10/15/44  | ATMOS ENERGY CORP REGD 4.12500000                                                              | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       92000 | PA      | $76538.80     | 0.00%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTA 2.65% 09/15/40  | INTERCONTINENTALEXCHANGE REGD 2.65000000                                                       | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18221.49     | 0.00%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL CO V/R 08/11/31  | BANCO NACIONAL COM EXT REGD V/R 144A P/P 2.72000000                                            | CUSIP: 05973JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      200000 | PA      | $194937.10    | 0.01%             | 2031-08-11      | Variable      | 2.72%                 | Yes           |                  2 | On Loan: No      |
| KYNDRYL HOLDING 2.05% 10/15/26  | KYNDRYL HOLDINGS INC REGD SER WI 2.05000000                                                    | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      460000 | PA      | $447804.68    | 0.03%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUB 6.95% 03/15/37  | DOMINICAN REPUBLIC REGD 144A P/P 6.95000000                                                    | CUSIP: 25714PFB9<br>LEI: N/A                  | Long             | DBT              | USGA              | DO        |      300000 | PA      | $313155.00    | 0.02%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP 2.875% 03/25/31     | ORACLE CORP REGD 2.87500000                                                                    | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      600000 | PA      | $550146.40    | 0.03%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOUR 8.375% 07/01/28  | CIVITAS RESOURCES INC REGD 144A P/P 8.37500000                                                 | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      250000 | PA      | $259951.25    | 0.02%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#AY6262 3% 03/01/30       | FANNIE MAE POOL UMBS P#AY6262 3.00000000                                                       | CUSIP: 3138YK5Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11917 | PA      | $11609.91     | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH  5.5% 03/15/55  | BURLINGTN NORTH SANTA FE REGD 5.50000000                                                       | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $486745.64    | 0.03%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD6306 6.5% 09/01/54     | FREDDIE MAC POOL UMBS P#SD6306 6.50000000                                                      | CUSIP: 3132DUAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      192047 | PA      | $200137.24    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCE 4.875% 02/01/31  | TARGA RESOURCES PARTNERS REGD 4.87500000                                                       | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      489000 | PA      | $487159.09    | 0.03%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BBCMS 2024-C2 5.403% 08/15/34   | BBCMS MORTGAGE TRUST 2024-C28 SER 2024-C28 CL A5 REGD 5.40300000                               | CUSIP: 07336WBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $260597.60    | 0.02%             | 2057-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ3877 5.18% 05/01/35    | FANNIE MAE POOL UMBS P#BZ3877 5.18000000                                                       | CUSIP: 3140NYJX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1097000 | PA      | $1135202.00   | 0.07%             | 2035-05-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| FNA 2022-M10 A2 V/R 01/25/32    | FANNIE MAE-ACES SER 2022-M10 CL A2 V/R 1.99200000                                              | CUSIP: 3136BMXZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      265000 | PA      | $231386.95    | 0.01%             | 2032-01-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/04/31  | WELLS FARGO & COMPANY REGD V/R MTN 4.47800000                                                  | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100352.32    | 0.01%             | 2031-04-04      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.125% 08/15/53    | UNITED STATES TREASURY BOND 4.12500000                                                         | CUSIP: 912810TT5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      904000 | PA      | $792589.06    | 0.05%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL 4.6% 01/15/45  | PARAMOUNT GLOBAL REGD 4.60000000                                                               | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       50000 | PA      | $38545.26     | 0.00%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DBSG 2024-ALTA A V/R 06/10/27   | DBSG 2024-ALTA MORTGAGE TRUST SER 2024-ALTA CL A V/R REGD 144A P/P 6.14376600                  | CUSIP: 239918AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2025000 | PA      | $2058594.75   | 0.12%             | 2037-06-10      | Variable      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS 2.75% 02/21/28  | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.75000000                                              | CUSIP: 05401AAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      500000 | PA      | $479337.65    | 0.03%             | 2028-02-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| DELTA AIR LINES 4.75% 10/20/28  | DELTA AIR LINES/SKYMILES REGD 144A P/P 4.75000000                                              | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2295000 | PA      | $2308164.42   | 0.14%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATH 6.125% 04/01/36  | BERKSHIRE HATHAWAY ENERG REGD 6.12500000                                                       | CUSIP: 59562VAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $26966.27     | 0.00%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 05/23/31  | NATWEST GROUP PLC REGD V/R 5.11500000                                                          | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     2500000 | PA      | $2561393.30   | 0.15%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| KROGER CO 5% 09/15/34           | KROGER CO REGD 5.00000000                                                                      | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      290000 | PA      | $289367.00    | 0.02%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING  3.75% 01/11/27  | LLOYDS BANKING GROUP PLC REGD 3.75000000                                                       | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $198988.22    | 0.01%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAG 5.75% 07/15/54  | ARTHUR J GALLAGHER & CO REGD 5.75000000                                                        | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24098.41     | 0.00%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0025 5% 11/20/54    | GINNIE MAE II POOL P#MB0025 5.00000000                                                         | CUSIP: 3618N5A33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13171754 | PA      | $13042877.16  | 0.79%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY 4% 09/14/48          | 3M COMPANY REGD MTN 4.00000000                                                                 | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19701.13     | 0.00%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCAR 5.5% 07/01/28  | ACADIA HEALTHCARE CO INC REGD 144A P/P 5.50000000                                              | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      175000 | PA      | $174241.11    | 0.01%             | 2028-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP INC 5.8% 02/14/39  | ALTRIA GROUP INC REGD 5.80000000                                                               | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51038.29     | 0.00%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP 4.875% 06/19/49  | VODAFONE GROUP PLC REGD 4.87500000                                                             | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       25000 | PA      | $21767.28     | 0.00%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#256153 5.5% 03/01/26     | FANNIE MAE POOL UMBS P#256153 5.50000000                                                       | CUSIP: 31371MQE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         397 | PA      | $399.69       | 0.00%             | 2026-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC 4.375% 05/13/45       | APPLE INC REGD 4.37500000                                                                      | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44183.59     | 0.00%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TRINITY INDUSTR 7.75% 07/15/28  | TRINITY INDUSTRIES INC REGD 144A P/P 7.75000000                                                | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |      120000 | PA      | $124251.96    | 0.01%             | 2028-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CISCO SYSTEMS IN 5.5% 01/15/40  | CISCO SYSTEMS INC REGD 5.50000000                                                              | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51789.96     | 0.00%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTS 4.25% 02/01/32  | BUILDERS FIRSTSOURCE INC REGD 144A P/P 4.25000000                                              | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      305000 | PA      | $286855.52    | 0.02%             | 2032-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                             | JPY/USD FWD 20250930 STAR USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-48895.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP    5.375% 07/15/40  | ORACLE CORP REGD 5.37500000                                                                    | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       88000 | PA      | $85257.85     | 0.01%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGI 4.9% 10/15/34  | ROPER TECHNOLOGIES INC REGD 4.90000000                                                         | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24750.97     | 0.00%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  5.3% 03/19/27  | HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.30000000                                               | CUSIP: 44891ACX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      305000 | PA      | $309184.82    | 0.02%             | 2027-03-19      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GR 4.25% 01/15/29  | UNITEDHEALTH GROUP INC REGD 4.25000000                                                         | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100412.42    | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 4.625% 01/15/33     | PROLOGIS LP REGD 4.62500000                                                                    | CUSIP: 74340XBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24946.55     | 0.00%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WLAKE 2023-2A  7.01% 11/15/28   | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2 SER 2023-2A CL D REGD 144A P/P 7.01000000         | CUSIP: 959926AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      505000 | PA      | $516761.35    | 0.03%             | 2028-11-15      | Fixed         | 7.01%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL CAPITA 5.95% 03/15/29  | BLUE OWL CAPITAL CORP REGD 5.95000000                                                          | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1061235.11   | 0.06%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRO 2.3% 05/15/31  | UNITEDHEALTH GROUP INC REGD 2.30000000                                                         | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89318.04     | 0.01%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 2.75% 09/15/51   | HOME DEPOT INC REGD 2.75000000                                                                 | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       50000 | PA      | $30398.79     | 0.00%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMP 3.5% 05/13/40  | WALT DISNEY COMPANY/THE REGD 3.50000000                                                        | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41307.63     | 0.00%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 02/11/31  | WELLS FARGO & COMPANY REGD V/R MTN 2.57200000                                                  | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      103000 | PA      | $95463.33     | 0.01%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 6.55% 06/01/34  | CHARTER COMM OPT LLC/CAP REGD 6.55000000                                                       | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $297027.54    | 0.02%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIV 3.25% 03/15/27  | BLACKSTONE PRIVATE CRE REGD SER WI 3.25000000                                                  | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48968.25     | 0.00%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/29/31  | BANK OF AMERICA CORP REGD V/R 2.59200000                                                       | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      383000 | PA      | $354191.41    | 0.02%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & C 4.65% 11/04/44  | WELLS FARGO & COMPANY REGD MTN 4.65000000                                                      | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17328.88     | 0.00%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 3.375% 02/21/50       | AMGEN INC REGD 3.37500000                                                                      | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       43000 | PA      | $30179.03     | 0.00%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2767 2% 01/01/52       | FANNIE MAE POOL UMBS P#CB2767 2.00000000                                                       | CUSIP: 3140QNCD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2171870 | PA      | $1732478.88   | 0.10%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RFM 2022-FRR1 BK V/R 03/01/50   | RFM REREMIC TRUST 2022-FRR1 SER 2022-FRR1 CL BK64 V/R REGD 144A P/P 1.66324300                 | CUSIP: 74971BBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2547468 | PA      | $2377384.52   | 0.14%             | 2050-03-01      | Variable      | 1.66%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 02/25/31       | BARCLAYS PLC REGD V/R 5.36700000                                                               | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2305000 | PA      | $2377457.08   | 0.14%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 3.3% 04/13/27    | AMAZON.COM INC REGD 3.30000000                                                                 | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198428.61    | 0.01%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  4.2% 02/01/33  | TARGA RESOURCES CORP REGD 4.20000000                                                           | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      130000 | PA      | $122638.36    | 0.01%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA 4.25% 12/15/47  | MARTIN MARIETTA MATERIAL REGD 4.25000000                                                       | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20428.11     | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 12/31/2027  | UNITED STATES TREASURY NOTE 3.87500000                                                         | CUSIP: 