# EDGAR Filing Document

**Accession Number:** 0001872555
**File Stem:** 0002048251-25-003845
**Filing Date:** 2025-12
**Character Count:** 656100
**Document Hash:** e751dcada1ef40983cdd8931332bf94c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-25-003845.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0002048251-25-003845

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Catholic Responsible Investments Funds
- **CENTRAL INDEX KEY:** 0001872555

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23718
- **FILM NUMBER:** 251610288

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610-676-1000

**MAIL ADDRESS:**
- **STREET 1:** ONE FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456

## Series and Classes Contracts Data

### CATHOLIC RESPONSIBLE INVESTMENTS BOND FUND (Series ID: S000073781)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000230946 | Investor Shares      | CRBVX           |
| C000230947 | Institutional Shares | CRBSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Catholic Responsible Investments Funds

- **b. Investment Company Act file number:** 811-23718

- **c. CIK number of Registrant:** 0001872555

- **d. LEI of Registrant:** 549300NTV87BU611VE10

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

  - **Street Address 1:** ONE FREEDOM VALLEY DRIVE

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 6106761000

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

- **a. Name of Series:** Catholic Responsible Investments Bond Fund

- **b. EDGAR series identifier (if any):** S000073781

- **c. LEI of Series:** 5493000Q8BNKWRYPCW50

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $2489830958.03

**Total Liabilities:** $11071007.40

**Net Assets:** $2478759950.63

**Cash Not Reported:** $196.83

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3291.19926463 | **1-Year:** -71974.36136355 | **5-Year:** -203096.87121421 | **10-Year:** -240430.62749521 | **30-Year:** -107405.98498538

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

- **3-Month:** -1918.88717096 | **1-Year:** -26245.40825960 | **5-Year:** -62613.42742635 | **10-Year:** -55793.07189621 | **30-Year:** -12487.80403946