91282CGC9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2000000 | PA      | $2011992.18   | 0.12%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ADMT 2024-NQM 5.464% 08/25/69   | A&D MORTGAGE TRUST 2024-NQM4 SER 2024-NQM4 CL A1 REGD 144A P/P 5.46400000                      | CUSIP: 002939AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1886250 | PA      | $1894403.43   | 0.11%             | 2069-08-25      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#735402 5% 04/01/35       | FANNIE MAE POOL UMBS P#735402 5.00000000                                                       | CUSIP: 31402RAB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21033 | PA      | $21457.05     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 3.15% 03/22/30  | VERIZON COMMUNICATIONS REGD 3.15000000                                                         | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9545.42      | 0.00%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERN 2.5% 11/01/26  | HONEYWELL INTERNATIONAL REGD 2.50000000                                                        | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98253.45     | 0.01%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4761 5% 09/01/52       | FANNIE MAE POOL UMBS P#MA4761 5.00000000                                                       | CUSIP: 31418EJF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      464707 | PA      | $460768.93    | 0.03%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUS 4.375% 07/15/30  | STANDARD INDUSTRI INC/NY REGD 144A P/P 4.37500000                                              | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      305000 | PA      | $292387.52    | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MARATHON PETROLE 6.5% 03/01/41  | MARATHON PETROLEUM CORP REGD 6.50000000                                                        | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26301.01     | 0.00%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIM 2020-R6 A1A V/R 12/25/60    | CIM TRUST 2020-R6 SER 2020-R6 CL A1A V/R REGD 144A P/P 2.25000000                              | CUSIP: 12560YAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      359451 | PA      | $331978.61    | 0.02%             | 2060-12-25      | Variable      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| ROYALTY PHARMA P 5.4% 09/02/34  | ROYALTY PHARMA PLC REGD 5.40000000                                                             | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101283.96    | 0.01%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHA 5.75% 01/15/40  | BERKSHIRE HATHAWAY FIN REGD 5.75000000                                                         | CUSIP: 084664BL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $27082.81     | 0.00%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 5.35% 01/15/53  | DUKE ENERGY CAROLINAS REGD 5.35000000                                                          | CUSIP: 26442CBK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      202000 | PA      | $191910.67    | 0.01%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.65% 05/11/50        | APPLE INC REGD 2.65000000                                                                      | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       50000 | PA      | $31116.00     | 0.00%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67718 4% 01/01/49      | FREDDIE MAC GOLD POOL P#G67718 4.00000000                                                      | CUSIP: 3132XCSF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      201275 | PA      | $191947.62    | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC 4.4% 07/01/49        | FISERV INC REGD 4.40000000                                                                     | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       50000 | PA      | $40033.97     | 0.00%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5% 01/30/29     | CVS HEALTH CORP REGD 5.00000000                                                                | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      150000 | PA      | $152840.31    | 0.01%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWE 5.375% 03/30/34  | WISCONSIN POWER & LIGHT REGD 5.37500000                                                        | CUSIP: 976826BS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25830.79     | 0.00%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOL 4.75% 07/15/30  | MARVELL TECHNOLOGY INC REGD 4.75000000                                                         | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $55507.51     | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINE 5.5% 04/20/26  | AMERICAN AIRLINES/AADVAN REGD 144A P/P 5.50000000                                              | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      107500 | PA      | $107781.01    | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ELI LILLY & CO 4.7% 02/09/34    | ELI LILLY & CO REGD 4.70000000                                                                 | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      595000 | PA      | $596018.11    | 0.04%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP 5.25% 12/01/26    | DISH DBS CORP REGD 144A P/P 5.25000000                                                         | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $97086.27     | 0.01%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 01/24/34  | PNC FINANCIAL SERVICES REGD V/R 5.06800000                                                     | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50581.35     | 0.00%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR1 2.389% 08/17/26   | FIRSTKEY HOMES 2021-SFR1 TRUST SER 2021-SFR1 CL E1 REGD 144A P/P 2.38900000                    | CUSIP: 33767WAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      805000 | PA      | $783443.63    | 0.05%             | 2038-08-17      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| FED REPUBLIC O 7.125% 05/13/54  | FED REPUBLIC OF BRAZIL REGD 7.12500000                                                         | CUSIP: 105756CJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | BR        |      200000 | PA      | $195102.00    | 0.01%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PL 4.375% 11/16/45  | ASTRAZENECA PLC REGD 4.37500000                                                                | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |       25000 | PA      | $21811.02     | 0.00%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTR 5.875% 01/14/38  | GENERAL ELECTRIC CO REGD MTN 5.87500000                                                        | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53655.09     | 0.00%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS  3.6% 02/01/27  | REGENCY CENTERS LP REGD 3.60000000                                                             | CUSIP: 75884RAV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24812.64     | 0.00%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL 3.5% 06/01/29  | PIEDMONT NATURAL GAS CO REGD 3.50000000                                                        | CUSIP: 720186AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $87922.36     | 0.01%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA1090 3.5% 06/20/43  | GINNIE MAE II POOL P#MA1090 3.50000000                                                         | CUSIP: 36179NF78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      136782 | PA      | $127734.60    | 0.01%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 3.95% 01/31/60  | ENTERPRISE PRODUCTS OPER REGD 3.95000000                                                       | CUSIP: 29379VBZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $129806.00    | 0.01%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BLOCK INC 6.5% 05/15/32         | BLOCK INC REGD 6.50000000                                                                      | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      225000 | PA      | $233204.12    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI 2.9% 02/16/28  | FORD MOTOR CREDIT CO LLC REGD 2.90000000                                                       | CUSIP: 345397B51<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      460000 | PA      | $436336.89    | 0.03%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 5.634% 04/04/34  | GLENCORE FUNDING LLC REGD 144A P/P 5.63400000                                                  | CUSIP: 378272BU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      890000 | PA      | $913353.44    | 0.06%             | 2034-04-04      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP 4.75% 03/25/50       | INTEL CORP REGD 4.75000000                                                                     | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $80204.06     | 0.00%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC 4.3% 05/10/33         | APPLE INC REGD 4.30000000                                                                      | CUSIP: 037833EV8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100777.86    | 0.01%             | 2033-05-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC 5.4% 06/01/33     | AEP TEXAS INC REGD 5.40000000                                                                  | CUSIP: 00108WAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       43000 | PA      | $43849.88     | 0.00%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA COR V/R /PERP/  | BANK OF AMERICA CORP REGD V/R /PERP/ 6.25000000                                                | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      240000 | PA      | $240814.27    | 0.01%             | 2173-10-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| BLAST 2024-3 E 7.7% 04/17/28    | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-3 SER 2024-3 CL E REGD 144A P/P 7.70000000  | CUSIP: 10805NAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1565012.10   | 0.09%             | 2031-04-15      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND C 3.4% 10/29/33  | AERCAP IRELAND CAP/GLOBA REGD 3.40000000                                                       | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      150000 | PA      | $133432.88    | 0.01%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/ 8.625% 04/15/29  | GEO GROUP INC/THE REGD 8.62500000                                                              | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |      400000 | PA      | $423545.20    | 0.03%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0494 3.5% 06/01/49     | FREDDIE MAC POOL UMBS P#SD0494 3.50000000                                                      | CUSIP: 3132DMRP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      731858 | PA      | $680302.20    | 0.04%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH 3.05% 02/15/51  | BURLINGTN NORTH SANTA FE REGD 3.05000000                                                       | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       52000 | PA      | $34033.08     | 0.00%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY  5.25% 03/15/34  | NEXTERA ENERGY CAPITAL REGD 5.25000000                                                         | CUSIP: 65339KCU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $50897.12     | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 30YR TBA 3% 9/01/2025  | FNMA TBA 30YR TBA 3% 9/01/2025 TO BE ANNOUNCED 3.00000000                                      | CUSIP: 01F030694<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7100000 | PA      | $6155318.80   | 0.37%             | 2055-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8801 5.5% 04/20/53  | GINNIE MAE II POOL P#MA8801 5.50000000                                                         | CUSIP: 36179XX68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      656182 | PA      | $665258.24    | 0.04%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW S WALES T 3% 04/20/29/AUD/  | NEW S WALES TREASURY CRP /AUD/ REGD REG S SER 29 3.00000000                                    | CUSIP: Q6715PJM2<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     2670000 | PA      | $1707433.69   | 0.10%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK 5.996% 07/03/55  | NIAGARA MOHAWK POWER REGD 144A P/P 5.99600000                                                  | CUSIP: 653522DV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      750000 | PA      | $746946.67    | 0.05%             | 2055-07-03      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| OI EUROPEA 6.25% 05/15/28/EUR/  | OI EUROPEAN GROUP BV /EUR/ REGD REG S 6.25000000                                               | CUSIP: N6704RAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      430000 | PA      | $516800.41    | 0.03%             | 2028-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & C 2.7% 05/15/40  | AIR PRODUCTS & CHEMICALS REGD 2.70000000                                                       | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18296.06     | 0.00%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5840 4.5% 11/01/49     | FANNIE MAE POOL UMBS P#FM5840 4.50000000                                                       | CUSIP: 3140X9P25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      215716 | PA      | $212502.54    | 0.01%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY  7.75% 02/01/28  | GENESIS ENERGY LP/FIN REGD 7.75000000                                                          | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $106217.79    | 0.01%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HVMLT 2004-5 2A6 V/R 06/19/34   | HARBORVIEW MORTGAGE LOAN TRUST  2004-5 2A6 V/R REGD 4.89843400                                 | CUSIP: 41161PEX7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       37802 | PA      | $36257.78     | 0.00%             | 2034-06-19      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 5.85% 09/15/35  | VERIZON COMMUNICATIONS REGD 5.85000000                                                         | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      101000 | PA      | $106702.98    | 0.01%             | 2035-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY  2.45% 09/13/29  | SIMON PROPERTY GROUP LP REGD 2.45000000                                                        | CUSIP: 828807DF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $46918.73     | 0.00%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB  2.45% 03/03/27  | CHARLES SCHWAB CORP REGD 2.45000000                                                            | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48883.46     | 0.00%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 01/26/34  | TRUIST FINANCIAL CORP REGD V/R MTN 5.12200000                                                  | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50380.11     | 0.00%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFR 4.7% 10/22/31  | BANQUE OUEST AFRICAINE D REGD 144A P/P 4.70000000                                              | CUSIP: 06675QAC7<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | CORP              | TG        |     1100000 | PA      | $1021882.97   | 0.06%             | 2031-10-22      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 02/01/34  | CAPITAL ONE FINANCIAL CO REGD V/R 5.81700000                                                   | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52050.70     | 0.00%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS5172 2.59% 09/01/30    | FANNIE MAE POOL UMBS P#BS5172 2.59000000                                                       | CUSIP: 3140LFXA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6522041 | PA      | $6092239.08   | 0.37%             | 2030-09-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 5.125% 11/05/26  | FORD MOTOR CREDIT CO LLC REGD 5.12500000                                                       | CUSIP: 345397F81<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      890000 | PA      | $891732.65    | 0.05%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SEB4P 2021-1A 4.969% 01/30/27   | SEB FUNDING LLC SER 2021-1A CL A2 REGD 144A P/P 4.96900000                                     | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4174538 | PA      | $4120278.53   | 0.25%             | 2052-01-30      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#AS8489 3% 12/01/46       | FANNIE MAE POOL UMBS P#AS8489 3.00000000                                                       | CUSIP: 3138WJNF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      218073 | PA      | $194977.23    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH I 4.375% 02/15/30  | SENSATA TECH INC REGD 144A P/P 4.37500000                                                      | CUSIP: 81728UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $178239.64    | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG V/R 08/10/27       | UBS GROUP AG REGD V/R 144A P/P 1.49400000                                                      | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1500000 | PA      | $1460162.99   | 0.09%             | 2027-08-10      | Variable      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SD7551 3% 01/01/52       | FREDDIE MAC POOL UMBS P#SD7551 3.00000000                                                      | CUSIP: 3132DVL86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1290105 | PA      | $1135575.03   | 0.07%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC 2.63% 08/15/31  | YAMANA GOLD INC REGD 2.63000000                                                                | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $22245.07     | 0.00%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLD 5.594% 01/11/33  | EQUITABLE HOLDINGS INC REGD 5.59400000                                                         | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26026.21     | 0.00%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 4.016% 12/03/29  | VERIZON COMMUNICATIONS REGD SER WI 4.01600000                                                  | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       37000 | PA      | $36700.27     | 0.00%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINA 5.75% 07/15/33  | PRUDENTIAL FINANCIAL INC REGD MTN SER MTNB 5.75000000                                          | CUSIP: 74432QAC9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53784.56     | 0.00%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP 6.1% 03/15/34          | RTX CORP REGD 6.10000000                                                                       | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      164000 | PA      | $178085.59    | 0.01%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHE 3.155% 05/15/55  | NORFOLK SOUTHERN CORP REGD SER WI 3.15500000                                                   | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |       52000 | PA      | $33076.66     | 0.00%             | 2055-05-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/C 4.75% 02/01/32  | CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.75000000                                                | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $139247.61    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORP 5.3% 02/01/28    | AIR LEASE CORP REGD 5.30000000                                                                 | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51196.26     | 0.00%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 08/15/43    | UNITED STATES TREASURY BOND 3.62500000                                                         | CUSIP: 912810RC4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      502500 | PA      | $428656.06    | 0.03%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 3.4% 03/15/50   | CIGNA GROUP/THE REGD 3.40000000                                                                | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       50000 | PA      | $33596.58     | 0.00%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 11/30/31    | UNITED STATES TREASURY NOTE 4.12500000                                                         | CUSIP: 91282CLZ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | PA      | $1014765.62   | 0.06%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GNMA P#781811 5% 10/15/34       | GINNIE MAE I POOL P#781811 5.00000000                                                          | CUSIP: 36241KAL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18616 | PA      | $19098.41     | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTI 3.875% 09/01/28  | ELEMENT SOLUTIONS INC REGD 144A P/P 3.87500000                                                 | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |       65000 | PA      | $63046.28     | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC 6% 02/15/28      | BOMBARDIER INC REGD 144A P/P 6.00000000                                                        | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      175000 | PA      | $175354.20    | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINIO 1.25% 09/10/26  | TORONTO-DOMINION BANK REGD MTN 1.25000000                                                      | CUSIP: 89114TZG0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $97176.65     | 0.01%             | 2026-09-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.85% 07/15/36      | ORACLE CORP REGD 3.85000000                                                                    | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       37000 | PA      | $32548.34     | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS 4.025% 03/15/62  | CONOCOPHILLIPS COMPANY REGD 4.02500000                                                         | CUSIP: 20826FBD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $35908.17     | 0.00%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB9351 3% 05/01/43       | FANNIE MAE POOL UMBS P#AB9351 3.00000000                                                       | CUSIP: 31417GL95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      103605 | PA      | $94652.39     | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL7046 3.5% 06/01/45     | FANNIE MAE POOL UMBS P#AL7046 3.50000000                                                       | CUSIP: 3138EPZL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      186322 | PA      | $173922.32    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP I 6.875% 11/01/33  | ALTRIA GROUP INC REGD 6.87500000                                                               | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      669000 | PA      | $748466.93    | 0.05%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S V/R 10/02/30    | DANSKE BANK A/S REGD V/R 144A P/P 4.61300000                                                   | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      310000 | PA      | $312268.97    | 0.02%             | 2030-10-02      | Variable      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#RA7186 4% 04/01/52       | FREDDIE MAC POOL UMBS P#RA7186 4.00000000                                                      | CUSIP: 3133KN6X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1200840 | PA      | $1132041.61   | 0.07%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIDC 2024-1A A2 5.9% 03/26/29   | STACK INFRASTRUCTURE ISSUER LLC SER 2024-1A CL A2 REGD 144A P/P 5.90000000                     | CUSIP: 85236KAM4<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-CBDO         | CORP              | US        |     3500000 | PA      | $3556996.45   | 0.21%             | 2049-03-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| ECOLAB INC 2.125% 08/15/50      | ECOLAB INC REGD 2.12500000                                                                     | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |       25000 | PA      | $13468.83     | 0.00%             | 2050-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC 4.7% 02/01/43        | ZOETIS INC REGD SER WI 4.70000000                                                              | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22679.95     | 0.00%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EQT CORP 3.625% 05/15/31        | EQT CORP REGD 144A P/P 3.62500000                                                              | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      200000 | PA      | $187044.98    | 0.01%             | 2031-05-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| US TREAS BDS 3.125% 11/15/41    | UNITED STATES TREASURY BOND 3.12500000                                                         | CUSIP: 912810QT8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      920000 | PA      | $750123.44    | 0.05%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.25% 05/15/50     | UNITED STATES TREASURY BOND 1.25000000                                                         | CUSIP: 912810SN9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      558000 | PA      | $263240.86    | 0.02%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#QC7086 2.5% 09/01/51     | FREDDIE MAC POOL UMBS P#QC7086 2.50000000                                                      | CUSIP: 3133AR2T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5427743 | PA      | $4547773.76   | 0.27%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/N 2.5% 05/11/31  | NXP BV/NXP FDG/NXP USA REGD 2.50000000                                                         | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      296000 | PA      | $265315.02    | 0.02%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN G 4.15% 01/23/30  | JEFFERIES FIN GROUP INC REGD 4.15000000                                                        | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49361.66     | 0.00%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENERSYS 6.625% 01/15/32         | ENERSYS REGD 144A P/P 6.62500000                                                               | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |       85000 | PA      | $87656.93     | 0.01%             | 2032-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA7311 2% 04/20/51    | GINNIE MAE II POOL P#MA7311 2.00000000                                                         | CUSIP: 36179WDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      911127 | PA      | $747910.16    | 0.05%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.625% 11/15/50    | UNITED STATES TREASURY BOND 1.62500000                                                         | CUSIP: 912810SS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1245000 | PA      | $643314.84    | 0.04%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP 6% 05/15/33     | FAIR ISAAC CORP REGD 144A P/P 6.00000000                                                       | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25393.60     | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#ZA4692 3.5% 06/01/46     | FREDDIE MAC POOL UMBS P#ZA4692 3.50000000                                                      | CUSIP: 31329NF94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      128987 | PA      | $119898.09    | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5586 5.5% 01/01/55     | FANNIE MAE POOL UMBS P#MA5586 5.50000000                                                       | CUSIP: 31418FF44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6756423 | PA      | $6801312.38   | 0.41%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY C 1.8% 09/15/26  | DXC TECHNOLOGY CO REGD 1.80000000                                                              | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24338.06     | 0.00%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8300 5.5% 02/01/53     | FREDDIE MAC POOL UMBS P#SD8300 5.50000000                                                      | CUSIP: 3132DWGH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      585998 | PA      | $591170.97    | 0.04%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYST 9.75% 11/15/30  | SPIRIT AEROSYSTEMS INC REGD 144A P/P 9.75000000                                                | CUSIP: 85205TAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      340000 | PA      | $374862.24    | 0.02%             | 2030-11-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| RHP HOTEL PPTY/R 6.5% 04/01/32  | RHP HOTEL PPTY/RHP FINAN REGD 144A P/P 6.50000000                                              | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102850.30    | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MITER BRAND / M 6.75% 04/01/32  | MITER BRAND / MIWD BORR REGD 144A P/P 6.75000000                                               | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $180509.70    | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP 4.625% 12/15/29    | CENTENE CORP REGD SER WI 4.62500000                                                            | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96343.18     | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSU 2.174% 01/14/27  | SUMITOMO MITSUI FINL GRP REGD 2.17400000                                                       | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $194942.21    | 0.01%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| HCA INC 3.5% 09/01/30           | HCA INC REGD 3.50000000                                                                        | CUSIP: 404119CA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      805000 | PA      | $767626.42    | 0.05%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEV 4.375% 12/31/32  | SINCLAIR TELEVISION GROU REGD P/P 4.37500000                                                   | CUSIP: 829259BF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $42860.40     | 0.00%             | 2032-12-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| WALMART INC 2.65% 09/22/51      | WALMART INC REGD 2.65000000                                                                    | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       50000 | PA      | $30816.77     | 0.00%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| STRE 2024-2A C 9.05% 02/15/45   | STREAM INNOVATIONS 2024-2 ISSUER TRUST SER 2024-2A CL C REGD 144A P/P 9.05000000               | CUSIP: 86324EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1585420.50   | 0.10%             | 2045-02-15      | Fixed         | 9.05%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#ZT1546 4.5% 12/01/48     | FREDDIE MAC POOL UMBS P#ZT1546 4.50000000                                                      | CUSIP: 3132ADWF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      118281 | PA      | $115815.81    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC 6% 04/01/54             | HCA INC REGD 6.00000000                                                                        | CUSIP: 404119CV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $145216.97    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RCKT 2024-CES9 A V/R 12/25/28   | RCKT MORTGAGE TRUST 2024-CES9 SER 2024-CES9 CL A1A V/R REGD 144A P/P 5.58200000                | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1146286 | PA      | $1157445.67   | 0.07%             | 2044-12-25      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| KINDER MORGAN I 3.25% 08/01/50  | KINDER MORGAN INC REGD 3.25000000                                                              | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       55000 | PA      | $35089.15     | 0.00%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.2% 07/15/36      | COMCAST CORP REGD 3.20000000                                                                   | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21074.19     | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODU 5.1% 02/15/45  | ENTERPRISE PRODUCTS OPER REGD 5.10000000                                                       | CUSIP: 29379VBC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23150.87     | 0.00%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS I 5.3% 10/01/26  | CONAGRA BRANDS INC REGD 5.30000000                                                             | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100962.50    | 0.01%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COREWELL HEALT 3.487% 07/15/49  | COREWELL HEALTH OBL GRP REGD SER 19A 3.48700000                                                | CUSIP: 84765EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $71983.47     | 0.00%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES 2.69% 05/25/31  | AMCOR FLEXIBLES NORTH AM REGD 2.69000000                                                       | CUSIP: 02344AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       94000 | PA      | $85109.76     | 0.01%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY P 4.5% 03/15/45  | SPECTRA ENERGY PARTNERS REGD 4.50000000                                                        | CUSIP: 84756NAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $20937.16     | 0.00%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS 4.95% 07/15/29  | ROCKIES EXPRESS PIPELINE REGD 144A P/P 4.95000000                                              | CUSIP: 77340RAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $177214.91    | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC 5.875% 03/01/33      | HUMANA INC REGD 5.87500000                                                                     | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26140.06     | 0.00%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO 3% 03/15/52    | ALABAMA POWER CO REGD 3.00000000                                                               | CUSIP: 010392FW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      111000 | PA      | $71306.04     | 0.00%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#890877 3.5% 07/01/48     | FANNIE MAE POOL UMBS P#890877 3.50000000                                                       | CUSIP: 31410LXE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      195664 | PA      | $180784.70    | 0.01%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC V/R /PERP/          | METLIFE INC REGD V/R /PERP/ SER G 3.85000000                                                   | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1197965.76   | 0.07%             | 2174-03-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.375% 08/15/42    | UNITED STATES TREASURY BOND 3.37500000                                                         | CUSIP: 912810TK4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1115000 | PA      | $930132.13    | 0.06%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS C 5.3% 05/15/53  | CONOCOPHILLIPS COMPANY REGD 5.30000000                                                         | CUSIP: 20826FBE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $45917.44     | 0.00%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 5.25% 02/01/50  | WESTERN MIDSTREAM OPERAT REGD 5.25000000                                                       | CUSIP: 958667AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115000 | PA      | $96254.40     | 0.01%             | 2050-02-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS C 5.7% 09/15/63  | CONOCOPHILLIPS COMPANY REGD 5.70000000                                                         | CUSIP: 20826FBH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23822.77     | 0.00%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC /  8.35% 07/15/46  | DELL INT LLC / EMC CORP REGD 8.35000000                                                        | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       23000 | PA      | $29287.25     | 0.00%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS  4.65% 08/15/62  | META PLATFORMS INC REGD SER WI 4.65000000                                                      | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      115000 | PA      | $95929.02     | 0.01%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP 2.5% 02/15/30  | ERP OPERATING LP REGD 2.50000000                                                               | CUSIP: 26884ABM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23296.27     | 0.00%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA2073 2.5% 10/01/51     | FANNIE MAE POOL UMBS P#FA2073 2.50000000                                                       | CUSIP: 3140W2JT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1974771 | PA      | $1659323.62   | 0.10%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LL 4.625% 08/01/29  | ADAPTHEALTH LLC REGD 144A P/P 4.62500000                                                       | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $42586.15     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| MASTERCARD INC 3.65% 06/01/49   | MASTERCARD INC REGD 3.65000000                                                                 | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18844.75     | 0.00%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION B 5.25% 11/15/48  | CONSTELLATION BRANDS INC REGD 5.25000000                                                       | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22663.89     | 0.00%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 09/02/25          | UNITED STATES TREASURY BILL ZCP 0.00000000                                                     | CUSIP: 912797QM2<br>LEI: N/A                  | Long             | STIV             | UST               | US        |    14000000 | PA      | $13998337.11  | 0.85%             | 2025-09-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#5116 5% 07/20/41      | GINNIE MAE II POOL P#5116 5.00000000                                                           | CUSIP: 36202FVH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7786 | PA      | $7926.37      | 0.00%             | 2041-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVES 4.125% 02/13/34  | EUROPEAN INVESTMENT BANK REGD 4.12500000                                                       | CUSIP: 298785KA3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $299707.37    | 0.02%             | 2034-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8205 2.5% 04/01/52     | FREDDIE MAC POOL UMBS P#SD8205 2.50000000                                                      | CUSIP: 3132DWDJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2105537 | PA      | $1758716.96   | 0.11%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINA 4.85% 03/29/29  | BROOKFIELD FINANCE INC REGD 4.85000000                                                         | CUSIP: 11271LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       25000 | PA      | $25419.87     | 0.00%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                             | CDX 2I65BRAD4 05.000 NA 06/20/2030 GOLDUS33 FIXED                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $262015.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 04/19/32        | BNP PARIBAS REGD V/R P/P 2.87100000                                                            | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $181331.34    | 0.01%             | 2032-04-19      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| PEPSICO INC 3.625% 03/19/50     | PEPSICO INC REGD 3.62500000                                                                    | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18652.27     | 0.00%             | 2050-03-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 3.9% 06/01/52  | CHARTER COMM OPT LLC/CAP REGD 3.90000000                                                       | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      451000 | PA      | $299286.80    | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0493 3.5% 06/01/48     | FREDDIE MAC POOL UMBS P#SD0493 3.50000000                                                      | CUSIP: 3132DMRN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      313420 | PA      | $290614.73    | 0.02%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5736 6% 06/01/55       | FANNIE MAE POOL UMBS P#MA5736 6.00000000                                                       | CUSIP: 31418FLS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2721683 | PA      | $2781904.80   | 0.17%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC 5.4% 07/15/34      | AUTOZONE INC REGD 5.40000000                                                                   | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51405.58     | 0.00%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4524 5% 05/01/53       | FANNIE MAE POOL UMBS P#FS4524 5.00000000                                                       | CUSIP: 3140XLA24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1118434 | PA      | $1114023.02   | 0.07%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC 4.75% 09/01/29    | COMMSCOPE LLC REGD 144A P/P 4.75000000                                                         | CUSIP: 203372AX5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       38000 | PA      | $37591.50     | 0.00%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| KENVUE INC 5.2% 03/22/63        | KENVUE INC REGD 5.20000000                                                                     | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22797.30     | 0.00%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7509 3% 11/01/49       | FREDDIE MAC POOL UMBS P#SD7509 3.00000000                                                      | CUSIP: 3132DVKW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1236695 | PA      | $1095682.47   | 0.07%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN  3.8% 03/01/45  | LOCKHEED MARTIN CORP REGD 3.80000000                                                           | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       50000 | PA      | $39655.76     | 0.00%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIE 4.8% 09/15/34  | UBER TECHNOLOGIES INC REGD 4.80000000                                                          | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      650000 | PA      | $642997.55    | 0.04%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC I 5.7% 03/15/28  | ARES STRATEGIC INCOME FU REGD SER WI 5.70000000                                                | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |      865000 | PA      | $877012.17    | 0.05%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5135 4% 09/01/53       | FANNIE MAE POOL UMBS P#MA5135 4.00000000                                                       | CUSIP: 31418EV56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2871314 | PA      | $2683069.19   | 0.16%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/24/31  | BANK OF AMERICA CORP REGD V/R MTN 1.92200000                                                   | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      585000 | PA      | $516586.11    | 0.03%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 2.2% 01/15/27    | AIR LEASE CORP REGD 2.20000000                                                                 | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48673.96     | 0.00%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODU 4.2% 01/31/50  | ENTERPRISE PRODUCTS OPER REGD 4.20000000                                                       | CUSIP: 29379VBW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $39391.24     | 0.00%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CO 4.3% 03/01/49  | UNION PACIFIC CORP REGD 4.30000000                                                             | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       35000 | PA      | $28729.31     | 0.00%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FNMA P#995112 05.500% 07/01/36  | FANNIE MAE POOL UMBS P#995112 5.50000000                                                       | CUSIP: 31416BN53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22297 | PA      | $23095.53     | 0.00%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN9700 3.67% 07/01/33    | FANNIE MAE POOL UMBS P#AN9700 3.67000000                                                       | CUSIP: 3138LNX63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8000000 | PA      | $7645785.52   | 0.46%             | 2033-07-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 08/15/27     | UNITED STATES TREASURY NOTE 3.75000000                                                         | CUSIP: 91282CLG4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     5000000 | PA      | $5010156.25   | 0.30%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MCAS 2019-01 M10 V/R 10/25/49   | MULTIFAMILY CONNECTICUT AVENUE SECUR SER 2019-01 CL M10 V/R REGD 144A P/P 7.71287000           | CUSIP: 62547NAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2858689 | PA      | $2906892.96   | 0.18%             | 2049-10-25      | Variable      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#MA3685 3% 06/01/49       | FANNIE MAE POOL UMBS P#MA3685 3.00000000                                                       | CUSIP: 31418DCX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      746955 | PA      | $656159.13    | 0.04%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER L V/R 02/15/56  | ENERGY TRANSFER LP REGD V/R 6.50000000                                                         | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      380000 | PA      | $378461.00    | 0.02%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMEN 4.15% 05/15/48  | TEXAS INSTRUMENTS INC REGD 4.15000000                                                          | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       50000 | PA      | $40981.31     | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/51  | JPMORGAN CHASE & CO REGD V/R 3.10900000                                                        | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      150000 | PA      | $100450.17    | 0.01%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN  5.875% 07/21/28  | JEFFERIES FIN GROUP INC REGD 5.87500000                                                        | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52163.92     | 0.00%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8027 4.5% 11/01/49     | FREDDIE MAC POOL UMBS P#SD8027 4.50000000                                                      | CUSIP: 3132DV4L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      180574 | PA      | $176105.62    | 0.01%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 2.875% 02/15/31  | T-MOBILE USA INC REGD 2.87500000                                                               | CUSIP: 87264ABT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $73483.05     | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN  6.375% 06/02/55  | SAUDI ARABIAN OIL CO REGD 144A P/P 6.37500000                                                  | CUSIP: 80414L3F0<br>LEI: N/A                  | Long             | DBT              | CORP              | SA        |      730000 | PA      | $752494.79    | 0.05%             | 2055-06-02      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PA 4% 01/15/32  | TARGA RESOURCES PARTNERS REGD 144A 4.00000000                                                  | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $37636.19     | 0.00%             | 2032-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LUMEN TECHNOLO 4.125% 04/15/30  | LUMEN TECHNOLOGIES INC REGD 144A P/P 4.12500000                                                | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      165000 | PA      | $162525.00    | 0.01%             | 2030-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VENTAS REALTY LP 3% 01/15/30    | VENTAS REALTY LP REGD 3.00000000                                                               | CUSIP: 92277GAU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23656.18     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4126 3% 12/20/46    | GINNIE MAE II POOL P#MA4126 3.00000000                                                         | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      269002 | PA      | $241870.47    | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.875% 11/14/48      | ABBVIE INC REGD 4.87500000                                                                     | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9029.40      | 0.00%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R /PERP/        | CITIGROUP INC REGD V/R /PERP/ SER FF 6.95000000                                                | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      210000 | PA      | $213765.51    | 0.01%             | 2174-05-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAW 2.5% 01/15/51  | BERKSHIRE HATHAWAY FIN REGD 2.50000000                                                         | CUSIP: 084664CX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $14782.01     | 0.00%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 5.9% 11/15/26      | ENBRIDGE INC REGD 5.90000000                                                                   | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $101778.06    | 0.01%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19-1 3.3% 12/15/32  | BRITISH AIR 19-1 AA PTT REGD 144A P/P 3.30000000                                               | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1235614 | PA      | $1163203.18   | 0.07%             | 2032-12-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| UNITED PARCEL S 4.25% 03/15/49  | UNITED PARCEL SERVICE REGD 4.25000000                                                          | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20225.66     | 0.00%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN  5.375% 06/02/35  | SAUDI ARABIAN OIL CO REGD 144A P/P 5.37500000                                                  | CUSIP: 80414L3B9<br>LEI: N/A                  | Long             | DBT              | CORP              | SA        |      655000 | PA      | $672969.23    | 0.04%             | 2035-06-02      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| COREWEAVE INC 9.25% 06/01/30    | COREWEAVE INC REGD 144A P/P 9.25000000                                                         | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50232.65     | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#BH0187 2.5% 04/01/32     | FANNIE MAE POOL UMBS P#BH0187 2.50000000                                                       | CUSIP: 3140GNF57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       51516 | PA      | $49663.27     | 0.00%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMD2 2019-FRR1 4 ZCP 05/25/52   | BMD2 RE-REMIC TRUST 2019-FRR1 SER 2019-FRR1 CL 4A ZCP REGD 144A P/P 0.00000000                 | CUSIP: 055631FB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1650000 | PA      | $1356725.54   | 0.08%             | 2052-05-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| KINDER MORGAN IN 5.2% 03/01/48  | KINDER MORGAN INC REGD 5.20000000                                                              | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22234.79     | 0.00%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL MUS 4% 06/13/31/EUR/  | UNIVERSAL MUSIC GROUP NV /EUR/ REGD REG S EMTN 4.00000000                                      | CUSIP: N90313CZ3<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $850533.67    | 0.05%             | 2031-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC 2.3% 06/01/27          | AT&T INC REGD SER * 2.30000000                                                                 | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96889.62     | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/31/31      | CITIGROUP INC REGD V/R 4.41200000                                                              | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      550000 | PA      | $548807.95    | 0.03%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 1.35% 02/03/27       | HUMANA INC REGD 1.35000000                                                                     | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       57000 | PA      | $54767.93     | 0.00%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL6672 5% 05/01/42       | FANNIE MAE POOL UMBS P#AL6672 5.00000000                                                       | CUSIP: 3138EPMW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34802 | PA      | $35462.29     | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 3.771% 05/24/61  | UNITED MEXICAN STATES REGD 3.77100000                                                          | CUSIP: 91087BAN0<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      565000 | PA      | $338706.20    | 0.02%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN  6.35% 02/09/35  | UNITED MEXICAN STATES REGD 6.35000000                                                          | CUSIP: 91087BAV2<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |     1700000 | PA      | $1760605.00   | 0.11%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 07/21/32  | GOLDMAN SACHS GROUP INC REGD V/R SER DMTN 2.38300000                                           | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1417289.84   | 0.09%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COM 2.65% 01/13/31  | WALT DISNEY COMPANY/THE REGD 2.65000000                                                        | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92960.49     | 0.01%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC 4.75% 05/12/35        | APPLE INC REGD 4.75000000                                                                      | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101567.31    | 0.01%             | 2035-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL C 5.875% 03/01/29  | ARES CAPITAL CORP REGD 5.87500000                                                              | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      320000 | PA      | $329341.49    | 0.02%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WALMART INC 5.625% 04/15/41     | WALMART INC REGD 5.62500000                                                                    | CUSIP: 931142DB6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26022.57     | 0.00%             | 2041-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV8477 3% 05/01/52       | FANNIE MAE POOL UMBS P#BV8477 3.00000000                                                       | CUSIP: 3140MNM37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1800102 | PA      | $1574793.98   | 0.10%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY 3.7% 04/15/50        | 3M COMPANY REGD 3.70000000                                                                     | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18201.91     | 0.00%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP  5.75% 06/28/54  | VODAFONE GROUP PLC REGD 5.75000000                                                             | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       50000 | PA      | $47811.19     | 0.00%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS COR 9% 02/15/30  | NOVA CHEMICALS CORP REGD 144A P/P 9.00000000                                                   | CUSIP: 66977WAU3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      150000 | PA      | $161302.65    | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| FAIRFAX FINL HL 6.35% 03/22/54  | FAIRFAX FINL HLDGS LTD REGD 6.35000000                                                         | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $25502.21     | 0.00%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 05/30/35            | BPCE SA REGD V/R 144A P/P 5.93600000                                                           | CUSIP: 05571AAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      530000 | PA      | $548055.58    | 0.03%             | 2035-05-30      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| REYNOLDS AMERICA 5.7% 08/15/35  | REYNOLDS AMERICAN INC REGD 5.70000000                                                          | CUSIP: 761713BA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25745.48     | 0.00%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 3.1% 11/15/29  | CROWN CASTLE INC REGD 3.10000000                                                               | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       69000 | PA      | $65472.93     | 0.00%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.75% 04/30/27     | UNITED STATES TREASURY NOTE 2.75000000                                                         | CUSIP: 91282CEN7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     3000000 | PA      | $2955234.36   | 0.18%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.969% 11/01/47    | COMCAST CORP REGD SER WI 3.96900000                                                            | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      153000 | PA      | $117154.86    | 0.01%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILI 5% 05/15/33  | PPL ELECTRIC UTILITIES REGD 5.00000000                                                         | CUSIP: 69351UBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25539.54     | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 03/31/29    | UNITED STATES TREASURY NOTE 4.12500000                                                         | CUSIP: 91282CKG5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     6000000 | PA      | $6101601.54   | 0.37%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS  6.65% 10/01/36  | ONEOK PARTNERS LP REGD 6.65000000                                                              | CUSIP: 68268NAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $27097.24     | 0.00%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV4226 2.5% 03/01/52     | FANNIE MAE POOL UMBS P#BV4226 2.50000000                                                       | CUSIP: 3140MHVU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      314474 | PA      | $261894.21    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SDART 2024-2 D 6.28% 05/15/28   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-2 SER 2024-2 CL D REGD 6.28000000                  | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2077856.40   | 0.13%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R03 2A1 V/R 03/25/45   | CONNECTICUT AVENUE SECURITIES TRUST 2025-R03 SER 2025-R03 CL 2A1 V/R REGD 144A P/P 5.79839000  | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      781502 | PA      | $787948.26    | 0.05%             | 2045-03-25      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHA 4.25% 01/15/49  | BERKSHIRE HATHAWAY FIN REGD 4.25000000                                                         | CUSIP: 084664CR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      460000 | PA      | $383950.22    | 0.02%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CR 6% 02/01/33  | ROYAL CARIBBEAN CRUISES REGD 144A P/P 6.00000000                                               | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     1950000 | PA      | $2004679.95   | 0.12%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BECTON DICKINS 4.685% 12/15/44  | BECTON DICKINSON & CO REGD 4.68500000                                                          | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       27000 | PA      | $23627.18     | 0.00%             | 2044-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2754 3.5% 04/20/45  | GINNIE MAE II POOL P#MA2754 3.50000000                                                         | CUSIP: 36179RBX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20547 | PA      | $19131.12     | 0.00%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  5.5% 03/01/30  | TARGA RESOURCES PARTNERS REGD 5.50000000                                                       | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      113000 | PA      | $115160.37    | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH  5.45% 01/23/39  | ANHEUSER-BUSCH INBEV WOR REGD 5.45000000                                                       | CUSIP: 03523TBU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51049.00     | 0.00%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 3.125% 12/01/30  | AIR LEASE CORP REGD 3.12500000                                                                 | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23342.30     | 0.00%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 4.45% 04/14/46      | PEPSICO INC REGD 4.45000000                                                                    | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22015.71     | 0.00%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC 6.25% 07/15/33      | OVINTIV INC REGD 6.25000000                                                                    | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      177000 | PA      | $184031.20    | 0.01%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HINTT 2020-A A 1.39% 10/09/39   | HIN TIMESHARE TRUST 2020-A SER 2020-A CL A REGD 144A P/P 1.39000000                            | CUSIP: 40439HAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      557143 | PA      | $535654.46    | 0.03%             | 2039-10-09      | Fixed         | 1.39%                 | Yes           |                  2 | On Loan: No      |
| MIZUHO FINANCIAL  V/R 07/10/31  | MIZUHO FINANCIAL GROUP REGD V/R 2.20100000                                                     | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $180357.22    | 0.01%             | 2031-07-10      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 07/15/26      | UNITED STATES TREASURY NOTE 4.50000000                                                         | CUSIP: 91282CHM6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1324000 | PA      | $1330628.92   | 0.08%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4582 2% 04/01/37       | FANNIE MAE POOL UMBS P#MA4582 2.00000000                                                       | CUSIP: 31418ECU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      713674 | PA      | $654887.01    | 0.04%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBA 4.95% 05/19/50  | PARAMOUNT GLOBAL REGD 4.95000000                                                               | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       48000 | PA      | $37619.86     | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP 5.45% 08/14/53  | MCDONALD'S CORP REGD 5.45000000                                                                | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24017.24     | 0.00%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4437 2% 10/01/51       | FANNIE MAE POOL UMBS P#MA4437 2.00000000                                                       | CUSIP: 31418D4X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4408064 | PA      | $3527412.33   | 0.21%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUB 7.05% 02/03/31  | DOMINICAN REPUBLIC REGD 144A P/P 7.05000000                                                    | CUSIP: 25714PET1<br>LEI: N/A                  | Long             | DBT              | USGA              | DO        |      185000 | PA      | $197718.75    | 0.01%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| CAJUN 2021-1  3.931% 11/20/26   | CAJUN GLOBAL LLC SER 2021-1 CL A2 REGD 144A P/P 3.93100000                                     | CUSIP: 12803VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      240625 | PA      | $236712.77    | 0.01%             | 2051-11-20      | Fixed         | 3.93%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SB8027 3% 01/01/35       | FREDDIE MAC POOL UMBS P#SB8027 3.00000000                                                      | CUSIP: 3132D54L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      131393 | PA      | $127155.47    | 0.01%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSA 3.35% 06/15/52  | ENTERGY ARKANSAS LLC REGD 3.35000000                                                           | CUSIP: 29366MAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       87000 | PA      | $59255.93     | 0.00%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM4874 2.5% 11/01/50     | FANNIE MAE POOL UMBS P#FM4874 2.50000000                                                       | CUSIP: 3140X8MY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1040974 | PA      | $888788.23    | 0.05%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.987% 11/01/63    | COMCAST CORP REGD SER WI 2.98700000                                                            | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      400000 | PA      | $222701.63    | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 5.05% 05/09/33  | VERIZON COMMUNICATIONS REGD 5.05000000                                                         | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       64000 | PA      | $65178.99     | 0.00%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.125% 11/15/32    | UNITED STATES TREASURY NOTE 4.12500000                                                         | CUSIP: 91282CFV8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1473000 | PA      | $1489226.01   | 0.09%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATI 5.95% 04/01/30  | SYSCO CORPORATION REGD 5.95000000                                                              | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26594.40     | 0.00%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU7089 2% 12/01/51       | FANNIE MAE POOL UMBS P#BU7089 2.00000000                                                       | CUSIP: 3140M82X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2116294 | PA      | $1688051.91   | 0.10%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WI TREASURY 3.875% 10/15/27     | UNITED STATES TREASURY NOTE 3.87500000                                                         | CUSIP: 91282CLQ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2000000 | PA      | $2010156.24   | 0.12%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CSX CORP 3.35% 09/15/49         | CSX CORP REGD 3.35000000                                                                       | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17339.53     | 0.00%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FI 5.25% 09/08/33  | BHP BILLITON FIN USA LTD REGD 5.25000000                                                       | CUSIP: 055451BE7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       50000 | PA      | $51598.46     | 0.00%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY I 5.4% 02/15/35  | COTERRA ENERGY INC REGD 5.40000000                                                             | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      590000 | PA      | $588394.83    | 0.04%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WYETH LLC 5.95% 04/01/37        | WYETH LLC REGD 5.95000000                                                                      | CUSIP: 983024AN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $53508.69     | 0.00%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINAN 5.7% 05/30/41  | BARRICK NA FINANCE LLC REGD 5.70000000                                                         | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25233.80     | 0.00%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 02/15/45     | UNITED STATES TREASURY BOND 4.75000000                                                         | CUSIP: 912810UJ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1248000 | PA      | $1229670.00   | 0.07%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC 10.75% 11/15/29  | SABRE GLBL INC REGD 144A P/P 10.75000000                                                       | CUSIP: 78573NAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1205000 | PA      | $1169443.13   | 0.07%             | 2029-11-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| BP CAPITAL MARKETS  V/R /PERP/  | BP CAPITAL MARKETS PLC REGD V/R /PERP/ 6.45000000                                              | CUSIP: 05565QDW5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1053870.00   | 0.06%             | 2174-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH ED 5.95% 06/01/55  | COMMONWEALTH EDISON CO REGD 5.95000000                                                         | CUSIP: 202795KB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       71000 | PA      | $73172.77     | 0.00%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA2244 3% 07/01/46       | FREDDIE MAC POOL UMBS P#QA2244 3.00000000                                                      | CUSIP: 31334YP50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       79231 | PA      | $71233.33     | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BC4752 3% 10/01/46       | FANNIE MAE POOL UMBS P#BC4752 3.00000000                                                       | CUSIP: 3140F0H64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      159994 | PA      | $144060.75    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 12/20/28  | BANK OF AMERICA CORP REGD V/R SER WI 3.41900000                                                | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      435000 | PA      | $427437.55    | 0.03%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE COR 3.95% 03/26/50  | PROGRESSIVE CORP REGD 3.95000000                                                               | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19466.14     | 0.00%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTA 4.95% 06/15/52  | INTERCONTINENTALEXCHANGE REGD 4.95000000                                                       | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45086.73     | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3182 3.5% 11/01/47     | FANNIE MAE POOL UMBS P#MA3182 3.50000000                                                       | CUSIP: 31418CRC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14168 | PA      | $13080.46     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 01/27/30  | NATWEST GROUP PLC REGD V/R 5.07600000                                                          | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $408770.02    | 0.02%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE 5.75% 07/01/30  | ASPEN INSURANCE HLDG LTD REGD 5.75000000                                                       | CUSIP: 04530DAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      805000 | PA      | $836139.48    | 0.05%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRANSURBA 4.225% 04/26/33/EUR/  | TRANSURBAN FINANCE CO /EUR/ REGD REG S EMTN 4.22500000                                         | CUSIP: Q9194UBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      200000 | PA      | $244200.28    | 0.01%             | 2033-04-26      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST 5.85% 03/15/32   | CONNECTICUT ST REGD N/C B/E 5.85000000                                                         | CUSIP: 20772GF45<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |      200000 | PA      | $216268.32    | 0.01%             | 2032-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 3.2% 11/21/29        | ABBVIE INC REGD SER WI 3.20000000                                                              | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1377935.12   | 0.08%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE &  6.5% 04/01/27  | AMERICAN AXLE & MFG INC REGD SER WI 6.50000000                                                 | CUSIP: 02406PAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $100706.60    | 0.01%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO 5.5% 03/15/55    | PHILLIPS 66 CO REGD 5.50000000                                                                 | CUSIP: 718547AX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $45711.53     | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNA 1.915% 02/01/27  | BAXTER INTERNATIONAL INC REGD 1.91500000                                                       | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48378.85     | 0.00%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/31/38  | GOLDMAN SACHS GROUP INC REGD V/R 4.01700000                                                    | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       50000 | PA      | $43985.30     | 0.00%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 06/30/29     | UNITED STATES TREASURY NOTE 4.25000000                                                         | CUSIP: 91282CKX8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     4000000 | PA      | $4087265.64   | 0.25%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMP 3.7% 03/23/27  | WALT DISNEY COMPANY/THE REGD 3.70000000                                                        | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199530.82    | 0.01%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 08/15/35     | UNITED STATES TREASURY NOTE 4.25000000                                                         | CUSIP: 91282CNT4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     3195000 | PA      | $3200741.03   | 0.19%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AQFIT 2020-AA  3.97% 12/17/25   | AQUA FINANCE TRUST 2020-A SER 2020-AA CL C REGD 144A P/P 3.97000000                            | CUSIP: 038413AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1438337 | PA      | $1403836.57   | 0.08%             | 2046-07-17      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC 4.65% 07/23/48    | CITIGROUP INC REGD 4.65000000                                                                  | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       70000 | PA      | $60714.14     | 0.00%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BAMLL 2024-FRR2  V/R 05/27/27   | BAMLL RE-REMIC TRUST 2024-FRR2 SER 2024-FRR2 CL C V/R REGD 144A P/P 1.22587400                 | CUSIP: 05493UAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1844860.80   | 0.11%             | 2050-07-27      | Variable      | 1.23%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#MA4876 6% 12/01/52       | FANNIE MAE POOL UMBS P#MA4876 6.00000000                                                       | CUSIP: 31418EM23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       53983 | PA      | $55546.55     | 0.00%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORK 7.5% 06/15/29  | BATH & BODY WORKS INC REGD 7.50000000                                                          | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      295000 | PA      | $303806.64    | 0.02%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 2.5% 09/15/50    | MICROSOFT CORP REGD 2.50000000                                                                 | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |       50000 | PA      | $30476.81     | 0.00%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 02/15/34        | UNITED STATES TREASURY NOTE 4.00000000                                                         | CUSIP: 91282CJZ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     4275000 | PA      | $4249366.72   | 0.26%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLI 6% 06/01/54  | SOUTHWESTERN PUBLIC SERV REGD 6.00000000                                                       | CUSIP: 845743BX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      550000 | PA      | $551680.09    | 0.03%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDI 5.3% 03/01/28  | SOUTHERN CAL EDISON REGD 5.30000000                                                            | CUSIP: 842400HU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      310000 | PA      | $317037.29    | 0.02%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| INDONESIA 6.875% 04/15/29/IDR/  | INDONESIA GOVERNMENT /IDR/ REGD SER 101 6.87500000                                             | CUSIP: Y6S86ZA58<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        | 29000000000 | PA      | $1836038.61   | 0.11%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROCC 2024-CNTR 5.93% 11/13/29   | ROCK TRUST 2024-CNTR SER 2024-CNTR CL B REGD 144A P/P 5.93035000                               | CUSIP: 74970WAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1900000 | PA      | $1966968.16   | 0.12%             | 2041-11-13      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC 4.2% 04/01/43    | HOME DEPOT INC REGD 4.20000000                                                                 | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21359.01     | 0.00%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTI 5.875% 03/15/33  | HILTON DOMESTIC OPERATIN REGD 144A P/P 5.87500000                                              | CUSIP: 432833AR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      215000 | PA      | $219654.11    | 0.01%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SHELL FINANCE US I 4% 05/10/46  | SHELL FINANCE US IN REGD SER * 4.00000000                                                      | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      340000 | PA      | $271299.44    | 0.02%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP 2.6% 07/15/32      | NEWMONT CORP REGD 2.60000000                                                                   | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |       61000 | PA      | $54556.10     | 0.00%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7767 2.5% 12/20/51  | GINNIE MAE II POOL P#MA7767 2.50000000                                                         | CUSIP: 36179WTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9892932 | PA      | $8443402.77   | 0.51%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFO 4.858% 05/15/12  | UNIV OF CALIFORNIA REVENUES REGD N/C B/E 4.85800000                                            | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       25000 | PA      | $20760.36     | 0.00%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC 4.25% 04/01/52   | LOWE'S COS INC REGD 4.25000000                                                                 | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19402.64     | 0.00%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CORNING INC 4.375% 11/15/57     | CORNING INC REGD 4.37500000                                                                    | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19982.97     | 0.00%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 5.6% 02/21/54        | INTEL CORP REGD 5.60000000                                                                     | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22767.81     | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4855 5% 11/20/40      | GINNIE MAE II POOL P#4855 5.00000000                                                           | CUSIP: 36202FMC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8115 | PA      | $8276.10      | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#729038 5% 02/15/40       | GINNIE MAE I POOL P#729038 5.00000000                                                          | CUSIP: 3620AF4X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20253 | PA      | $20627.31     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC 4.5% 02/23/36         | APPLE INC REGD 4.50000000                                                                      | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25111.06     | 0.00%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP 5.9% 04/30/54    | SOLVENTUM CORP REGD 5.90000000                                                                 | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |      465000 | PA      | $466107.09    | 0.03%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.95% 03/15/31       | ABBVIE INC REGD 4.95000000                                                                     | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      180000 | PA      | $185861.29    | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3016 3% 06/01/52       | FREDDIE MAC POOL UMBS P#SD3016 3.00000000                                                      | CUSIP: 3132DQK54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2613063 | PA      | $2286780.64   | 0.14%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AKER BP A 1.125% 05/12/29/EUR/  | AKER BP ASA /EUR/ REGD REG S EMTN 1.12500000                                                   | CUSIP: R0139KAE0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      600000 | PA      | $655870.17    | 0.04%             | 2029-05-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 6.338% 05/04/53  | UNITED MEXICAN STATES REGD 6.33800000                                                          | CUSIP: 91087BAX8<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      200000 | PA      | $185220.00    | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS &  3.5% 08/15/46  | BALTIMORE GAS & ELECTRIC REGD 3.50000000                                                       | CUSIP: 059165EH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        6000 | PA      | $4406.44      | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 5.834% 02/20/31  | BAT CAPITAL CORP REGD 5.83400000                                                               | CUSIP: 05526DBY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $111057.19    | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8128 2% 02/01/51       | FREDDIE MAC POOL UMBS P#SD8128 2.00000000                                                      | CUSIP: 3132DWA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3039760 | PA      | $2439030.13   | 0.15%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 05/31/30        | UNITED STATES TREASURY NOTE 4.00000000                                                         | CUSIP: 91282CNG2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1847000 | PA      | $1872324.11   | 0.11%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0478 4% 01/01/45       | FREDDIE MAC POOL UMBS P#SD0478 4.00000000                                                      | CUSIP: 3132DMQ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      773091 | PA      | $751121.01    | 0.05%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP 7% 01/15/27   | ARES CAPITAL CORP REGD 7.00000000                                                              | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25771.52     | 0.00%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 01/27/32  | GOLDMAN SACHS GROUP INC REGD V/R 1.99200000                                                    | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       57000 | PA      | $50059.83     | 0.00%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| GNMA P#617567 6% 06/15/37       | GINNIE MAE I POOL P#617567 6.00000000                                                          | CUSIP: 36290UCC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         399 | PA      | $418.66       | 0.00%             | 2037-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 12/15/27        | UNITED STATES TREASURY NOTE 4.00000000                                                         | CUSIP: 91282CMB4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1086000 | PA      | $1095502.50   | 0.07%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF MINNES 4.048% 04/01/52  | UNIV OF MINNESOTA MN REGD N/C B/E 4.04800000                                                   | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      260000 | PA      | $206598.21    | 0.01%             | 2052-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.75% 05/15/46         | AT&T INC REGD 4.75000000                                                                       | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      132000 | PA      | $115022.13    | 0.01%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SAMI 2005-AR5 A3 V/R 07/19/35   | STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2005-AR5 SER 2005-AR5 CL A3 V/R REGD 4.96773000 | CUSIP: 86359LPF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       24982 | PA      | $24514.64     | 0.00%             | 2035-07-19      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| GAM 2022-FRR3 CK ZCP 01/27/52   | GAM RE-REMIC TRUST 2022-FRR3 SER 2022-FRR3 CL CK89 ZCP REGD 144A P/P 0.00000000                | CUSIP: 36459DCS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      750000 | PA      | $588492.00    | 0.04%             | 2052-01-27      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CO 7.081% 08/02/53  | BAT CAPITAL CORP REGD 7.08100000                                                               | CUSIP: 054989AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      183000 | PA      | $203622.82    | 0.01%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP 4.625% 02/01/29    | CALPINE CORP REGD 144A P/P 4.62500000                                                          | CUSIP: 131347CP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $346054.14    | 0.02%             | 2029-02-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA8042 2.5% 05/20/52  | GINNIE MAE II POOL P#MA8042 2.50000000                                                         | CUSIP: 36179W5B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      246815 | PA      | $210651.36    | 0.01%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE 3.625% 10/01/29     | GAP INC/THE REGD 144A P/P 3.62500000                                                           | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |      130000 | PA      | $122032.79    | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS V/R /PERP/          | BNP PARIBAS REGD V/R /PERP/ 144A P/P 8.00000000                                                | CUSIP: 05602XDJ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $212846.80    | 0.01%             | 2174-08-22      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDI 2.9% 02/10/29  | FORD MOTOR CREDIT CO LLC REGD 2.90000000                                                       | CUSIP: 345397B93<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      220000 | PA      | $202551.49    | 0.01%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP 2.6% 10/01/50      | DANAHER CORP REGD 2.60000000                                                                   | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |       25000 | PA      | $15094.90     | 0.00%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB3493 4.5% 09/01/41     | FANNIE MAE POOL UMBS P#AB3493 4.50000000                                                       | CUSIP: 31416Y3B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1136 | PA      | $1136.12      | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.15% 11/15/30     | BROADCOM INC REGD SER WI 4.15000000                                                            | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      377000 | PA      | $373282.55    | 0.02%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/11/27  | BANK OF AMERICA CORP REGD V/R SER N 1.65800000                                                 | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      740000 | PA      | $729564.67    | 0.04%             | 2027-03-11      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY L 2.65% 11/15/33  | KILROY REALTY LP REGD 2.65000000                                                               | CUSIP: 49427RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $20213.78     | 0.00%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN S 4.6% 02/10/48  | UNITED MEXICAN STATES REGD 4.60000000                                                          | CUSIP: 91087BAD2<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      225000 | PA      | $170077.50    | 0.01%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP  4.6% 02/01/33  | KIMCO REALTY OP LLC REGD 4.60000000                                                            | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24627.08     | 0.00%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 5.875% 12/16/36  | HOME DEPOT INC REGD 5.87500000                                                                 | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       50000 | PA      | $54044.29     | 0.00%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CO V/R 05/19/29  | CHARLES SCHWAB CORP REGD V/R 5.64300000                                                        | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52005.32     | 0.00%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT2720 3% 05/01/43       | FANNIE MAE POOL UMBS P#AT2720 3.00000000                                                       | CUSIP: 3138WQAW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      412774 | PA      | $377620.01    | 0.02%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EFF 2025-2 A4 4.58% 02/20/30    | ENTERPRISE FLEET FINANCING 2025-2 LLC SER 2025-2 CL A4 REGD 144A P/P 4.58000000                | CUSIP: 29375TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1440000 | PA      | $1461210.34   | 0.09%             | 2031-12-22      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM I 4.125% 06/15/29  | DT MIDSTREAM INC REGD 144A P/P 4.12500000                                                      | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $175051.28    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ASIAN DEVELOPM 3.875% 09/28/32  | ASIAN DEVELOPMENT BANK REGD MTN SER GMTN 3.87500000                                            | CUSIP: 045167FT5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |      200000 | PA      | $198636.68    | 0.01%             | 2032-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS IN 3.2% 02/10/27  | GENERAL MILLS INC REGD 3.20000000                                                              | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49340.96     | 0.00%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTN 6% 03/01/27  | TALLGRASS NRG PRTNR/FIN REGD 144A P/P 6.00000000                                               | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $149911.47    | 0.01%             | 2027-03-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BHP BILLITON FI 5.25% 09/08/30  | BHP BILLITON FIN USA LTD REGD 5.25000000                                                       | CUSIP: 055451BD9<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       25000 | PA      | $26096.50     | 0.00%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN  4.7% 05/15/46  | LOCKHEED MARTIN CORP REGD 4.70000000                                                           | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44650.98     | 0.00%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 2.75% 05/15/40  | UNITEDHEALTH GROUP INC REGD 2.75000000                                                         | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18147.99     | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SPRO 2024-1A  6.174% 01/25/31   | SERVPRO MASTER ISSUER LLC SER 2024-1A CL A2 REGD 144A P/P 6.17400000                           | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1305125 | PA      | $1352958.35   | 0.08%             | 2054-01-25      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GRO 3.5% 08/15/39  | UNITEDHEALTH GROUP INC REGD 3.50000000                                                         | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       50000 | PA      | $40584.38     | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER C 3.45% 10/01/49  | ALABAMA POWER CO REGD 3.45000000                                                               | CUSIP: 010392FT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $42515.04     | 0.00%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN E 6.95% 01/15/38  | KINDER MORGAN ENER PART REGD MTN 6.95000000                                                    | CUSIP: 494550AW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $27848.85     | 0.00%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATO 4.75% 11/30/36  | ABBOTT LABORATORIES REGD 4.75000000                                                            | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49699.10     | 0.00%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLOR 4.2% 07/15/48  | DUKE ENERGY FLORIDA LLC REGD 4.20000000                                                        | CUSIP: 26444HAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       24000 | PA      | $19266.67     | 0.00%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 07/15/27    | UNITED STATES TREASURY NOTE 4.37500000                                                         | CUSIP: 91282CKZ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | PA      | $1012929.69   | 0.06%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC 5.625% 04/15/53  | LOWE'S COS INC REGD 5.62500000                                                                 | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47797.33     | 0.00%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S COR 6.3% 03/01/38    | MCDONALD'S CORP REGD MTN 6.30000000                                                            | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       25000 | PA      | $27437.19     | 0.00%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| OCTL 2024-1A B 5.66% 06/20/27   | OCTANE RECEIVABLES TRUST 2024-1 SER 2024-1A CL B REGD 144A P/P 5.66000000                      | CUSIP: 67571FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      933000 | PA      | $946510.03    | 0.06%             | 2030-05-20      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#QD5748 2% 02/01/52       | FREDDIE MAC POOL UMBS P#QD5748 2.00000000                                                      | CUSIP: 3133B3L54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1596711 | PA      | $1273268.40   | 0.08%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVES 4.625% 02/12/35  | EUROPEAN INVESTMENT BANK REGD 4.62500000                                                       | CUSIP: 298785KH8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $206209.10    | 0.01%             | 2035-02-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMO 5.319% 11/15/38  | DUPONT DE NEMOURS INC REGD 5.31900000                                                          | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |       32000 | PA      | $33368.37     | 0.00%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINAN 5.375% 03/04/46  | MANULIFE FINANCIAL CORP REGD 5.37500000                                                        | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $24632.35     | 0.00%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AON CORP 4.5% 12/15/28          | AON CORP REGD 4.50000000                                                                       | CUSIP: 037389BB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       22000 | PA      | $22214.39     | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 05/15/28     | UNITED STATES TREASURY NOTE 3.75000000                                                         | CUSIP: 91282CND9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1521000 | PA      | $1527179.06   | 0.09%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANA 4.5% 05/15/47  | REPUBLIC OF PANAMA REGD 4.50000000                                                             | CUSIP: 698299BG8<br>LEI: N/A                  | Long             | DBT              | USGA              | PA        |      530000 | PA      | $390435.10    | 0.02%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/ 5.6% 02/15/54  | DOW CHEMICAL CO/THE REGD 5.60000000                                                            | CUSIP: 260543DK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $22280.77     | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC  5.55% 08/01/33  | ARIZONA PUBLIC SERVICE REGD 5.55000000                                                         | CUSIP: 040555DG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25945.46     | 0.00%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NEWS CORP 3.875% 05/15/29       | NEWS CORP REGD 144A P/P 3.87500000                                                             | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     2207000 | PA      | $2133141.20   | 0.13%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| PRESBYTERIAN H 4.875% 08/01/52  | PRESBYTERIAN HEALTHC SER REGD 4.87500000                                                       | CUSIP: 74071PAB9<br>LEI: 549300PILQ3W3CCH7D05 | Long             | DBT              | CORP              | US        |       90000 | PA      | $79183.09     | 0.00%             | 2052-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/24/36  | JPMORGAN CHASE & CO REGD V/R 5.50200000                                                        | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103328.44    | 0.01%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADI 4.125% 07/01/30  | SIRIUS XM RADIO LLC REGD 144A P/P 4.12500000                                                   | CUSIP: 82967NBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      290000 | PA      | $269925.94    | 0.02%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| US TREAS BDS 2.5% 02/15/46      | UNITED STATES TREASURY BOND 2.50000000                                                         | CUSIP: 912810RQ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      370000 | PA      | $253854.69    | 0.02%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL R 4.95% 06/01/47  | CANADIAN NATL RESOURCES REGD MTN SER GMTN 4.95000000                                           | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $43291.44     | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 11/15/33      | UNITED STATES TREASURY NOTE 4.50000000                                                         | CUSIP: 91282CJJ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2694000 | PA      | $2778082.27   | 0.17%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION 6.388% 09/15/33  | BROOKLYN UNION GAS CO REGD 144A P/P 6.38800000                                                 | CUSIP: 114259AX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      790000 | PA      | $842581.41    | 0.05%             | 2033-09-15      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO 4.9% 11/17/45  | WELLS FARGO & COMPANY REGD MTN SER GMTN 4.90000000                                             | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17723.42     | 0.00%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 10/27/28      | CITIGROUP INC REGD V/R 3.52000000                                                              | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2540000 | PA      | $2501294.24   | 0.15%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| HERTZ 2023-4A  6.15% 03/25/29   | HERTZ VEHICLE FINANCING III LLC SER 2023-4A CL A REGD 144A P/P 6.15000000                      | CUSIP: 42806MCE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      270000 | PA      | $282959.84    | 0.02%             | 2030-03-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#MA3027 4% 06/01/47       | FANNIE MAE POOL UMBS P#MA3027 4.00000000                                                       | CUSIP: 31418CLH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       57882 | PA      | $55374.50     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY  5.55% 01/15/28  | DIGITAL REALTY TRUST LP REGD 5.55000000                                                        | CUSIP: 25389JAV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25757.56     | 0.00%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 05/09/31   | DEUTSCHE BANK NY REGD V/R 5.29700000                                                           | CUSIP: 251526DA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $153683.00    | 0.01%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8674 6.5% 08/01/54     | FANNIE MAE POOL UMBS P#FS8674 6.50000000                                                       | CUSIP: 3140XQT80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      274924 | PA      | $286238.23    | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8426 4% 11/20/52    | GINNIE MAE II POOL P#MA8426 4.00000000                                                         | CUSIP: 36179XLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1193140 | PA      | $1121969.37   | 0.07%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.375% 09/27/54     | ORACLE CORP REGD 5.37500000                                                                    | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      350000 | PA      | $312321.30    | 0.02%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC 4.8% 02/14/29  | ALTRIA GROUP INC REGD 4.80000000                                                               | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      300000 | PA      | $304792.64    | 0.02%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANA 4.5% 01/19/63  | REPUBLIC OF PANAMA REGD 4.50000000                                                             | CUSIP: 698299BS2<br>LEI: N/A                  | Long             | DBT              | USGA              | PA        |     1420000 | PA      | $968937.00    | 0.06%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WFCM 2018-C44 3.948% 05/15/51   | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C44 SER 2018-C44 CL A4 REGD 3.94800000              | CUSIP: 95001JAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      248040 | PA      | $245766.39    | 0.01%             | 2051-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 6.375% 06/01/37       | AMGEN INC REGD 6.37500000                                                                      | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       25000 | PA      | $27557.29     | 0.00%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSUR V/R /PERP/  | DAI-ICHI LIFE INSURANCE REGD V/R /PERP/ 144A P/P 6.20000000                                    | CUSIP: 23381LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |     1520000 | PA      | $1579795.28   | 0.10%             | 2174-07-16      | Variable      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| CUMMINS INC 2.6% 09/01/50       | CUMMINS INC REGD 2.60000000                                                                    | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |       25000 | PA      | $14876.99     | 0.00%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S COR 3.625% 09/01/49  | MCDONALD'S CORP REGD MTN 3.62500000                                                            | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       70000 | PA      | $50956.27     | 0.00%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC 4.375% 03/15/35   | MEDTRONIC INC REGD SER WI 4.37500000                                                           | CUSIP: 585055BT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $48648.35     | 0.00%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4399 2.5% 08/01/51     | FANNIE MAE POOL UMBS P#MA4399 2.50000000                                                       | CUSIP: 31418D3H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1765706 | PA      | $1474483.49   | 0.09%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 4.375% 04/15/40  | T-MOBILE USA INC REGD SER WI 4.37500000                                                        | CUSIP: 87264AAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $88902.19     | 0.01%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL G 3.635% 06/30/50  | ARCH CAPITAL GROUP LTD REGD 3.63500000                                                         | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |       25000 | PA      | $18104.18     | 0.00%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQU 5.9% 09/15/37  | SABINE PASS LIQUEFACTION REGD SER WI 5.90000000                                                | CUSIP: 785592AZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      134000 | PA      | $141220.32    | 0.01%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS C 5.5% 01/15/55  | CONOCOPHILLIPS COMPANY REGD 5.50000000                                                         | CUSIP: 20826FBM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1570000 | PA      | $1481478.55   | 0.09%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINA 5.75% 05/01/43  | BARRICK NA FINANCE LLC REGD 5.75000000                                                         | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25451.41     | 0.00%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TARGET CORP 3.625% 04/15/46     | TARGET CORP REGD 3.62500000                                                                    | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18782.98     | 0.00%             | 2046-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019 4.15% 08/25/31  | UNITED AIR 2019-1 AA PTT REGD SER AA 4.15000000                                                | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       41240 | PA      | $39972.20     | 0.00%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5183 2.5% 12/01/50     | FANNIE MAE POOL UMBS P#FM5183 2.50000000                                                       | CUSIP: 3140X8XM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      856686 | PA      | $720627.23    | 0.04%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP 1.7% 05/15/27          | IBM CORP REGD 1.70000000                                                                       | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96263.64     | 0.01%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATION 3.75% 03/15/27  | RPM INTERNATIONAL INC REGD 3.75000000                                                          | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |      163000 | PA      | $161745.39    | 0.01%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 2.259% 03/25/28  | BAT CAPITAL CORP REGD 2.25900000                                                               | CUSIP: 05526DBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      148000 | PA      | $140995.37    | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP 3.5% 04/01/50       | NVIDIA CORP REGD 3.50000000                                                                    | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      510000 | PA      | $379782.12    | 0.02%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS  6% 04/15/34  | VISTRA OPERATIONS CO LLC REGD 144A P/P 6.00000000                                              | CUSIP: 92840VAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      710000 | PA      | $740464.16    | 0.04%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#SD0728 2.5% 10/01/51     | FREDDIE MAC POOL UMBS P#SD0728 2.50000000                                                      | CUSIP: 3132DMYZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1527629 | PA      | $1286539.64   | 0.08%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4963 4% 01/20/48    | GINNIE MAE II POOL P#MA4963 4.00000000                                                         | CUSIP: 36179TQQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      167682 | PA      | $158767.69    | 0.01%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC V/R 03/28/35      | AIB GROUP PLC REGD V/R 144A P/P MTN 5.87100000                                                 | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $207953.62    | 0.01%             | 2035-03-28      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 03/13/28  | HSBC HOLDINGS PLC REGD V/R 4.04100000                                                          | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $199264.12    | 0.01%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CO 3.55% 03/30/52  | BERKLEY (WR) CORPORATION REGD 3.55000000                                                       | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17267.77     | 0.00%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NI 7.143% 02/23/30  | REPUBLIC OF NIGERIA REGD 144A P/P 7.14300000                                                   | CUSIP: 65412JAD5<br>LEI: N/A                  | Long             | DBT              | USGA              | NG        |      260000 | PA      | $258486.49    | 0.02%             | 2030-02-23      | Fixed         | 7.14%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA9171 5.5% 09/20/53  | GINNIE MAE II POOL P#MA9171 5.50000000                                                         | CUSIP: 36179YFL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      697758 | PA      | $707203.37    | 0.04%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 11/15/33       | UBS GROUP AG REGD V/R P/P 9.01600000                                                           | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      250000 | PA      | $311406.47    | 0.02%             | 2033-11-15      | Variable      | 9.02%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF S 8% 01/31/30/ZAR/  | REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER 2030 8.00000000                                        | CUSIP: S69124VP7<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |    32010000 | PA      | $1808960.32   | 0.11%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** Morgan Stanley Pathway Funds

**Signature:** Francis Smith

**Name of Signer:** Francis Smith

**Title:** Chief Financial Officer