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000230947 | 0.57%                | 1.10%                | 1.07%                |
| Class ID C000230946 | 0.56%                | 1.08%                | 1.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $834230.08               | $3141556.02                                |
| Month 2  | $1600296.61              | $13068952.66                               |
| Month 3  | $1009989.27              | $15989492.85                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CITIGROUP INC.                                                                             | CITIGROUP INC 4.000000% MATURITY: PERPETUAL                                       | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5725000 | PA      | $5713669.08   | 0.23%             | 2174-03-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OBERLIN COLLEGE                                                                            | OBERLIN COLLEGE 2.874000% 10/01/2051                                              | CUSIP: 674241AB0<br>LEI: PEENSVLBKCCBLAO0OM26 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $640426.77    | 0.03%             | 2051-10-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 5.576000% 07/23/2036                                          | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1099174.42   | 0.04%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| WLB Asset VI Pte. Ltd.                                                                     | WLB ASSET VI PTE LTD 144A 7.250000% 12/21/2027                                    | CUSIP: ZG6473158<br>LEI: 254900M29A8RHZTF4J92 | Long             | DBT              | NUSS              | MU        |   1500000 | PA      | $1566393.57   | 0.06%             | 2027-12-21      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2013-128 CF                                                 | CUSIP: 3136AHPA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    200469 | PA      | $199279.08    | 0.01%             | 2043-12-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AE0287                                                         | CUSIP: 31419AJ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1999 | PA      | $2020.18      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS, INC.                                                                         | SBL HOLDINGS INC 144A 5.900000% 09/26/2028                                        | CUSIP: 78397DAE8<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    681000 | PA      | $677266.43    | 0.03%             | 2028-09-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 07/15/2028                                              | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  41340000 | PA      | $41627441.98  | 1.68%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KBC GROEP NV                                                                               | KBC GROUP NV 144A 4.454000% 09/23/2031                                            | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | NUSS              | BE        |   1680000 | PA      | $1670766.57   | 0.07%             | 2031-09-23      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 2B3821                                               | CUSIP: 31326JG61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      8138 | PA      | $8404.62      | 0.00%             | 2045-02-01      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.375000% 08/15/2043                                              | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2740000 | PA      | $2665078.13   | 0.11%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                               | NEW YORK LIFE GLOBAL FUNDING MTN 4.150000% 07/25/2028                             | CUSIP: 64952WFP3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1505355.77   | 0.06%             | 2028-07-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 2084 ZC                                                    | CUSIP: 3133TG5U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     12522 | PA      | $12744.74     | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                            | HERTZ VEHICLE FINANCING LLC HERTZ 2022-2A A                                       | CUSIP: 42806MAN9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1235000 | PA      | $1200171.27   | 0.05%             | 2028-06-26      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                      | DOMINION ENERGY INC 2.250000% 08/15/2031                                          | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4117061.04   | 0.17%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 0.625000% 05/15/2030                                              | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5175000 | PA      | $4518421.88   | 0.18%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.250000% 08/15/2031                                              | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2695000 | PA      | $2341807.61   | 0.09%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                                    | ROYAL BANK OF CANADA MTN 5.153000% 02/04/2031                                     | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | CA        |    565000 | PA      | $581538.63    | 0.02%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                        | COMM 2022-HC MORTGAGE TRUST COMM 2022-HC A                                        | CUSIP: 12659DAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1390000 | PA      | $1334087.67   | 0.05%             | 2039-01-10      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                    | HYUNDAI CAPITAL AMERICA MTN 4.250000% 09/18/2028                                  | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    380000 | PA      | $379059.08    | 0.02%             | 2028-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                             | CHARLES SCHWAB CORP/THE 4.000000% MATURITY: PERPETUAL                             | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   4910000 | PA      | $4865275.30   | 0.20%             | 2174-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 1Q0044                                               | CUSIP: 3128S4BM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      4798 | PA      | $4898.11      | 0.00%             | 2036-04-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                  | ARES CAPITAL CORP 7.000000% 01/15/2027                                            | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    487000 | PA      | $500171.16    | 0.02%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                                               | ALCOA NEDERLAND HOLDING BV 144A 7.125000% 03/15/2031                              | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | NUSS              | US        |   1030000 | PA      | $1088636.87   | 0.04%             | 2031-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-3 WLAKE 2025-3A A3                     | CUSIP: 96043QAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    430000 | PA      | $429725.02    | 0.02%             | 2029-06-15      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2010-136 BA                                                 | CUSIP: 31398SSG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     96926 | PA      | $95519.43     | 0.00%             | 2030-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                             | ELEMENT FLEET MANAGEMENT CORP 144A 5.037000% 03/25/2030                           | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | NUSS              | CA        |    355000 | PA      | $362329.70    | 0.01%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE TRUST 2004-W2 FNW 2004-W2 2A2                                          | CUSIP: 31393XGQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      7367 | PA      | $7631.77      | 0.00%             | 2044-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL1900                                                         | CUSIP: 3138EJDE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3034 | PA      | $3030.18      | 0.00%             | 2026-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONE BRYANT PARK TRUST                                                                      | ONE BRYANT PARK TRUST 2019-OBP OBP 2019-OBP A                                     | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3385000 | PA      | $3122312.49   | 0.13%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BM5704                                                         | CUSIP: 3140JAKS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    123227 | PA      | $124966.21    | 0.01%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2025-1 VERUS 2025-1 A3                                 | CUSIP: 92540TAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1762391 | PA      | $1774609.91   | 0.07%             | 2070-01-25      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 735503                                                         | CUSIP: 31402RDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     26089 | PA      | $27251.12     | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                      | ATHENE GLOBAL FUNDING 144A 5.380000% 01/07/2030                                   | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    810000 | PA      | $830871.82    | 0.03%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG H09203                                                   | CUSIP: 3128UNGL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      2752 | PA      | $2785.28      | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PORT LIONS ALASKA REV                                                                      | PORT LIONS AK REVENUE CITY OF PORT LIONS AK                                       | CUSIP: 734707AB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3025000 | PA      | $3177030.15   | 0.13%             | 2052-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                                   | OCTANE RECEIVABLES TRUST 2025-1 OCTL 2025-1A A2                                   | CUSIP: 67580EAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    930000 | PA      | $928657.55    | 0.04%             | 2031-02-20      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                              | FORD MOTOR CREDIT CO LLC 5.303000% 09/06/2029                                     | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1132633.13   | 0.05%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8147                                                      | CUSIP: 36179XBQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1241206 | PA      | $1076718.99   | 0.04%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA7655                                                        | CUSIP: 3133KPQG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   7939939 | PA      | $7361521.49   | 0.30%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2024-P0 FHMR 2024-P016 A2              | CUSIP: 3137HDJU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2500000 | PA      | $2527086.50   | 0.10%             | 2033-09-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| AGL CLO LTD                                                                                | AGL CLO 11 LTD AGL 2021-11A CR                                                    | CUSIP: 00851TAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2746359.00   | 0.11%             | 2038-10-15      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RQ0013                                                        | CUSIP: 3142J6AP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1252426 | PA      | $1265897.44   | 0.05%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY CMNTY FACS DIST NO 2014-1 SPL TAX                          | SAN FRANCISCO CITY & CNTY CA C CITY & COUNTY OF SAN FRANCISCO CA COMMUNITY FACILI | CUSIP: 79772EEU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1286068.13   | 0.05%             | 2051-09-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                            | SANTANDER UK GROUP HOLDINGS PLC 5.136000% 09/22/2036                              | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | NUSS              | GB        |    570000 | PA      | $564510.68    | 0.02%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07504                                                   | CUSIP: 3128M9U59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     14679 | PA      | $14781.24     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 2.850000% 09/03/2041                                   | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1805691.58   | 0.07%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.125000% 02/15/2031                                              | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2385000 | PA      | $2093489.65   | 0.08%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MONTGOMERY CNTY MD HSG OPPTYS COMMN LTD OBLIG                                              | MONTGOMERY CNTY MD HSG OPPORTU MONTGOMERY COUNTY HOUSING OPPORTUNITIES COMMISSION | CUSIP: 61335AAS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $995122.40    | 0.04%             | 2044-12-01      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.625000% 04/30/2029                                              | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  16000000 | PA      | $16516249.92  | 0.67%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO SELECT RECEIVABLES ISSUER TRUST 2025-4 GSAR 2025-4A A2                   | CUSIP: 36273DAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    305000 | PA      | $304753.83    | 0.01%             | 2031-02-18      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                                 | TORONTO-DOMINION BANK/THE 4.568000% 12/17/2026                                    | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |   9100000 | PA      | $9149907.49   | 0.37%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                        | COMM 2022-HC MORTGAGE TRUST COMM 2022-HC C                                        | CUSIP: 12659DAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1570000 | PA      | $1482710.04   | 0.06%             | 2039-01-10      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| VOLOFIN FINANCE (IRELAND) DESIGNATED ACTIVITY COMPANY                                      | VOLOFIN FINANCE DESIGNATED ACTIVITY CO VFIN 2024-1A A                             | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    511844 | PA      | $521275.62    | 0.02%             | 2037-06-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                                         | SOUTHERN CALIFORNIA EDISON CO 3.650000% 06/01/2051                                | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2091831.72   | 0.08%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WKJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $827297.69    | 0.03%             | 2054-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Citibank National Association                                                              | CITIBANK NA 4.876000% 11/19/2027                                                  | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    620000 | PA      | $624316.69    | 0.03%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2006-20G 1                       | CUSIP: 83162CQK2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       441 | PA      | $441.79       | 0.00%             | 2026-07-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                   | EUROPEAN INVESTMENT BANK 0.875000% 05/17/2030                                     | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   3500000 | PA      | $3084264.19   | 0.12%             | 2030-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                                 | UNUM GROUP 6.750000% 12/15/2028                                                   | CUSIP: 903192AA0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    465000 | PA      | $493944.30    | 0.02%             | 2028-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                           | SAN DIEGO GAS & ELECTRIC CO 2.950000% 08/15/2051                                  | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1631086.58   | 0.07%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                                                              | PEPSICO INC 5.000000% 07/23/2035                                                  | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    690000 | PA      | $705979.57    | 0.03%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.250000% 05/15/2035                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  19864000 | PA      | $20121611.25  | 0.81%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| International Development Association                                                      | INTERNATIONAL DEVELOPMENT ASSOCIATION 144A 0.875000% 04/28/2026                   | CUSIP: 45939EAD2<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $984972.81    | 0.04%             | 2026-04-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES, INC.                                                                       | PPG INDUSTRIES INC 4.375000% 03/15/2031                                           | CUSIP: 693506BY2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | NUSS              | US        |   1050000 | PA      | $1045604.74   | 0.04%             | 2031-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S.A.                                                                | TYCO ELECTRONICS GROUP SA 4.625000% 02/01/2030                                    | CUSIP: 902133BA4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | NUSS              | CH        |   1025000 | PA      | $1041859.31   | 0.04%             | 2030-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G60480                                                   | CUSIP: 31335AQ92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    133516 | PA      | $133522.69    | 0.01%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                    | CANADIAN IMPERIAL BANK OF COMMERCE 4.857000% 03/30/2029                           | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | NUSS              | CA        |   1475000 | PA      | $1497158.51   | 0.06%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.875000% 05/15/2043                                              | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5705000 | PA      | $4507172.84   | 0.18%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                | ONEOK INC 6.250000% 10/15/2055                                                    | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1501431.95   | 0.06%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                           | SMB PRIVATE EDUCATION LOAN TRUST 2018-A SMB 2018-A A2A                            | CUSIP: 78449PAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    237254 | PA      | $235862.55    | 0.01%             | 2036-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)                                                                   | NATURE CONSERVANCY/THE 3.957000% 03/01/2052                                       | CUSIP: 63902HBF5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $1996258.05   | 0.08%             | 2052-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-H09 FG                          | CUSIP: 38380LUC5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    282859 | PA      | $285835.47    | 0.01%             | 2069-05-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                         | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.300000% 01/30/2032           | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   1855000 | PA      | $1711889.14   | 0.07%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7368                                                      | CUSIP: 36179WFH6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1004447 | PA      | $903671.66    | 0.04%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G60701                                                   | CUSIP: 31335AX60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     63828 | PA      | $63719.72     | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-H24 FQ                          | CUSIP: 38375U3B4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    567143 | PA      | $570386.78    | 0.02%             | 2067-11-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                  | AT&T INC 4.350000% 06/15/2045                                                     | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3065000 | PA      | $2579476.26   | 0.10%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-20 IC                           | CUSIP: 38381RAQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1562917 | PA      | $329153.08    | 0.01%             | 2049-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST                                                               | WORLD OMNI SELECT AUTO TRUST 2024-A WOSAT 2024-A A3                               | CUSIP: 98164LAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    460000 | PA      | $462126.35    | 0.02%             | 2030-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 BT1891                                                      | CUSIP: 3617MQC46<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1346850 | PA      | $1145470.30   | 0.05%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TRUST                                                                            | BOFA AUTO TRUST 2025-1 BAAT 2025-1A A3                                            | CUSIP: 05594BAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    255000 | PA      | $256143.96    | 0.01%             | 2029-11-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN ZERO COUPON 03/31/2027         | CUSIP: 45906M3A7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2365069.39   | 0.10%             | 2027-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                          | CAPITAL ONE FINANCIAL CORP 6.312000% 06/08/2029                                   | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $366784.32    | 0.01%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA3580                                                        | CUSIP: 3133KJ6R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1057163 | PA      | $868282.57    | 0.04%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                               | UBS GROUP AG 144A 3.875000% MATURITY: PERPETUAL                                   | CUSIP: 902613AG3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |   2970000 | PA      | $2931631.76   | 0.12%             | 2173-12-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD7528                                                        | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1152381 | PA      | $949789.67    | 0.04%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                  | OBX 2022-NQM1 TRUST OBX 2022-NQM1 M1                                              | CUSIP: 67114VAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1010000 | PA      | $739653.50    | 0.03%             | 2061-11-25      | Floating      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY MTN 2.239000% 07/21/2032                                           | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1504882.35   | 0.06%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2001-T1 FNGT 2001-T1 A1                                  | CUSIP: 31358S4W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     92142 | PA      | $92681.98     | 0.00%             | 2040-10-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CPTS MORTGAGE TRUST                                                                        | CENTURY PLAZA TOWERS 2019-CPT CPTS 2019-CPT C                                     | CUSIP: 12654YAG4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $446690.25    | 0.02%             | 2039-11-13      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                  | DELL INTERNATIONAL LLC / EMC CORP 4.750000% 10/06/2032                            | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1071469.26   | 0.04%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                             | CITIGROUP INC 4.643000% 05/07/2028                                                | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2098429.32   | 0.08%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 10/31/2029                                              | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   6770000 | PA      | $6884508.19   | 0.28%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                   | BENCHMARK 2024-V7 MORTGAGE TRUST BMARK 2024-V7 A3                                 | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400000 | PA      | $421886.76    | 0.02%             | 2056-05-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| TOLEDO LUCAS CNTY OHIO PORT AUTH DEV REV                                                   | TOLEDO-LUCAS CNTY OH PORT AUTH TOLEDO-LUCAS COUNTY PORT AUTHORITY                 | CUSIP: 889251JM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1345000 | PA      | $1345694.02   | 0.05%             | 2044-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| State of California                                                                        | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    675000 | PA      | $794023.70    | 0.03%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CARLYLE SECURED LENDING, INC.                                                              | CARLYLE SECURED LENDING INC 5.750000% 02/15/2031                                  | CUSIP: 872280AB8<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |    510000 | PA      | $498581.58    | 0.02%             | 2031-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL9781                                                         | CUSIP: 3138ER2P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     49448 | PA      | $49557.16     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                  | ARES CAPITAL CORP 5.800000% 03/08/2032                                            | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    580000 | PA      | $584875.19    | 0.02%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                                        | BLOCK FINANCIAL LLC 5.375000% 09/15/2032                                          | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $830826.72    | 0.03%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                                        | HOTWIRE FUNDING LLC HWIRE 2024-1A A2                                              | CUSIP: 44148JAH2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1820000 | PA      | $1847964.66   | 0.07%             | 2054-06-20      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Union Pacific Railroad Company 2005-1 Pass Through Trust                                   | UNION PACIFIC RAILROAD CO 2005 PASS THROUGH TRUST 5.082000% 01/02/2029            | CUSIP: 90783VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9755 | PA      | $9849.78      | 0.00%             | 2029-01-02      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2021-2 VERUS 2021-2 M1                                 | CUSIP: 92538FAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2910000 | PA      | $2367852.45   | 0.10%             | 2066-02-25      | Floating      | 2.19%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7367                                                      | CUSIP: 36179WFG8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    691339 | PA      | $598799.37    | 0.02%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BR2619                                                         | CUSIP: 3140L04D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1035970 | PA      | $851859.80    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-1 WLAKE 2023-1A D                      | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1925000 | PA      | $1968526.95   | 0.08%             | 2028-11-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Banco Centroamericano de Integracion Economica                                             | CENTRAL AMERICAN BANK FOR ECONOMIC INTEGRATION 144 5.000000% 02/09/2026           | CUSIP: 15238PAH9<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $500679.87    | 0.02%             | 2026-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                    | HYUNDAI CAPITAL AMERICA 144A 5.150000% 03/27/2030                                 | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1005820.04   | 0.04%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5749                                                         | CUSIP: 3138ENL72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    150849 | PA      | $151640.98    | 0.01%             | 2042-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC                                                   | SIERRA TIMESHARE 2024-1 RECEIVABLES FUNDING LLC SRFC 2024-1A C                    | CUSIP: 826935AC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    754657 | PA      | $765862.71    | 0.03%             | 2043-01-20      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2021-R3 VERUS 2021-R3 M1                               | CUSIP: 92538EAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2745000 | PA      | $2470496.71   | 0.10%             | 2064-04-25      | Floating      | 2.41%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                        | FRONTIER ISSUER LLC FYBR 2023-1 A2                                                | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1012422.10   | 0.04%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                                 | TORONTO-DOMINION BANK/THE 5.146000% 09/10/2034                                    | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |   4125000 | PA      | $4180188.38   | 0.17%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY 3.217000% 04/22/2042                                               | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1263034.47   | 0.05%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                       | ONEMAIN FINANCE CORP 6.625000% 05/15/2029                                         | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    290000 | PA      | $298227.01    | 0.01%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 545874                                                         | CUSIP: 31385JMX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3342 | PA      | $3455.41      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA8099                                                         | CUSIP: 3140QF7M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    441241 | PA      | $363607.76    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                               | BARCLAYS PLC 5.674000% 03/12/2028                                                 | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |   1340000 | PA      | $1364629.67   | 0.06%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 735415                                                         | CUSIP: 31402RAQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5240 | PA      | $5494.51      | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7135                                                      | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1901639 | PA      | $1582270.80   | 0.06%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                                         | BMO 2023-C7 MORTGAGE TRUST BMO 2023-C7 C                                          | CUSIP: 05593FAK4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2250000 | PA      | $2384155.80   | 0.10%             | 2056-12-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                                              | TRANSCANADA PIPELINES LTD 4.625000% 03/01/2034                                    | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | NUSS              | CA        |   1345000 | PA      | $1313557.10   | 0.05%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK, NATIONAL ASSOCIATION                                                     | FIFTH THIRD BANK NA 4.967000% 01/28/2028                                          | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    430000 | PA      | $433914.83    | 0.02%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3 SDART 2024-3 D                      | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3200000 | PA      | $3262954.88   | 0.13%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD, L.P.                                                                    | CANTOR FITZGERALD LP 144A 7.200000% 12/12/2028                                    | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    750000 | PA      | $796295.76    | 0.03%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC                                                | FEDERATION DES CAISSES DESJARDINS DU QUEBEC 144A 4.565000% 08/26/2030             | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | NUSS              | CA        |    760000 | PA      | $763863.67    | 0.03%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.625000% 02/15/2055                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10390000 | PA      | $10313698.44  | 0.42%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-41 2A                     | CUSIP: 31392MEM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     15866 | PA      | $14915.66     | 0.00%             | 2032-07-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| BANQUE DE MONTREAL                                                                         | BANK OF MONTREAL 5.004000% 01/27/2029                                             | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | NUSS              | CA        |    575000 | PA      | $585971.53    | 0.02%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4 EART 2023-4A D                         | CUSIP: 30166TAF0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1100000 | PA      | $1124979.24   | 0.05%             | 2029-12-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                                        | STWD 2021-LIH MORTGAGE TRUST STWD 2021-LIH AS                                     | CUSIP: 78486EAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $998763.10    | 0.04%             | 2036-11-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI HC FINANCE AMERICA LLC                                                          | MITSUBISHI HC FINANCE AMERICA LLC 144A 5.150000% 10/24/2029                       | CUSIP: 606790AC7<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | JP        |   1105000 | PA      | $1131653.26   | 0.05%             | 2029-10-24      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD3875                                                        | CUSIP: 3132E0JU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2324550 | PA      | $2156144.79   | 0.09%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                        | SOCIETE GENERALE SA 144A 5.512000% 05/22/2031                                     | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | NUSS              | FR        |   1235000 | PA      | $1269293.88   | 0.05%             | 2031-05-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G14759                                                   | CUSIP: 3128MDQL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |        20 | PA      | $20.07        | 0.00%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                       | M&T BANK CORP MTN 5.385000% 01/16/2036                                            | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2076477.49   | 0.08%             | 2036-01-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH N H INDL DEV REV                                                         | NATIONAL FIN AUTH NH INDL DEVR NEW HAMPSHIRE BUSINESS FINANCE AUTHORITY           | CUSIP: 63609FAC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $850000.00    | 0.03%             | 2033-07-01      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE-ACES FNA 2021-M1G A2                                                   | CUSIP: 3136BFRV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1925000 | PA      | $1693428.85   | 0.07%             | 2030-11-25      | Floating      | 1.47%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL, INC.                                                             | ZF NORTH AMERICA CAPITAL INC 144A 7.125000% 04/14/2030                            | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | DE        |    320000 | PA      | $311550.98    | 0.01%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO.                                                                     | SOUTHWEST AIRLINES CO 4.375000% 11/15/2028                                        | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    725000 | PA      | $723076.41    | 0.03%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC, INC.                                                                    | GOLUB CAPITAL BDC INC 7.050000% 12/05/2028                                        | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     82000 | PA      | $85918.04     | 0.00%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                                                           | WORLD OMNI AUTO RECEIVABLES TRUST 2024-C WOART 2024-C A3                          | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $502231.95    | 0.02%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.000000% 02/15/2049                                              | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    615000 | PA      | $465213.87    | 0.02%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AJ5417                                                         | CUSIP: 3138AXAT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     19860 | PA      | $19946.20     | 0.00%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Norinchukin Bank                                                                       | NORINCHUKIN BANK/THE 144A 4.674000% 09/09/2030                                    | CUSIP: 656029AP0<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | NUSS              | JP        |    590000 | PA      | $593351.62    | 0.02%             | 2030-09-09      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CB3605                                                         | CUSIP: 3140QPAF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1003083 | PA      | $930015.73    | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2025-2 GCAR 2025-2A C                           | CUSIP: 37989BAJ1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    310000 | PA      | $312591.26    | 0.01%             | 2031-01-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8647                                                      | CUSIP: 36179XTC0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    542632 | PA      | $543655.19    | 0.02%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM8857                                                         | CUSIP: 3140XCZX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1671822 | PA      | $1382455.58   | 0.06%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CGI INC.                                                                                   | CGI INC 144A 4.950000% 03/14/2030                                                 | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | NUSS              | CA        |   1275000 | PA      | $1292578.87   | 0.05%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8200                                                      | CUSIP: 36179XDD5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   8659181 | PA      | $8266897.68   | 0.33%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                                                        | KINDER MORGAN ENERGY PARTNERS LP 6.500000% 09/01/2039                             | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54487.10     | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2022-C62 WFCM 2022-C62 A4                   | CUSIP: 95003MBS6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    420000 | PA      | $401788.72    | 0.02%             | 2055-04-15      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP, INC.                                                             | AMERICAN FINANCIAL GROUP INC/OH 5.000000% 09/23/2035                              | CUSIP: 025932AQ7<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    330000 | PA      | $323227.46    | 0.01%             | 2035-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.000000% 11/15/2041                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1305000 | PA      | $924816.80    | 0.04%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                       | FREMF 2017-K69 MORTGAGE TRUST FREMF 2017-K69 C                                    | CUSIP: 30305KAJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2788000 | PA      | $2719160.10   | 0.11%             | 2049-10-25      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 4283 EW                                                    | CUSIP: 3137B6GQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     89506 | PA      | $90136.47     | 0.00%             | 2043-12-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-48 1A                     | CUSIP: 31392UZ56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    143859 | PA      | $139121.27    | 0.01%             | 2033-07-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| NW RE-REMIC TRUST                                                                          | NW RE-REMIC TRUST 2021-FRR1 NW 2021-FRR1 AK88                                     | CUSIP: 62955LAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $2253701.00   | 0.09%             | 2051-12-18      | Floating      | 2.77%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                      | ATHENE GLOBAL FUNDING 144A 5.543000% 08/22/2035                                   | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    720000 | PA      | $728049.18    | 0.03%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8347                                                      | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4103029 | PA      | $4032930.19   | 0.16%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA7127                                                        | CUSIP: 3133KN4L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   8272412 | PA      | $7651384.27   | 0.31%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.625000% 08/31/2030                                              | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  11780000 | PA      | $11733064.00  | 0.47%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CPTS MORTGAGE TRUST                                                                        | CENTURY PLAZA TOWERS 2019-CPT CPTS 2019-CPT E                                     | CUSIP: 12654YAL3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1654756.00   | 0.07%             | 2039-11-13      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 4.032000% 07/24/2048                                          | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    830000 | PA      | $691374.54    | 0.03%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                               | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025- ACAR 2025-2 C                  | CUSIP: 024938AE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    525000 | PA      | $529294.45    | 0.02%             | 2031-03-12      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 889241                                                         | CUSIP: 31410G5A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2685 | PA      | $2796.18      | 0.00%             | 2038-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                 | CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-D CPS 2025-D D                        | CUSIP: 223936AD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2745000 | PA      | $2748604.46   | 0.11%             | 2032-02-17      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 07/31/2027                                              | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1805000 | PA      | $1812614.84   | 0.07%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                          | CAPITAL ONE FINANCIAL CORP 5.268000% 05/10/2033                                   | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1347746.53   | 0.05%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMIC TRUST 2002-W6 FNW 2002-W6 2A1                                    | CUSIP: 31392DF49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3833 | PA      | $3827.13      | 0.00%             | 2042-06-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                        | FRONTIER ISSUER LLC FYBR 2023-1 C                                                 | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1037096.70   | 0.04%             | 2053-08-20      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FUNDING LLC                                                                  | PG&E RECOVERY FUNDING LLC 5.529000% 06/01/2049                                    | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2534415.18   | 0.10%             | 2049-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07775                                                   | CUSIP: 3128M96L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     94577 | PA      | $94650.56     | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DLIC RE-REMIC TRUST                                                                        | DLIC RE-REMIC TRUST 2025-FRR1 DLIC 2025-FRR1 B104                                 | CUSIP: 255928AY9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1770000 | PA      | $1522360.72   | 0.06%             | 2052-12-25      | Floating      | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 2295 BD                                                    | CUSIP: 3133TRQM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      5553 | PA      | $5702.08      | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                   | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 4.850000% 09/11/2030                 | CUSIP: 928668CX8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | DE        |    617000 | PA      | $621126.86    | 0.03%             | 2030-09-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                                                        | ALLY FINANCIAL INC 5.548000% 07/31/2033                                           | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1876952.49   | 0.08%             | 2033-07-31      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORPORATION                                                            | MAIN STREET CAPITAL CORP 5.400000% 08/15/2028                                     | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    390000 | PA      | $389709.84    | 0.02%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.500000% 11/30/2028                                              | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    965000 | PA      | $906044.53    | 0.04%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                                       | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UVL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3090000 | PA      | $2813836.50   | 0.11%             | 2033-06-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST                                     | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-BA A3               | CUSIP: 858933AC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    930000 | PA      | $932768.52    | 0.04%             | 2029-01-22      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G60034                                                   | CUSIP: 31335ABB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    484557 | PA      | $480191.59    | 0.02%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AI8900                                                         | CUSIP: 3138AN3J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     23910 | PA      | $24036.58     | 0.00%             | 2031-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG H09117                                                   | CUSIP: 3128UNDW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1038 | PA      | $1067.47      | 0.00%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849536                                               | CUSIP: 31300MSZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     20107 | PA      | $20727.35     | 0.00%             | 2044-11-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                                   | OCTANE RECEIVABLES TRUST 2024-3 OCTL 2024-3A D                                    | CUSIP: 67571GAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1950000 | PA      | $1977982.11   | 0.08%             | 2031-10-20      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                             | BNP PARIBAS SA 144A 5.283000% 11/19/2030                                          | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |    675000 | PA      | $692248.35    | 0.03%             | 2030-11-19      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | INT DEVELOPMENT FIN CORP 1.790000% 10/15/2029                                     | CUSIP: 90376PAD3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    250689 | PA      | $239430.82    | 0.01%             | 2029-10-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SB0464                                                        | CUSIP: 3132CWQR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    740554 | PA      | $701709.32    | 0.03%             | 2036-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.375000% 02/15/2042                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    870000 | PA      | $650392.96    | 0.03%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                                                   | EASTMAN CHEMICAL CO 5.000000% 08/01/2029                                          | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    480000 | PA      | $488480.88    | 0.02%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 3143 BC                                                    | CUSIP: 31396NG75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     84453 | PA      | $87441.91     | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                       | FREMF 2018-K83 MORTGAGE TRUST FREMF 2018-K83 C                                    | CUSIP: 302958AQ6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2890000 | PA      | $2855544.84   | 0.12%             | 2051-11-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| OPEC Fund for International Development                                                    | OPEC FUND FOR INTERNATIONAL DEVELOPMENT/THE MTN 4.500000% 01/26/2026              | CUSIP: A6S71TAB2<br>LEI: HHX3T53LK1P186EUNV37 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1500802.02   | 0.06%             | 2026-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.750000% 05/15/2055                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48370000 | PA      | $49004856.25  | 1.98%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL6872                                                         | CUSIP: 3138EPT61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    157372 | PA      | $162278.26    | 0.01%             | 2045-05-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7534                                                      | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1331593 | PA      | $1153080.93   | 0.05%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBAL HOLDINGS LLC                                                     | CITADEL SECURITIES GLOBAL HOLDINGS LLC 144A 5.500000% 06/18/2030                  | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276007.87    | 0.01%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD1556                                                        | CUSIP: 3132DNWR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4268296 | PA      | $3480176.38   | 0.14%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banque africaine de developpement                                                          | AFRICAN DEVELOPMENT BANK 5.750000% MATURITY: PERPETUAL                            | CUSIP: 008281BF3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   3750000 | PA      | $3780712.50   | 0.15%             | 2174-08-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2006-20H 1                       | CUSIP: 83162CQL0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       316 | PA      | $316.75       | 0.00%             | 2026-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                         | PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP 5.600000% 01/15/2036           | CUSIP: 72650RBS0<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    520000 | PA      | $525016.01    | 0.02%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.625000% 09/30/2031                                              | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  13155000 | PA      | $13031671.88  | 0.53%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank N.V.                                                           | NEDERLANDSE WATERSCHAPSBANK NV 144A 4.500000% 01/16/2030                          | CUSIP: 639832AJ3<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |   1000000 | PA      | $1026386.92   | 0.04%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LIMITED                                                      | MACQUARIE AIRFINANCE HOLDINGS LTD 144A 5.200000% 03/27/2028                       | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | NUSS              | GB        |    600000 | PA      | $609452.95    | 0.02%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8196                                                        | CUSIP: 3132DWC92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    434567 | PA      | $402513.27    | 0.02%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                                                   | COX COMMUNICATIONS INC 144A 3.350000% 09/15/2026                                  | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    575000 | PA      | $570636.98    | 0.02%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 745942                                                         | CUSIP: 31403DWB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      7789 | PA      | $8071.68      | 0.00%             | 2034-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION                                   | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 4.150000% 12/15/2032            | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   6720000 | PA      | $6570307.03   | 0.27%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.625000% 05/15/2053                                              | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    165000 | PA      | $137613.87    | 0.01%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                    | CARMAX AUTO OWNER TRUST 2025-4 CARMX 2025-4 A3                                    | CUSIP: 14320HAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    455000 | PA      | $453486.99    | 0.02%             | 2030-12-16      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORPORATION                                                                      | TD SYNNEX CORP 4.300000% 01/17/2029                                               | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    625000 | PA      | $623659.00    | 0.03%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                                              | STARWOOD PROPERTY TRUST INC 144A 5.750000% 01/15/2031                             | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    578000 | PA      | $585793.56    | 0.02%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD3937                                                        | CUSIP: 3132E0LS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2302267 | PA      | $1993741.76   | 0.08%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM4422                                                         | CUSIP: 3140X74G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1548496 | PA      | $1342153.03   | 0.05%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORPORATION                                                               | BLUE OWL CAPITAL CORP 2.875000% 06/11/2028                                        | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1425893.39   | 0.06%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                    | MPLX LP 5.400000% 09/15/2035                                                      | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    610000 | PA      | $612203.89    | 0.02%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                    | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 3.100000% 03/15/2032                       | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4168044.23   | 0.17%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                                   | OCTANE RECEIVABLES TRUST 2023-2 OCTL 2023-2A C                                    | CUSIP: 67571QAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3580000 | PA      | $3635135.22   | 0.15%             | 2031-06-20      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                   | DOW CHEMICAL CO/THE 5.600000% 02/15/2054                                          | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224344.80    | 0.01%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 04/30/2030                                              | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3345000 | PA      | $3370740.81   | 0.14%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C4 WFCM 2025-5C4 C                    | CUSIP: 949931AH2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    738000 | PA      | $756100.70    | 0.03%             | 2058-05-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING V LLC                                                               | VIVINT SOLAR FINANCING VII LLC VSLR 2020-1A A                                     | CUSIP: 92855HAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1158030 | PA      | $1072042.20   | 0.04%             | 2051-07-31      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LENDING COMPANY, L.P.                                                      | ATLAS WAREHOUSE LENDING CO LP 144A 6.250000% 01/15/2030                           | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    445000 | PA      | $465925.03    | 0.02%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7255                                                      | CUSIP: 36179WBY3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2422649 | PA      | $2098428.87   | 0.08%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                         | ORACLE CORP 3.900000% 05/15/2035                                                  | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2184263.37   | 0.09%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 4319 MA                                                    | CUSIP: 3137B8LR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     92632 | PA      | $93214.32     | 0.00%             | 2044-03-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849207                                               | CUSIP: 31300MGQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      2101 | PA      | $2183.00      | 0.00%             | 2042-08-01      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                        | PENFED AUTO RECEIVABLES OWNER TRUST PNFED 2024-A A3                               | CUSIP: 70687FAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    340000 | PA      | $341569.88    | 0.01%             | 2029-06-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS, INC.                                                                 | NORTHERN OIL & GAS INC 144A 7.875000% 10/15/2033                                  | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    695000 | PA      | $676900.80    | 0.03%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7989                                                      | CUSIP: 36179W2W7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3703594 | PA      | $3410740.23   | 0.14%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849506                                               | CUSIP: 31300MR39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    200108 | PA      | $206910.38    | 0.01%             | 2044-11-01      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMIC TRUST 2001-W3 FNW 2001-W3 A                                      | CUSIP: 3139216F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     49211 | PA      | $49301.72     | 0.00%             | 2041-09-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                          | CAPITAL ONE FINANCIAL CORP 6.377000% 06/08/2034                                   | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1206793.84   | 0.05%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                                                          | NFE FINANCING LLC MTN 12.000000% 11/15/2029                                       | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3549600 | PA      | $865050.58    | 0.03%             | 2029-11-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: —       |
| KEB Hana Bank                                                                              | KEB HANA BANK MTN VARIABLE RATE 10/21/2028                                        | CUSIP: 482466AH2<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | NUSS              | KR        |   1425000 | PA      | $1428588.15   | 0.06%             | 2028-10-21      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5281                                                         | CUSIP: 3138EM2P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     36571 | PA      | $37765.09     | 0.00%             | 2044-05-01      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                      | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.100000% 06/01/2029           | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1703950.69   | 0.07%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 5.000000% 05/15/2045                                              | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4100000 | PA      | $4287062.50   | 0.17%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07943                                                   | CUSIP: 3128MAEQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    333857 | PA      | $334115.54    | 0.01%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                    | BANK OF NOVA SCOTIA/THE 4.338000% 09/15/2031                                      | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | NUSS              | CA        |   2150000 | PA      | $2136782.68   | 0.09%             | 2031-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4 EART 2025-4A A3                        | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    145000 | PA      | $145385.03    | 0.01%             | 2029-09-17      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL7545                                                         | CUSIP: 3138EQL34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     43708 | PA      | $44067.45     | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                       | GLENCORE FUNDING LLC 144A 6.375000% 10/06/2030                                    | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |    390000 | PA      | $420630.22    | 0.02%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC.                                                                      | FREEPORT-MCMORAN INC 5.250000% 09/01/2029                                         | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1532000 | PA      | $1556581.08   | 0.06%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                                 | AMERICAN TOWER CORP 5.350000% 03/15/2035                                          | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    870000 | PA      | $893696.84    | 0.04%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP MTN 4.450000% 03/03/2026                                     | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1276060.95   | 0.05%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS, INC.                                                                         | SBL HOLDINGS INC 144A 7.200000% 10/30/2034                                        | CUSIP: 78397DAD0<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    835000 | PA      | $814946.75    | 0.03%             | 2034-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.250000% 06/30/2028                                              | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  19530000 | PA      | $18375746.53  | 0.74%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-51 2A                     | CUSIP: 31392W7D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     38236 | PA      | $38695.47     | 0.00%             | 2042-08-25      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                 | MIDAMERICAN ENERGY CO 5.850000% 09/15/2054                                        | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1026902.20   | 0.04%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2001-T10 FNGT 2001-T10 A1                                | CUSIP: 3139216A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     57448 | PA      | $58711.38     | 0.00%             | 2041-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CB3576                                                         | CUSIP: 3140QN6N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    848915 | PA      | $762104.89    | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                                               | US BANCORP 5.300000% MATURITY: PERPETUAL                                          | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1860180.42   | 0.08%             | 2174-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7987                                                      | CUSIP: 36179W2U1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2159410 | PA      | $1871786.05   | 0.08%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                  | OBX 2021-NQM4 TRUST OBX 2021-NQM4 M1                                              | CUSIP: 67115DAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1750000 | PA      | $1222102.53   | 0.05%             | 2061-10-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC FINANCE ISSUANCE TRUST                                                            | REPUBLIC FINANCE ISSUANCE TRUST 2024-A REPS 2024-A A                              | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    405000 | PA      | $409203.94    | 0.02%             | 2032-08-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM4714                                                         | CUSIP: 3140X8GY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5113510 | PA      | $4423678.15   | 0.18%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                              | GOLDMAN SACHS GROUP INC/THE 4.939000% 10/21/2036                                  | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2156522.06   | 0.09%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                    | HYUNDAI CAPITAL AMERICA 144A 6.100000% 09/21/2028                                 | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1051155.66   | 0.04%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| WLB ASSET II D PTE. LTD.                                                                   | WLB ASSET II D PTE LTD 144A 6.500000% 12/21/2026                                  | CUSIP: ZN8384739<br>LEI: 549300RHQSFI6RYM6N43 | Long             | DBT              | NUSS              | SG        |   2500000 | PA      | $2412352.78   | 0.10%             | 2026-12-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE-ACES FNA 2021-M3G A2                                                   | CUSIP: 3136BG3C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2000000 | PA      | $1740717.40   | 0.07%             | 2031-01-25      | Floating      | 1.24%                 | No            |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                                                      | COCA-COLA CO/THE 1.450000% 06/01/2027                                             | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24127.21     | 0.00%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                              | FORD MOTOR CREDIT CO LLC 3.375000% 11/13/2025                                     | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449819.46    | 0.02%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                           | DEUTSCHE BANK AG/NEW YORK NY 4.950000% 08/04/2031                                 | CUSIP: 251526DB2<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |    665000 | PA      | $670777.89    | 0.03%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2025-8 VERUS 2025-8 A1                                 | CUSIP: 924930AC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    937396 | PA      | $935700.08    | 0.04%             | 2070-09-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                             | CITIGROUP INC 4.450000% 09/29/2027                                                | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1926094.20   | 0.08%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                                       | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE 4.875000% 09/14/2026                     | CUSIP: 04522KAK2<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1008653.07   | 0.04%             | 2026-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AW4314                                                         | CUSIP: 3138XTYL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     78225 | PA      | $80853.87     | 0.00%             | 2044-04-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G03771                                                   | CUSIP: 3128M5QY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       557 | PA      | $591.13       | 0.00%             | 2038-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Family Forest Impact Foundation, LLC                                                       | FAMILY FOREST IMPACT FOUNDATION LLC 5.500000% 07/01/2032                          | CUSIP: 30701VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1250656.38   | 0.05%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                                                        | DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 6.600000% 06/01/2036                   | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    650000 | PA      | $685555.00    | 0.03%             | 2036-06-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                                | TRUIST BANK 4.420000% 07/24/2028                                                  | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1254667.41   | 0.05%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-SVEN WFCM 2024-SVEN A                  | CUSIP: 949937AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1650000 | PA      | $1713698.42   | 0.07%             | 2037-06-10      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA2962                                                         | CUSIP: 31418CJG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    258400 | PA      | $250280.64    | 0.01%             | 2037-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                               | UBS GROUP AG 5.125000% MATURITY: PERPETUAL                                        | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | NUSS              | CH        |   4090000 | PA      | $4074662.50   | 0.16%             | 2174-07-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                                                     | TIME WARNER CABLE LLC 6.750000% 06/15/2039                                        | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $821239.09    | 0.03%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                      | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.125000% 07/01/2049           | CUSIP: 161175BS2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $991636.38    | 0.04%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-S2 SDART 2024-S2 R1                   | CUSIP: 80287MAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4935806 | PA      | $4935517.31   | 0.20%             | 2028-12-16      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| WHARF COMMERCIAL MORTGAGE TRUST                                                            | WHARF COMMERCIAL MORTGAGE TRUST 2025-DC WHARF 2025-DC D                           | CUSIP: 92987LAJ6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1025356.20   | 0.04%             | 2040-07-15      | Floating      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.875000% 11/15/2051                                              | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3200000 | PA      | $1831624.99   | 0.07%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Corporacion Interamericana de Inversiones                                                  | INTER-AMERICAN INVESTMENT CORP 4.125000% 02/15/2028                               | CUSIP: 45828Q2B2<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2518714.40   | 0.10%             | 2028-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-S1 SDART 2023-S1 R1                   | CUSIP: 80286QAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1626836 | PA      | $1628243.55   | 0.07%             | 2028-04-18      | Fixed         | 8.14%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL6720                                                         | CUSIP: 3138EPPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    410142 | PA      | $406440.87    | 0.02%             | 2034-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GPS BLUE FINANCING DESIGNATED ACTIVITY COMPANY                                             | GPS BLUE FINANCING DAC 144A 5.645000% 11/09/2041                                  | CUSIP: 38403FAA7<br>LEI: 635400J1S8CE6RWLCE97 | Long             | DBT              | NUSS              | EC        |   2500000 | PA      | $2486750.00   | 0.10%             | 2041-11-09      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORPORATION                                                                   | USAA CAPITAL CORP 144A 2.125000% 05/01/2030                                       | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4589918.80   | 0.19%             | 2030-05-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-2 WLAKE 2024-2A D                      | CUSIP: 96042YAG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1005000 | PA      | $1025452.55   | 0.04%             | 2030-04-15      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9242                                                      | CUSIP: 36179YHT4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3963640 | PA      | $4055061.77   | 0.16%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4600                                                         | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2627381 | PA      | $2425202.87   | 0.10%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM8348                                                         | CUSIP: 3140XCH27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    908202 | PA      | $785685.92    | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G06570                                                   | CUSIP: 3128M8T38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     10344 | PA      | $10917.72     | 0.00%             | 2039-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRUST                                                      | MISSION LANE CREDIT CARD MASTER TRUST MLANE 2024-B A                              | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    610000 | PA      | $614106.28    | 0.02%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9489                                                      | CUSIP: 36179YRJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   9834006 | PA      | $10052559.73  | 0.41%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                               | PAGAYA AI DEBT GRANTOR TRUST 2024-10 PAID 2024-10 D                               | CUSIP: 69544MAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2547775 | PA      | $2565738.21   | 0.10%             | 2032-06-15      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RJ0867                                                        | CUSIP: 3142GQ6D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1197200 | PA      | $1254308.90   | 0.05%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                                           | NIAGARA MOHAWK POWER CORP 144A 1.960000% 06/27/2030                               | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3162728.35   | 0.13%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| NORTH PLATTE NEB COMBINED UTILS REV                                                        | NORTH PLATTE NE COMB UTILITIES CITY OF NORTH PLATTE NE COMBINED UTILITIES REVENUE | CUSIP: 66161PBD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1525000 | PA      | $1542451.49   | 0.06%             | 2042-12-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                                                                      | SBNA AUTO LEASE TRUST 2024-C SBALT 2024-C A3                                      | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    195000 | PA      | $195351.41    | 0.01%             | 2028-02-22      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC.                                                                                  | AT&T INC 2.550000% 12/01/2033                                                     | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127237.80    | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.875000% 08/15/2045                                              | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3790000 | PA      | $3903700.00   | 0.16%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                    | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A 5.625000% 01/13/2035                 | CUSIP: 233853BF6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | DE        |    770000 | PA      | $796074.21    | 0.03%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                | HUDSON YARDS 2016-10HY MORTGAGE TRUST HY 2016-10HY A                              | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1750000 | PA      | $1722303.45   | 0.07%             | 2038-08-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.250000% 08/15/2035                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  30200000 | PA      | $30577500.00  | 1.23%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                                | PROSUS NV 144A 4.850000% 07/06/2027                                               | CUSIP: 62856RAD7<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | NUSS              | CN        |    500000 | PA      | $503750.00    | 0.02%             | 2027-07-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                             | CITIGROUP INC 2.666000% 01/29/2031                                                | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $2055010.50   | 0.08%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.875000% 08/15/2045                                              | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    930000 | PA      | $957173.44    | 0.04%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849096                                               | CUSIP: 31300MC92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      3894 | PA      | $4028.34      | 0.00%             | 2041-10-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2024-3 GCAR 2024-3A B                           | CUSIP: 37989AAG9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    365000 | PA      | $367123.24    | 0.01%             | 2029-01-16      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                                               | MASSMUTUAL GLOBAL FUNDING II MTN 4.950000% 01/10/2030                             | CUSIP: 57629TBV8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1466291.86   | 0.06%             | 2030-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                             | BNP PARIBAS SA MTN 4.375000% 05/12/2026                                           | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |    250000 | PA      | $249662.75    | 0.01%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES, INC.                                                                       | ANALOG DEVICES INC 4.250000% 06/15/2028                                           | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1162410.04   | 0.05%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2024-3 VERUS 2024-3 A2                                 | CUSIP: 92540MAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1978070 | PA      | $2002470.02   | 0.08%             | 2069-04-25      | Fixed         | 6.64%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5407                                                         | CUSIP: 3138ENAH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     33875 | PA      | $34966.74     | 0.00%             | 2044-06-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                                                  | RAIZEN FUELS FINANCE SA 144A 6.250000% 07/08/2032                                 | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | NUSS              | BR        |    900000 | PA      | $765000.00    | 0.03%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                            | INTER-AMERICAN DEVELOPMENT BANK MTN 1.125000% 01/13/2031                          | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2184994.73   | 0.09%             | 2031-01-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH, INC.                                                                      | CARDINAL HEALTH INC 5.000000% 11/15/2029                                          | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1591470.53   | 0.06%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                 | MIDAMERICAN ENERGY CO 4.250000% 07/15/2049                                        | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1716113.44   | 0.07%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                                        | ANTARES HOLDINGS LP 144A 6.350000% 10/23/2029                                     | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | CA        |    720000 | PA      | $734370.31    | 0.03%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST                                              | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2025 BLAST 2025-2 A3                | CUSIP: 10807HAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    820000 | PA      | $822307.15    | 0.03%             | 2028-12-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   2702264 | PA      | $2702263.77   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL4002                                                         | CUSIP: 3138ELNU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2209 | PA      | $2273.81      | 0.00%             | 2043-08-01      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                 | ANGLO AMERICAN CAPITAL PLC 144A 2.625000% 09/10/2030                              | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |    500000 | PA      | $459488.23    | 0.02%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                                                         | NLG GLOBAL FUNDING 144A 4.350000% 09/15/2030                                      | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1218011.12   | 0.05%             | 2030-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 889072                                                         | CUSIP: 31410GW90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     10586 | PA      | $11229.03     | 0.00%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.000000% 10/31/2029                                              | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   4922000 | PA      | $4983140.49   | 0.20%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST                                                     | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2024-2 GSKY 2024-2 A4                      | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     72639 | PA      | $73738.39     | 0.00%             | 2059-10-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8648                                                      | CUSIP: 36179XTD8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1541364 | PA      | $1564502.24   | 0.06%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 745869                                                         | CUSIP: 31403DT25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       118 | PA      | $121.32       | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 3.328000% 04/22/2052                                          | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1493768.82   | 0.06%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2006-20B 1                       | CUSIP: 83162CQB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       166 | PA      | $166.68       | 0.00%             | 2026-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| IRV TRUST                                                                                  | IRV TRUST 2025-200P IRV 2025-200P C                                               | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3625000 | PA      | $3665344.08   | 0.15%             | 2047-03-14      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                                                | ALLY AUTO RECEIVABLES TRUST 2025-1 ALLYA 2025-1 A3                                | CUSIP: 02008KAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    355000 | PA      | $354722.78    | 0.01%             | 2030-03-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS MORTGAGE TRUST 2022-C17 BBCMS 2022-C17 C                                    | CUSIP: 054976AL9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2200000 | PA      | $2114845.92   | 0.09%             | 2055-09-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                             | BNP PARIBAS SA 144A 1.675000% 06/30/2027                                          | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |   2450000 | PA      | $2406754.56   | 0.10%             | 2027-06-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                               | BARCLAYS PLC 5.690000% 03/12/2030                                                 | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |   1240000 | PA      | $1287328.25   | 0.05%             | 2030-03-12      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                                | TRUIST BANK 4.632000% 09/17/2029                                                  | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2735000 | PA      | $2743261.18   | 0.11%             | 2029-09-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                                | NATIONWIDE BUILDING SOCIETY MTN 4.649000% 07/14/2029                              | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | NUSS              | GB        |    875000 | PA      | $881663.61    | 0.04%             | 2029-07-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                       | GLENCORE FUNDING LLC 144A 5.893000% 04/04/2054                                    | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |   1930000 | PA      | $1967559.54   | 0.08%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                      | REPUBLIC OF COLOMBIA 8.750000% 11/14/2053                                         | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    475000 | PA      | $545632.10    | 0.02%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UNICREDIT, SOCIETA PER AZIONI                                                              | UNICREDIT SPA MTN 7.296000% 04/02/2034                                            | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | NUSS              | IT        |   2400000 | PA      | $2574244.92   | 0.10%             | 2034-04-02      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2020-61 NI                                                  | CUSIP: 3136BBF98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2673674 | PA      | $424686.72    | 0.02%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST                                                 | SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-5A SFAVE 2015-5AVE C              | CUSIP: 78413MAN8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2565000 | PA      | $2057273.38   | 0.08%             | 2043-01-05      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                                                   | COX COMMUNICATIONS INC 144A 1.800000% 10/01/2030                                  | CUSIP: 224044CL9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    650000 | PA      | $568226.74    | 0.02%             | 2030-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                     | FEDERAL HOME LOAN MTGE CORP MU FREDDIE MAC MULTIFAMILY ML CERTIFICATES            | CUSIP: 3137H9MG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    678135 | PA      | $649318.88    | 0.03%             | 2038-08-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTH DAKOTA HSG DEV AUTH                                                                  | SOUTH DAKOTA ST HSG DEV AUTH SOUTH DAKOTA HOUSING DEVELOPMENT AUTHORITY           | CUSIP: 83756CY90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $249094.42    | 0.01%             | 2053-05-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7768                                                      | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4670979 | PA      | $4203310.00   | 0.17%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                            | INTER-AMERICAN DEVELOPMENT BANK MTN 3.500000% 04/12/2033                          | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2415094.93   | 0.10%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL7205                                                         | CUSIP: 3138EQAF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     86330 | PA      | $85515.30     | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-29 AE                           | CUSIP: 38381KAJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2899477 | PA      | $2787378.47   | 0.11%             | 2064-05-16      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 889984                                                         | CUSIP: 31410KXM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      9349 | PA      | $9916.92      | 0.00%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                                              | STARWOOD PROPERTY TRUST INC 144A 5.250000% 10/15/2028                             | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    720000 | PA      | $722506.32    | 0.03%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                      | WELLS FARGO & CO MTN 3.350000% 03/02/2033                                         | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    525000 | PA      | $489273.21    | 0.02%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                         | ORACLE CORP 5.950000% 09/26/2055                                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2053756.76   | 0.08%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9363                                                      | CUSIP: 36179YML5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3403525 | PA      | $3481074.39   | 0.14%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                             | BLACKSTONE PRIVATE CREDIT FUND 2.625000% 12/15/2026                               | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2782836.49   | 0.11%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GATX CORPORATION                                                                           | GATX CORP 6.050000% 06/05/2054                                                    | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1164000 | PA      | $1194950.99   | 0.05%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HAWAII ST DEPT BUSINESS ECONOMIC DEV & TOURISM GREEN ENERGY MKT SECURITIZATION             | HAWAII ST DEPT BUSINESS ECON D STATE OF HAWAII DEPARTMENT OF BUSINESS ECONOMIC DE | CUSIP: 41980UAB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650632 | PA      | $640793.37    | 0.03%             | 2031-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                 | CSMC 2021-NQM5 TRUST CSMC 2021-NQM5 M1                                            | CUSIP: 22946DAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1310000 | PA      | $862090.17    | 0.03%             | 2066-05-25      | Floating      | 2.17%                 | Yes           |                  2 | On Loan: No      |
| W.K. Kellogg Foundation Trust                                                              | WK KELLOGG FOUNDATION TRUST 144A 2.443000% 10/01/2050                             | CUSIP: 92942HAA8<br>LEI: 549300COGKZN05K8P881 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1520115.15   | 0.06%             | 2050-10-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 1Q1008                                               | CUSIP: 3128S5DM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       979 | PA      | $1004.31      | 0.00%             | 2040-04-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                          | HSBC HOLDINGS PLC 5.240000% 05/13/2031                                            | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    522000 | PA      | $537033.35    | 0.02%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.500000% 11/15/2054                                              | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2960000 | PA      | $2876634.38   | 0.12%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 1Q1313                                               | CUSIP: 3128S5N67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1541 | PA      | $1574.34      | 0.00%             | 2037-09-01      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                  | ARES CAPITAL CORP 2.875000% 06/15/2028                                            | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1256852.07   | 0.05%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BF0171                                                         | CUSIP: 3140FXFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5144873 | PA      | $4892141.58   | 0.20%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                                                   | GS MORTGAGE SECURITIES CORP TRUST 2013-PEMB GSMS 2013-PEMB A                      | CUSIP: 36197VAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    110000 | PA      | $88825.00     | 0.00%             | 2033-03-05      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2021-5 VERUS 2021-5 A2                                 | CUSIP: 92538KAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1745428 | PA      | $1521151.81   | 0.06%             | 2066-09-25      | Floating      | 1.22%                 | Yes           |                  2 | On Loan: No      |
| Prosus N.V.                                                                                | PROSUS NV 144A 3.680000% 01/21/2030                                               | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | NUSS              | CN        |    200000 | PA      | $191912.57    | 0.01%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS3549                                                         | CUSIP: 3140XJ5K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4001210 | PA      | $3404020.15   | 0.14%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citizens Bank, National Association                                                        | CITIZENS BANK NA/PROVIDENCE RI 4.575000% 08/09/2028                               | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    940000 | PA      | $945897.23    | 0.04%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2014-1 KF                                                   | CUSIP: 3136AJAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    166228 | PA      | $164944.62    | 0.01%             | 2044-02-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST ECONOMIC DEV CORP REV                                                          | MARYLAND ST ECON DEV CORP MARYLAND ECONOMIC DEVELOPMENT CORP                      | CUSIP: 574205HW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2296940.63   | 0.09%             | 2057-05-31      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL4980                                                         | CUSIP: 3138EMRA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     12931 | PA      | $13374.68     | 0.00%             | 2044-02-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA3894                                                         | CUSIP: 31418DKG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     80005 | PA      | $79565.56     | 0.00%             | 2031-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                             | ENTERPRISE FLEET FINANCING 2025-3 LLC EFF 2025-3 A3                               | CUSIP: 29375UAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    865000 | PA      | $873283.15    | 0.04%             | 2029-09-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                     | GENERAL MOTORS CO 6.250000% 04/15/2035                                            | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1137609.79   | 0.05%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG V83115                                                   | CUSIP: 3132L8N86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    111402 | PA      | $110661.77    | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CROCKETT PARTNERS EQUIPMENT COMPANY IIA LLC                                                | CROCKETT PARTNERS EQUIPMENT CO IIA LLC EQS 2024-1C A                              | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    513864 | PA      | $516440.16    | 0.02%             | 2031-01-20      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| ENFIN RESIDENTIAL SOLAR RECEIVABLES TRUST                                                  | ENFIN RESIDENTIAL SOLAR RECEIVABLES TRUST 2024-2 ENFIN 2024-2A A                  | CUSIP: 29281EAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1360766 | PA      | $1304579.99   | 0.05%             | 2055-09-20      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5441                                                         | CUSIP: 3138ENBK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     10182 | PA      | $10164.11     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR QE0359                                                        | CUSIP: 3133B9MG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1490946 | PA      | $1381713.67   | 0.06%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                             | ENTERPRISE FLEET FINANCING 2024-3 LLC EFF 2024-3 A4                               | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    840000 | PA      | $857089.80    | 0.03%             | 2031-03-20      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                     | GENERAL MOTORS FINANCIAL CO INC 5.050000% 04/04/2028                              | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    565000 | PA      | $574605.96    | 0.02%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 1.745000% 07/31/2033           | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2565828.00   | 0.10%             | 2033-07-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIERE INC.                                                                        | CDP FINANCIAL INC MTN 1.000000% 05/26/2026                                        | CUSIP: 125094AV4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   2500000 | PA      | $2459021.98   | 0.10%             | 2026-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 05/15/2043                                              | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3615000 | PA      | $3302076.56   | 0.13%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                                    | GA GLOBAL FUNDING TRUST 144A 5.500000% 04/01/2032                                 | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    915000 | PA      | $933963.73    | 0.04%             | 2032-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 555531                                                         | CUSIP: 31385XEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     20952 | PA      | $21681.13     | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PVH CORP.                                                                                  | PVH CORP 5.500000% 06/13/2030                                                     | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1302740.36   | 0.05%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA4119                                                        | CUSIP: 3133KKSG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1975177 | PA      | $1628377.84   | 0.07%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 08/15/2044                                              | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3320000 | PA      | $3107442.18   | 0.13%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE I SPONSOR LLC                                                     | NEW ECONOMY ASSETS - PHASE 1 SPONSOR LLC USRE 2021-1 A1                           | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1090000 | PA      | $919666.46    | 0.04%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST                                                               | DC COMMERCIAL MORTGAGE TRUST 2023-DC DC 2023-DC A                                 | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    820000 | PA      | $846439.01    | 0.03%             | 2040-09-12      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                             | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2025-3A A1                                  | CUSIP: 96328GCP0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    535000 | PA      | $533921.86    | 0.02%             | 2040-09-18      | Fixed         | 4.08%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                        | VIRGINIA ELECTRIC AND POWER CO 5.600000% 09/15/2055                               | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1095838.59   | 0.04%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST                                              | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024 BLAST 2024-3 A3                | CUSIP: 10805NAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    332024 | PA      | $332677.03    | 0.01%             | 2028-04-17      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BM3899                                                         | CUSIP: 3140J8KM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    356672 | PA      | $347979.17    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                             | COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 4.423000% 03/14/2028                   | CUSIP: 20271RAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    585000 | PA      | $591971.46    | 0.02%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP.                                                                      | TARGA RESOURCES CORP 6.125000% 05/15/2055                                         | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1170131.04   | 0.05%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CPTS MORTGAGE TRUST                                                                        | CENTURY PLAZA TOWERS 2019-CPT CPTS 2019-CPT B                                     | CUSIP: 12654YAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    733000 | PA      | $669493.61    | 0.03%             | 2039-11-13      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                                                  | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2021-5 GOOD 2021-5CS B                  | CUSIP: 38237HAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2095235 | PA      | $1541687.69   | 0.06%             | 2048-10-20      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 BZ4054                                                      | CUSIP: 3617QYQF5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1382084 | PA      | $1138570.32   | 0.05%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                      | ELEVANCE HEALTH INC 4.000000% 09/15/2028                                          | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1363494.09   | 0.06%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7937                                                      | CUSIP: 36179WZA9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    326547 | PA      | $293551.10    | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST                                                               | TESLA ELECTRIC VEHICLE TRUST 2023-1 TEVT 2023-1 A4                                | CUSIP: 881943AE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    900000 | PA      | $914193.18    | 0.04%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.750000% 11/15/2043                                              | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5420000 | PA      | $5520566.42   | 0.22%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.750000% 05/31/2029                                              | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2100000 | PA      | $2037738.28   | 0.08%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                                 | CNH INDUSTRIAL CAPITAL LLC 4.750000% 03/21/2028                                   | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    505000 | PA      | $511019.74    | 0.02%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                                       | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE MTN VARIABLE RATE 08/16/2027             | CUSIP: Y0311ACX0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1006141.08   | 0.04%             | 2027-08-16      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | CLEARINGHOUSE COMMUNITY DEVELOPMENT FINANCIAL INST 7.000000% 10/15/2030           | CUSIP: 184917AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988428.20    | 0.04%             | 2030-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.375000% 11/30/2028                                              | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3995000 | PA      | $4082546.67   | 0.16%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 2.956000% 05/13/2031                                          | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    975000 | PA      | $916714.15    | 0.04%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.250000% 06/30/2031                                              | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  17325000 | PA      | $17732408.12  | 0.72%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST                                                            | M&T BANK AUTO RECEIVABLES TRUST 2025-1 MTBAT 2025-1A A3                           | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    290000 | PA      | $293493.72    | 0.01%             | 2030-06-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                               | PAGAYA AI DEBT GRANTOR TRUST 2025-6 PAID 2025-6 D                                 | CUSIP: 69549BAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3500000 | PA      | $3481411.85   | 0.14%             | 2033-04-15      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7990                                                      | CUSIP: 36179W2X5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     92905 | PA      | $88612.73     | 0.00%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4631                                                         | CUSIP: 31418EED8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2533526 | PA      | $2275679.09   | 0.09%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2009-11 MP                                                  | CUSIP: 31397NNF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4276 | PA      | $4642.74      | 0.00%             | 2049-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AT7040                                                         | CUSIP: 3138WUZE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       985 | PA      | $1015.65      | 0.00%             | 2044-09-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                                        | ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.450000% 01/23/2039                           | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |   2020000 | PA      | $2097682.68   | 0.08%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                        | AFFIRM MASTER TRUST AFRMT 2025-2A A                                               | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1120000 | PA      | $1123286.98   | 0.05%             | 2033-07-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                                    | ROYAL BANK OF CANADA MTN 4.969000% 08/02/2030                                     | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | CA        |     25000 | PA      | $25570.02     | 0.00%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                               | PAGAYA AI DEBT GRANTOR TRUST 2025-1 PAID 2025-1 D                                 | CUSIP: 69544NAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2569781 | PA      | $2581186.55   | 0.10%             | 2032-07-15      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| SEMPRA                                                                                     | SEMPRA 6.550000% 04/01/2055                                                       | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2104597.43   | 0.08%             | 2055-04-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc                                                         | AMCOR FLEXIBLES NORTH AMERICA INC 4.800000% 03/17/2028                            | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    925000 | PA      | $936163.58    | 0.04%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                             | CARVANA AUTO RECEIVABLES TRUST 2025-P3 CRVNA 2025-P3 A3                           | CUSIP: 14688AAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    580000 | PA      | $578881.12    | 0.02%             | 2030-11-11      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 725019                                                         | CUSIP: 31402CPC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2130 | PA      | $2188.28      | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 786100                                                      | CUSIP: 3622ABUZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1428216 | PA      | $1231012.42   | 0.05%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                              | GOLDMAN SACHS GROUP INC/THE 4.017000% 10/31/2038                                  | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2076606.08   | 0.08%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                  | AT&T INC 3.800000% 12/01/2057                                                     | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    750000 | PA      | $529130.64    | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                 | LAD AUTO RECEIVABLES TRUST 2025-2 LADAR 2025-2A A3                                | CUSIP: 505912AD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    970000 | PA      | $971357.13    | 0.04%             | 2030-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AJ7670                                                         | CUSIP: 3138E0QY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     22384 | PA      | $22457.89     | 0.00%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2010-49 ZJ                                                  | CUSIP: 31398P5L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     32955 | PA      | $32998.22     | 0.00%             | 2040-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                        | SOCIETE GENERALE SA MTN 5.250000% 02/19/2027                                      | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $201980.44    | 0.01%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BH9347                                                         | CUSIP: 3140GYL56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     27344 | PA      | $28029.10     | 0.00%             | 2047-10-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AD0482                                                         | CUSIP: 31418MRC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6145 | PA      | $6299.52      | 0.00%             | 2039-12-01      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING LP                                                                   | PK ALIFT LOAN FUNDING 7 LP PKAIR 2025-2 A                                         | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    255000 | PA      | $255388.57    | 0.01%             | 2043-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| State of California                                                                        | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    625000 | PA      | $733962.06    | 0.03%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 0.750000% 08/26/2030           | CUSIP: 459058JG9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2169867.15   | 0.09%             | 2030-08-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL2733                                                         | CUSIP: 3138EKBB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     27599 | PA      | $28536.23     | 0.00%             | 2041-07-01      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| CARGILL, INCORPORATED                                                                      | CARGILL INC 144A 5.375000% 10/23/2055                                             | CUSIP: 141781CG7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    735000 | PA      | $716685.23    | 0.03%             | 2055-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| The Arab Energy Fund                                                                       | ARAB ENERGY FUND /THE 5.428000% 05/02/2029                                        | CUSIP: N/A<br>LEI: 213800A54KIUYH5YD185       | Long             | DBT              | NUSS              | XX        |   2750000 | PA      | $2856084.94   | 0.12%             | 2029-05-02      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5861                                                         | CUSIP: 3138ENQP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4074 | PA      | $4077.62      | 0.00%             | 2031-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                   | BX TRUST 2024-VLT4 BX 2024-VLT4 A                                                 | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    685000 | PA      | $684999.32    | 0.03%             | 2041-06-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C91925                                                   | CUSIP: 3128P8D65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    293218 | PA      | $286347.19    | 0.01%             | 2037-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AE0601                                                         | CUSIP: 31419AU39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     41517 | PA      | $42494.95     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C01371                                                   | CUSIP: 31292HQY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     30505 | PA      | $32054.26     | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                        | COMCAST CORP 4.650000% 02/15/2033                                                 | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2501305.65   | 0.10%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GLOBAL FUNDING                                                           | AMERICAN NATIONAL GLOBAL FUNDING MTN 5.550000% 01/28/2030                         | CUSIP: 02771D2A1<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |    570000 | PA      | $587349.43    | 0.02%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                                                  | RAIZEN FUELS FINANCE SA 144A 6.950000% 03/05/2054                                 | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | NUSS              | BR        |   1075000 | PA      | $833364.77    | 0.03%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                         | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028           | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    225000 | PA      | $217253.76    | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                               | TRUIST FINANCIAL CORP 4.950000% MATURITY: PERPETUAL                               | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3885000 | PA      | $3881040.80   | 0.16%             | 2173-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD1844                                                        | CUSIP: 3132DPBM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1480008 | PA      | $1320762.63   | 0.05%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE                                                    | PUBLIC SERVICE CO OF NEW HAMPSHIRE 4.400000% 07/01/2028                           | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    580000 | PA      | $585090.60    | 0.02%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-1 SDART 2023-1 C                      | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4244632 | PA      | $4269455.49   | 0.17%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 2.650000% 11/20/2040                                   | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $1711095.93   | 0.07%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| International Development Association                                                      | INTERNATIONAL DEVELOPMENT ASSOCIATION 144A 4.375000% 11/27/2029                   | CUSIP: 45939E2C3<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |   2125000 | PA      | $2172814.75   | 0.09%             | 2029-11-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07568                                                   | CUSIP: 3128M9W57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    107412 | PA      | $108124.94    | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                                         | METRONET INFRASTRUCTURE ISSUER LLC MNET 2025-2A A2                                | CUSIP: 59170JAX6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    455000 | PA      | $460261.03    | 0.02%             | 2055-08-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                                                      | STARBUCKS CORP 4.450000% 08/15/2049                                               | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2107292.40   | 0.09%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CB1842                                                         | CUSIP: 3140QMBL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1137362 | PA      | $1027681.74   | 0.04%             | 2041-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR QD9791                                                        | CUSIP: 3133B72Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1627859 | PA      | $1324113.07   | 0.05%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTER ISSUER III LLC                                                          | COMPASS DATACENTERS ISSUER III LLC CMDC 2025-1A A2                                | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    245000 | PA      | $249507.27    | 0.01%             | 2050-02-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING V LLC                                                               | VIVINT SOLAR FINANCING V LLC VSLR 2018-1A B                                       | CUSIP: 92854VAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    219392 | PA      | $213056.44    | 0.01%             | 2048-04-30      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                                         | METRONET INFRASTRUCTURE ISSUER LLC MNET 2025-2A A2                                | CUSIP: 59170JAX6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4920000 | PA      | $4978258.70   | 0.20%             | 2055-08-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN MUN PWR OHIO INC REV                                                              | AMERICAN MUNI PWR-OHIO INC OH AMERICAN MUNICIPAL POWER INC                        | CUSIP: 02765UEQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    730000 | PA      | $767016.11    | 0.03%             | 2050-02-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HESTIA I ISSUER LLC                                                                | SUNNOVA HESTIA I ISSUER LLC SNVA 2023-GRID1 1A                                    | CUSIP: 86746BAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1029514 | PA      | $1038813.13   | 0.04%             | 2050-12-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-98 BM                           | CUSIP: 38375GD24<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    129809 | PA      | $132457.79    | 0.01%             | 2042-08-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 CM4722                                                      | CUSIP: 3617YQG72<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2333693 | PA      | $2131939.55   | 0.09%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMIC TRUST 2002-W6 FNW 2002-W6 2A                                     | CUSIP: 31392DH70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3833 | PA      | $3849.55      | 0.00%             | 2042-06-25      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA0587                                                         | CUSIP: 31417YUM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    114489 | PA      | $113911.24    | 0.00%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT FUND                                                              | OAKTREE STRATEGIC CREDIT FUND 144A 6.190000% 07/15/2030                           | CUSIP: 67403AAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $191423.76    | 0.01%             | 2030-07-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                           | ZAYO ISSUER LLC ZAYO 2025-2A A2                                                   | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1305000 | PA      | $1338611.58   | 0.05%             | 2055-06-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 CO8601                                                      | CUSIP: 3617FLRW7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1100236 | PA      | $1050551.73   | 0.04%             | 2048-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                                 | ARES STRATEGIC INCOME FUND 5.700000% 03/15/2028                                   | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    570000 | PA      | $576641.43    | 0.02%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2023-2 GCAR 2023-2A D                           | CUSIP: 379928AJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2341000 | PA      | $2396334.69   | 0.10%             | 2029-03-15      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES DEPARTMENT OF VETERANS AFFAIRS                                               | VENDEE MORTGAGE TRUST 2011-2 VENDE 2011-2 DZ                                      | CUSIP: 92262BAF2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1170698 | PA      | $1104994.54   | 0.04%             | 2041-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM LLC                                                             | SOFI CONSUMER LOAN PROGRAM 2025-2 TRUST SCLP 2025-2 A                             | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    277626 | PA      | $278851.83    | 0.01%             | 2034-06-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 995487                                                         | CUSIP: 31416B2U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     18637 | PA      | $19324.17     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                                                         | HUNTINGTON BANCSHARES INC/OH 5.272000% 01/15/2031                                 | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    285000 | PA      | $293262.26    | 0.01%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                                 | HPS CORPORATE LENDING FUND 144A 5.450000% 11/15/2030                              | CUSIP: 40440VAS4<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59335.52     | 0.00%             | 2030-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE TRUST 2003-W2 FNW 2003-W2 1A3                                          | CUSIP: 31392JAD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5443 | PA      | $5712.82      | 0.00%             | 2042-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 735765                                                         | CUSIP: 31402RMN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5993 | PA      | $6141.49      | 0.00%             | 2034-08-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                                                          | AFFIRM ASSET SECURITIZATION TRUST 2025-X1 AFFRM 2025-X1 D                         | CUSIP: 00834MAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3200000 | PA      | $3209090.24   | 0.13%             | 2030-04-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA2141                                                         | CUSIP: 31418BLX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    739116 | PA      | $733499.63    | 0.03%             | 2035-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.625000% 05/15/2054                                              | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2420000 | PA      | $2397879.70   | 0.10%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                                            | MAREX GROUP PLC 6.404000% 11/04/2029                                              | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | NUSS              | GB        |    635000 | PA      | $652667.28    | 0.03%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                                | ILLINOIS ST STATE OF ILLINOIS                                                     | CUSIP: 452151LF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1614216 | PA      | $1649003.17   | 0.07%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G01767                                                   | CUSIP: 31283H6C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     42707 | PA      | $44740.37     | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                               | MIZUHO FINANCIAL GROUP INC 5.778000% 07/06/2029                                   | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $1039919.70   | 0.04%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 2B3728                                               | CUSIP: 31326JD98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     27040 | PA      | $27792.39     | 0.00%             | 2044-12-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                                                           | WORLD OMNI AUTO RECEIVABLES TRUST 2025-C WOART 2025-C A3                          | CUSIP: 981936AC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1060000 | PA      | $1062921.89   | 0.04%             | 2030-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BJ9262                                                         | CUSIP: 3140HBJG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    226130 | PA      | $224314.67    | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                         | CREDIT AGRICOLE SA MTN 4.818000% 09/25/2033                                       | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | NUSS              | FR        |    883000 | PA      | $877789.29    | 0.04%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 976853                                                         | CUSIP: 31414UWN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2290 | PA      | $2323.57      | 0.00%             | 2029-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                                        | OMERS FINANCE TRUST 3.500000% 04/19/2032                                          | CUSIP: C68012AF7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $4803615.15   | 0.19%             | 2032-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD2282                                                        | CUSIP: 3132DPRB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1145576 | PA      | $1065755.55   | 0.04%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |       293 | PA      | $293.11       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRIPS FHS 299 F1                                                     | CUSIP: 3132HTKA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    116390 | PA      | $115292.93    | 0.00%             | 2043-01-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS4140                                                         | CUSIP: 3140XKS68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2691730 | PA      | $2420494.34   | 0.10%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                                                                   | BELROSE FUNDING TRUST II 144A 6.792000% 05/15/2055                                | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $590922.52    | 0.02%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4514                                                         | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1751262 | PA      | $1625035.14   | 0.07%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LIMITED PARTNERSHIP                                                          | ERP OPERATING LP 4.150000% 12/01/2028                                             | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   3672000 | PA      | $3682909.73   | 0.15%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 08/15/2044                                              | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7900000 | PA      | $7387734.38   | 0.30%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 1.500000% 09/18/2030                                   | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2187238.90   | 0.09%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                                       | JACKSON NATIONAL LIFE GLOBAL FUNDING 144A 4.700000% 06/05/2028                    | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1185286.21   | 0.05%             | 2028-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL9063                                                         | CUSIP: 3138ERB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    260681 | PA      | $258147.07    | 0.01%             | 2031-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC S.A.                                                                      | INVERSIONES CMPC SA 144A 6.125000% 06/23/2033                                     | CUSIP: 46128MAS0<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | NUSS              | CL        |   1060000 | PA      | $1098570.22   | 0.04%             | 2033-06-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                                 | COOPERATIEVE RABOBANK UA 144A 4.990000% 05/27/2031                                | CUSIP: 74977RDV3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | NUSS              | NL        |    730000 | PA      | $745392.67    | 0.03%             | 2031-05-27      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                                                             | CITIZENS FINANCIAL GROUP INC 5.253000% 03/05/2031                                 | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    600000 | PA      | $613485.44    | 0.02%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7829                                                      | CUSIP: 36179WVW5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1275459 | PA      | $1177761.50   | 0.05%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TCO COMMERCIAL MORTGAGE TRUST                                                              | TCO COMMERCIAL MORTGAGE TRUST 2024-DPM TCO 2024-DPM A                             | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    510000 | PA      | $510000.00    | 0.02%             | 2039-12-15      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| KfW                                                                                        | KREDITANSTALT FUER WIEDERAUFBAU 4.375000% 02/28/2034                              | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   2500000 | PA      | $2559465.45   | 0.10%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                                                  | RAIZEN FUELS FINANCE SA 144A 6.450000% 03/05/2034                                 | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | NUSS              | BR        |    375000 | PA      | $319218.75    | 0.01%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                         | ORACLE CORP 5.375000% 09/27/2054                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2118604.47   | 0.09%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8140                                                        | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3089054 | PA      | $2524363.02   | 0.10%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                                                         | NLG GLOBAL FUNDING 144A 5.400000% 01/23/2030                                      | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |    515000 | PA      | $532008.79    | 0.02%             | 2030-01-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                                 | TORONTO-DOMINION BANK/THE 4.928000% 10/15/2035                                    | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |    735000 | PA      | $736306.63    | 0.03%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL9128                                                         | CUSIP: 3138EREA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     45868 | PA      | $46141.82     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.250000% 08/15/2046                                              | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1805000 | PA      | $1218022.47   | 0.05%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                     | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2025-BMS A               | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    840000 | PA      | $838950.00    | 0.03%             | 2042-01-15      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| CENTERPOINT ENERGY, INC.                                                                   | CENTERPOINT ENERGY INC 5.950000% 04/01/2056                                       | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452843.96    | 0.02%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM1769                                                         | CUSIP: 3140X46F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     68551 | PA      | $68709.74     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8108                                                        | CUSIP: 3132DWAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1502374 | PA      | $1343572.51   | 0.05%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE GROUP PLC                                             | CALIFORNIA BUYER LTD / ATLANTICA SUSTAINABLE INFRA 6.375000% 02/15/2032           | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | NUSS              | GB        |    675000 | PA      | $682021.35    | 0.03%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA0634                                                         | CUSIP: 31417YV46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4217 | PA      | $4239.47      | 0.00%             | 2031-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR WA2804                                                        | CUSIP: 3132WWKS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    835504 | PA      | $804582.00    | 0.03%             | 2042-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                                                  | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2023-1 GOOD 2023-1GS A                  | CUSIP: 38237VAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1464107 | PA      | $1367683.17   | 0.06%             | 2055-02-22      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                            | INTER-AMERICAN DEVELOPMENT BANK MTN 0.875000% 04/20/2026                          | CUSIP: 4581X0DV7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $985864.61    | 0.04%             | 2026-04-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST                                                 | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-1 ESART 2025-1 A3                 | CUSIP: 30185AAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    210000 | PA      | $211500.45    | 0.01%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| APPLEBEE'S FUNDING LLC/IHOP FUNDING LLC                                                    | APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC DIN 2025-1A A2                          | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2060000 | PA      | $2060621.91   | 0.08%             | 2055-06-07      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 938012                                                         | CUSIP: 31412XR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     15883 | PA      | $16699.21     | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS, INC.                                                                         | LPL HOLDINGS INC 5.150000% 06/15/2030                                             | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    585000 | PA      | $595396.15    | 0.02%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                                                      | ALABAMA POWER CO 3.700000% 12/01/2047                                             | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1436065.45   | 0.06%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2021-1 EART 2021-2A E                         | CUSIP: 30165XAG0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1590000 | PA      | $1580426.93   | 0.06%             | 2028-07-17      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA3019                                                        | CUSIP: 3133KJK84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    755227 | PA      | $650957.13    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM4184                                                         | CUSIP: 3140X7UJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1225039 | PA      | $1058695.48   | 0.04%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS1626                                                         | CUSIP: 3140XGYY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4140533 | PA      | $3560127.61   | 0.14%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 4440 ZD                                                    | CUSIP: 3137BGGC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3071195 | PA      | $2759744.13   | 0.11%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 787155                                                      | CUSIP: 3622ACZU7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1811411 | PA      | $1856616.75   | 0.07%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8267                                                      | CUSIP: 36179XFG6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1796834 | PA      | $1712575.04   | 0.07%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                    | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 5.125000% 03/15/2053                       | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1198863.98   | 0.05%             | 2053-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.000000% 04/30/2032                                              | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2080000 | PA      | $2097468.76   | 0.08%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                 | MIDAMERICAN ENERGY CO 2.700000% 08/01/2052                                        | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   2588000 | PA      | $1629821.31   | 0.07%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS INC.                                                                | METHANEX US OPERATIONS INC 144A 6.250000% 03/15/2032                              | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $650991.36    | 0.03%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL0160                                                         | CUSIP: 3138EGFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    750502 | PA      | $753568.08    | 0.03%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINANCE CORP.                                                          | BLUE OWL TECHNOLOGY FINANCE CORP 6.750000% 04/04/2029                             | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    585000 | PA      | $597815.52    | 0.02%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5145                                                         | CUSIP: 3138EMWF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     33213 | PA      | $32809.16     | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY FRN VARIABLE RATE 01/31/2027                                          | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  17860000 | PA      | $17841097.51  | 0.72%             | 2027-01-31      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST ECONOMIC DEV CORP REV                                                          | MARYLAND ST ECON DEV CORP MARYLAND ECONOMIC DEVELOPMENT CORP                      | CUSIP: 574205JJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $480627.25    | 0.02%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                                 | HPS CORPORATE LENDING FUND 5.450000% 01/14/2028                                   | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1435739.85   | 0.06%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                                          | WBI OPERATING LLC 144A 6.250000% 10/15/2030                                       | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    855000 | PA      | $855000.00    | 0.03%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C91769                                                   | CUSIP: 3128P76E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     42018 | PA      | $41719.46     | 0.00%             | 2034-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN VARIABLE RATE 03/31/2028       | CUSIP: 459058KR3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $983168.00    | 0.04%             | 2028-03-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings S.A.                                                          | CONTOURGLOBAL POWER HOLDINGS SA 144A 6.750000% 02/28/2030                         | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | NUSS              | GB        |    500000 | PA      | $513987.50    | 0.02%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS3381                                                         | CUSIP: 3140XJXK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1162108 | PA      | $990428.03    | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES, INC.                                                                   | ROPER TECHNOLOGIES INC 4.250000% 09/15/2028                                       | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325851.42    | 0.01%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 840286                                               | CUSIP: 31347AJ70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     11394 | PA      | $11739.42     | 0.00%             | 2046-05-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                               | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025- ACAR 2025-4 D                  | CUSIP: 024948AG6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3980000 | PA      | $3978287.01   | 0.16%             | 2031-09-12      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES, INC.                                                                    | CIVITAS RESOURCES INC 144A 9.625000% 06/15/2033                                   | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    765000 | PA      | $820711.13    | 0.03%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2001-2 ZK                                                   | CUSIP: 31358S6H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     17288 | PA      | $17792.26     | 0.00%             | 2031-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND                                                                         | OWN EQUIPMENT FUND I LLC EQS 2024-2M A                                            | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    764232 | PA      | $760393.64    | 0.03%             | 2032-12-20      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                               | FORD CREDIT AUTO OWNER TRUST 2021-REV1 FORDR 2021-1 D                             | CUSIP: 345340AD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1750000 | PA      | $1726624.03   | 0.07%             | 2033-10-17      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                                      | GENUINE PARTS CO 4.950000% 08/15/2029                                             | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    830000 | PA      | $839234.27    | 0.03%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                            | HERTZ VEHICLE FINANCING III LLC HERTZ 2023-2A A                                   | CUSIP: 42806MBW8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $2058312.20   | 0.08%             | 2029-09-25      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                                    | GA GLOBAL FUNDING TRUST 144A 4.400000% 09/23/2027                                 | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    560000 | PA      | $560453.78    | 0.02%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-4 SDART 2024-4 A3                     | CUSIP: 802919AC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      4796 | PA      | $4806.51      | 0.00%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                                               | US BANCORP 4.839000% 02/01/2034                                                   | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1438000 | PA      | $1444819.02   | 0.06%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CB0469                                                         | CUSIP: 3140QKQX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    752416 | PA      | $682194.95    | 0.03%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                                         | SOUTHERN CALIFORNIA EDISON CO 2.750000% 02/01/2032                                | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2210084.33   | 0.09%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                          | SYSCO CORP 2.400000% 02/15/2030                                                   | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2316107.88   | 0.09%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC                                                                         | HAT HOLDINGS I LLC / HAT HOLDINGS II LLC 144A 3.750000% 09/15/2030                | CUSIP: 418751AD5<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $921692.97    | 0.04%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA1814                                                         | CUSIP: 31418BAQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    162198 | PA      | $160936.65    | 0.01%             | 2034-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bacardi-Martini B.V.                                                                       | BACARDI-MARTINI BV 144A 5.550000% 02/01/2030                                      | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | NUSS              | BM        |   1080000 | PA      | $1115640.08   | 0.05%             | 2030-02-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                                                 | XPLR INFRASTRUCTURE OPERATING PARTNERS LP 144A 8.375000% 01/15/2031               | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1129951.08   | 0.05%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BV3091                                                         | CUSIP: 3140MGNH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1457850 | PA      | $1254580.86   | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                 | CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-B CPS 2025-B D                        | CUSIP: 12630SAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2505000 | PA      | $2525708.84   | 0.10%             | 2031-07-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                             | CITIGROUP INC 4.600000% 03/09/2026                                                | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40051.48     | 0.00%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                            | DANSKE BANK A/S MTN 5.019000% 03/04/2031                                          | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | NUSS              | DK        |    995000 | PA      | $1014363.40   | 0.04%             | 2031-03-04      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                 | MIDAMERICAN ENERGY CO 3.950000% 08/01/2047                                        | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2016957.33   | 0.08%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.625000% 09/30/2030                                              | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1735000 | PA      | $1728493.75   | 0.07%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G02385                                                   | CUSIP: 3128LXUJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     18123 | PA      | $19128.62     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |  14694431 | PA      | $14694430.59  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7420                                                      | CUSIP: 36179WG51<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1257420 | PA      | $1159334.81   | 0.05%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-142 KI                          | CUSIP: 38379QWD3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1736030 | PA      | $285586.56    | 0.01%             | 2045-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                               | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024- ACAR 2024-1 D                  | CUSIP: 02531AAG6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4560000 | PA      | $4616498.40   | 0.19%             | 2030-05-13      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                             | HYUNDAI AUTO RECEIVABLES TRUST 2025-B HART 2025-B A3                              | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    360000 | PA      | $363126.53    | 0.01%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG H09070                                                   | CUSIP: 3128UNCF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       984 | PA      | $1007.86      | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                            | ENEL FINANCE INTERNATIONAL NV 144A 5.000000% 06/15/2032                           | CUSIP: 29278GAX6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | NUSS              | IT        |   1100000 | PA      | $1119533.50   | 0.05%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                            | INTER-AMERICAN DEVELOPMENT BANK VARIABLE RATE 02/15/2029                          | CUSIP: 4581X0EC8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2495750.00   | 0.10%             | 2029-02-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                        | FRONTIER ISSUER LLC FYBR 2023-1 A2                                                | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    625000 | PA      | $632763.81    | 0.03%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2007-21 MT                                                  | CUSIP: 31396P3S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2622 | PA      | $2695.00      | 0.00%             | 2037-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                                      | TOPAZ SOLAR FARMS LLC 144A 5.750000% 09/30/2039                                   | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5023974 | PA      | $5023974.00   | 0.20%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE ELECTRIC & GAS CORPORATION                                                  | NEW YORK STATE ELECTRIC & GAS CORP 144A 2.150000% 10/01/2031                      | CUSIP: 649840CT0<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   3240000 | PA      | $2828806.35   | 0.11%             | 2031-10-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                             | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2025-2A A                          | CUSIP: 05377RKQ6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    550000 | PA      | $565378.33    | 0.02%             | 2031-08-20      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                            | HERTZ VEHICLE FINANCING III LLC HERTZ 2024-1A A                                   | CUSIP: 42806MCK3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1115000 | PA      | $1137152.04   | 0.05%             | 2029-01-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                                                   | TOYOTA LEASE OWNER TRUST 2025-B TLOT 2025-B A3                                    | CUSIP: 89240NAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    680000 | PA      | $679382.70    | 0.03%             | 2028-11-20      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| DISTRICT COLUMBIA REV                                                                      | DIST OF COLUMBIA REVENUE DISTRICT OF COLUMBIA                                     | CUSIP: 25483VXN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1084999.20   | 0.04%             | 2047-04-01      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                                           | NRG ENERGY INC 144A 7.000000% 03/15/2033                                          | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3135000 | PA      | $3460428.68   | 0.14%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS3088                                                         | CUSIP: 3140XJNE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1473265 | PA      | $1342749.15   | 0.05%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AO4105                                                         | CUSIP: 3138LUR31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5295 | PA      | $5434.02      | 0.00%             | 2042-06-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                            | CAIXABANK SA 144A 4.885000% 07/03/2031                                            | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | NUSS              | ES        |    845000 | PA      | $855066.83    | 0.03%             | 2031-07-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                               | SANTANDER HOLDINGS USA INC 5.353000% 09/06/2030                                   | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2164409.06   | 0.09%             | 2030-09-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                                        | OMERS FINANCE TRUST 144A 4.000000% 04/19/2052                                     | CUSIP: 682142AH7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   3345000 | PA      | $2638644.58   | 0.11%             | 2052-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7828                                                      | CUSIP: 36179WVV7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2692743 | PA      | $2422817.71   | 0.10%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.500000% 02/15/2044                                              | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13528000 | PA      | $13325608.40  | 0.54%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                                                 | ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS 5.500000% 03/31/2031            | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1521965.92   | 0.06%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                                                                     | KYNDRYL HOLDINGS INC 6.350000% 02/20/2034                                         | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1595240.88   | 0.06%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                             | ING GROEP NV 4.858000% 03/25/2029                                                 | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | NUSS              | NL        |    300000 | PA      | $303949.51    | 0.01%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| International Development Association                                                      | INTERNATIONAL DEVELOPMENT ASSOCIATION 144A 4.500000% 02/12/2035                   | CUSIP: 45939E2D1<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |   1425000 | PA      | $1458604.15   | 0.06%             | 2035-02-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE ELECTRIC & GAS CORPORATION                                                  | NEW YORK STATE ELECTRIC & GAS CORP 144A 5.050000% 08/15/2035                      | CUSIP: 649840CX1<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1408010.58   | 0.06%             | 2035-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES, INC.                                                                     | ROCKET COS INC 144A 6.500000% 08/01/2029                                          | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $668766.77    | 0.03%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                                                            | SAN FRANCISCO CA CITY & CNTY CITY & COUNTY OF SAN FRANCISCO CA                    | CUSIP: 79773KPV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1549437.60   | 0.06%             | 2045-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                 | ANGLO AMERICAN CAPITAL PLC 144A 3.875000% 03/16/2029                              | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |    420000 | PA      | $413466.70    | 0.02%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                                           | OMEGA HEALTHCARE INVESTORS INC 5.200000% 07/01/2030                               | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    900000 | PA      | $913484.21    | 0.04%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AD9135                                                         | CUSIP: 31418XEH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     10126 | PA      | $10403.63     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-H22 FH                          | CUSIP: 38375UY20<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    512259 | PA      | $514763.32    | 0.02%             | 2067-11-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G04710                                                   | CUSIP: 3128M6R75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      7472 | PA      | $7868.22      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                                                              | ALIMENTATION COUCHE-TARD INC 144A 3.625000% 05/13/2051                            | CUSIP: 01626PAQ9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $3644721.70   | 0.15%             | 2051-05-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                                   | SVENSKA HANDELSBANKEN AB 144A 4.375000% 05/23/2028                                | CUSIP: 86959LAS2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | NUSS              | SE        |   1075000 | PA      | $1085693.08   | 0.04%             | 2028-05-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY LTD                                                                 | FORTESCUE TREASURY PTY LTD 144A 6.125000% 04/15/2032                              | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | NUSS              | AU        |   2500000 | PA      | $2608377.23   | 0.11%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C91746                                                   | CUSIP: 3128P75F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     12190 | PA      | $12296.47     | 0.00%             | 2033-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8044                                                        | CUSIP: 3132DV5D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4832808 | PA      | $4338478.52   | 0.18%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CB3332                                                         | CUSIP: 3140QNV25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6183424 | PA      | $5751668.73   | 0.23%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST                                              | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2025 BLAST 2025-3 A3                | CUSIP: 107920AC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    370000 | PA      | $371277.72    | 0.01%             | 2029-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY 4.654000% 10/18/2030                                               | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1396049.36   | 0.06%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                               | NORFOLK SOUTHERN CORP 2.300000% 05/15/2031                                        | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3157076.27   | 0.13%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                          | NATWEST GROUP PLC 5.808000% 09/13/2029                                            | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | NUSS              | GB        |   3355000 | PA      | $3492147.84   | 0.14%             | 2029-09-13      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                  | SCF EQUIPMENT TRUST 2016-1 LLC SCFET 2025-1A A3                                   | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    615000 | PA      | $628589.84    | 0.03%             | 2033-11-21      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT FUND                                                              | OAKTREE STRATEGIC CREDIT FUND 8.400000% 11/14/2028                                | CUSIP: 67403AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1595519.49   | 0.06%             | 2028-11-14      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.625000% 10/31/2030                                              | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        | 110030000 | PA      | $109625983.00 | 4.42%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FRETE 2021-ML12 TRUST FREDDIE MAC MULTIFAMILY ML CERTIFICATES                     | CUSIP: 35833TAB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |   9703713 | PA      | $868103.83    | 0.04%             | 2041-07-25      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                          | CAPITAL ONE FINANCIAL CORP 4.493000% 09/11/2031                                   | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595351.22    | 0.02%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.250000% 05/15/2050                                              | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17155000 | PA      | $8523890.63   | 0.34%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                      | DOMINION ENERGY INC 4.600000% 05/15/2028                                          | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    865000 | PA      | $874025.76    | 0.04%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G60153                                                   | CUSIP: 31335AE20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     19373 | PA      | $19367.12     | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                    | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A 4.650000% 10/12/2030                 | CUSIP: 233853BH2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | DE        |    905000 | PA      | $907587.18    | 0.04%             | 2030-10-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2 WLAKE 2023-2A D                      | CUSIP: 959926AG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2340000 | PA      | $2382845.63   | 0.10%             | 2028-11-15      | Fixed         | 7.01%                 | Yes           |                  2 | On Loan: No      |
| LOS ANGELES CALIF                                                                          | LOS ANGELES CA CITY OF LOS ANGELES CA                                             | CUSIP: 544351RH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2499177.50   | 0.10%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE CO. L.L.C.                                                          | BLACKSTONE REG FINANCE CO LLC 4.950000% 02/15/2036                                | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    750000 | PA      | $744475.72    | 0.03%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2006-20F 1                       | CUSIP: 83162CQH9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       168 | PA      | $168.18       | 0.00%             | 2026-06-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9726                                                      | CUSIP: 36179YYX6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5832903 | PA      | $5952726.41   | 0.24%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                                                    | BMW VEHICLE LEASE TRUST 2025-1 BMWLT 2025-1 A3                                    | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    285000 | PA      | $286763.10    | 0.01%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank N.V.                                                           | NEDERLANDSE WATERSCHAPSBANK NV 144A 1.000000% 05/28/2030                          | CUSIP: 63983TBU8<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |   2500000 | PA      | $2206793.30   | 0.09%             | 2030-05-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2001-T3 FNGT 2001-T3 A1                                  | CUSIP: 31358S7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5627 | PA      | $5775.07      | 0.00%             | 2040-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C01437                                                   | CUSIP: 31292HS21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      4026 | PA      | $4211.68      | 0.00%             | 2032-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORPORATION                                                                   | CHORD ENERGY CORP 144A 6.000000% 10/01/2030                                       | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    660000 | PA      | $660692.05    | 0.03%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| M.S.D. INVESTMENT CORP.                                                                    | MSD INVESTMENT CORP 144A 6.250000% 05/31/2030                                     | CUSIP: 55354LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $271948.90    | 0.01%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.625000% 05/15/2044                                              | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19110000 | PA      | $19105521.00  | 0.77%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVANGRID, INC.                                                                             | AVANGRID INC 3.800000% 06/01/2029                                                 | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2457663.73   | 0.10%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4157                                                         | CUSIP: 31418DTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1615496 | PA      | $1249163.20   | 0.05%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                               | PAGAYA AI DEBT TRUST 2025-4 PAID 2025-4 D                                         | CUSIP: 69547DAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2895000 | PA      | $2916662.71   | 0.12%             | 2033-01-17      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                                                | EXTENDED STAY AMERICA TRUST 2025-ESH ESA 2025-ESH A                               | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    225000 | PA      | $225421.88    | 0.01%             | 2042-10-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7650                                                      | CUSIP: 36179WQB7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1553997 | PA      | $1397608.05   | 0.06%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE CO. L.L.C.                                                          | BLACKSTONE REG FINANCE CO LLC 4.300000% 11/03/2030                                | CUSIP: 092914AB6<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    595000 | PA      | $592765.86    | 0.02%             | 2030-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US, LLC                                                                        | RWE FINANCE US LLC 144A 6.250000% 04/16/2054                                      | CUSIP: 749983AB8<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $2058428.28   | 0.08%             | 2054-04-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG H01774                                                   | CUSIP: 3128MT6K9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      6092 | PA      | $6237.62      | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE FACILITY FOR IMMUNISATION COMPANY                                    | INTERNATIONAL FINANCE FACILITY FOR IMMUNISATION CO 4.750000% 11/03/2025           | CUSIP: G4888VBR3<br>LEI: 549300ILK2NRULX3HX87 | Long             | DBT              | NUSS              | XX        |   2250000 | PA      | $2250000.00   | 0.09%             | 2025-11-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                                        | KINETIK HOLDINGS LP 144A 6.625000% 12/15/2028                                     | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    610000 | PA      | $626396.80    | 0.03%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS, INC.                                                                    | ARROW ELECTRONICS INC 5.150000% 08/21/2029                                        | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    845000 | PA      | $862613.63    | 0.03%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMETLERI ANONIM SIRKETI                                                | TURKCELL ILETISIM HIZMETLERI AS 144A 7.650000% 01/24/2032                         | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | NUSS              | TR        |   1025000 | PA      | $1073143.51   | 0.04%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                           | SMB PRIVATE EDUCATION LOAN TRUST 2023-B SMB 2023-B A1A                            | CUSIP: 78449HAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1183893 | PA      | $1192449.27   | 0.05%             | 2056-10-16      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank N.V.                                                           | NEDERLANDSE WATERSCHAPSBANK NV 144A 4.375000% 02/28/2029                          | CUSIP: 63983TEJ0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |    500000 | PA      | $509365.89    | 0.02%             | 2029-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST                                                                | SBNA AUTO RECEIVABLES TRUST 2024-A SBAT 2024-A D                                  | CUSIP: 78437PAG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2155000 | PA      | $2201766.95   | 0.09%             | 2030-04-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2006-20C 1                       | CUSIP: 83162CQD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       175 | PA      | $175.39       | 0.00%             | 2026-03-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                     | TESLA AUTO LEASE TRUST 2023-B TESLA 2023-B A3                                     | CUSIP: 88167QAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     74532 | PA      | $74601.01     | 0.00%             | 2026-09-21      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 745329                                                         | CUSIP: 31403DA66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3104 | PA      | $3229.33      | 0.00%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                                                              | PEPSICO INC 2.875000% 10/15/2049                                                  | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   4340000 | PA      | $2922348.33   | 0.12%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED U.S. LOGISTICS FUND, L.P.                                                | PROLOGIS TARGETED US LOGISTICS FUND LP 144A 4.250000% 01/15/2031                  | CUSIP: 74350LAD6<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    375000 | PA      | $372114.62    | 0.02%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY FINANCE, INC.                                                       | BAIN CAPITAL SPECIALTY FINANCE INC 5.950000% 03/15/2030                           | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348704.88    | 0.01%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 5.294000% 07/22/2035                                          | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1246050.31   | 0.05%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8199                                                      | CUSIP: 36179XDC7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2715107 | PA      | $2494740.76   | 0.10%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MB0093                                                      | CUSIP: 3618N5C72<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4384011 | PA      | $4466581.48   | 0.18%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                   | AMERICAN EXPRESS CO 3.550000% MATURITY: PERPETUAL                                 | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    675000 | PA      | $662403.35    | 0.03%             | 2174-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUN PWR OHIO INC REV                                                              | AMERICAN MUNI PWR-OHIO INC OH AMERICAN MUNICIPAL POWER INC                        | CUSIP: 02765UCY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1740000 | PA      | $1871622.13   | 0.08%             | 2044-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                      | NEXTERA ENERGY CAPITAL HOLDINGS INC 4.625000% 07/15/2027                          | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100940.11    | 0.00%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MAD COMMERCIAL MORTGAGE TRUST                                                              | MAD COMMERCIAL MORTGAGE TRUST 2025-11MD MAD 2025-11MD C                           | CUSIP: 55616AAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3670000 | PA      | $3696095.90   | 0.15%             | 2042-10-15      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                                    | MPLX LP 5.500000% 02/15/2049                                                      | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2183794.04   | 0.09%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BM7080                                                         | CUSIP: 3140JB2N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2860601 | PA      | $2812781.66   | 0.11%             | 2052-10-01      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                   | BENCHMARK 2025-V15 MORTGAGE TRUST BMARK 2025-V15 C                                | CUSIP: 08164CAH1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    965000 | PA      | $984013.88    | 0.04%             | 2058-06-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                               | DNB BANK ASA 144A 4.853000% 11/05/2030                                            | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | NUSS              | NO        |    430000 | PA      | $438190.32    | 0.02%             | 2030-11-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 08/15/2034                                              | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  90570000 | PA      | $89522784.38  | 3.61%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G01976                                                   | CUSIP: 3128LXFR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      6639 | PA      | $6896.18      | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.125000% 08/15/2040                                              | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3465000 | PA      | $2205012.31   | 0.09%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 08/15/2053                                              | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7455000 | PA      | $6802687.50   | 0.27%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2021-4 VERUS 2021-4 M1                                 | CUSIP: 92538HAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1400000 | PA      | $989272.90    | 0.04%             | 2066-07-25      | Floating      | 2.19%                 | Yes           |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES, L.P.                                                                 | ESSENTIAL PROPERTIES LP 5.400000% 12/01/2035                                      | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501059.47    | 0.02%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                                                 | VMED O2 UK FINANCING I PLC 144A 6.750000% 01/15/2033                              | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | NUSS              | GB        |   1960000 | PA      | $1965687.92   | 0.08%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 745603                                                         | CUSIP: 31403DKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     16058 | PA      | $16539.67     | 0.00%             | 2035-05-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS3382                                                         | CUSIP: 3140XJXL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1570446 | PA      | $1283468.89   | 0.05%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST                                                               | TESLA ELECTRIC VEHICLE TRUST 2023-1 TEVT 2023-1 A2A                               | CUSIP: 881943AB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     35541 | PA      | $35560.23     | 0.00%             | 2026-12-21      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                          | CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-3 CAALT 2024-3A A                          | CUSIP: 22535LAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2275000 | PA      | $2283944.16   | 0.09%             | 2034-09-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| KEYCORP                                                                                    | KEYCORP MTN 2.250000% 04/06/2027                                                  | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   4865000 | PA      | $4730716.08   | 0.19%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS MORTGAGE TRUST 2023-C19 BBCMS 2023-C19 C                                    | CUSIP: 05553RAJ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    540000 | PA      | $520621.29    | 0.02%             | 2056-04-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| OPEC Fund for International Development                                                    | OPEC FUND FOR INTERNATIONAL DEVELOPMENT/THE 144A 4.500000% 01/26/2026             | CUSIP: 683483AA9<br>LEI: HHX3T53LK1P186EUNV37 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1000534.68   | 0.04%             | 2026-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                             | BNP PARIBAS SA 144A 5.176000% 01/09/2030                                          | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |   1465000 | PA      | $1500645.75   | 0.06%             | 2030-01-09      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                          | CAPITAL ONE FINANCIAL CORP 4.927000% 05/10/2028                                   | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    675000 | PA      | $681395.73    | 0.03%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US, LLC                                                                        | RWE FINANCE US LLC 144A 5.125000% 09/18/2035                                      | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | DE        |   1075000 | PA      | $1059815.23   | 0.04%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2007-20D 1                       | CUSIP: 83162CQY2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1207 | PA      | $1212.23      | 0.00%             | 2027-04-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.875000% 02/15/2051                                              | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    325000 | PA      | $187877.93    | 0.01%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AB1763                                                         | CUSIP: 31416W5Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     84010 | PA      | $83582.58     | 0.00%             | 2030-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                           | SMB PRIVATE EDUCATION LOAN TRUST 2017-B SMB 2017-B A2A                            | CUSIP: 83189DAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     11394 | PA      | $11337.38     | 0.00%             | 2035-10-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2 WLAKE 2025-2A A3                     | CUSIP: 96041KAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    285000 | PA      | $285597.56    | 0.01%             | 2029-05-15      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                     | CVS HEALTH CORP 6.200000% 09/15/2055                                              | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1648396.17   | 0.07%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL WIND, LLC                                                                      | CONTINENTAL WIND LLC 144A 6.000000% 02/28/2033                                    | CUSIP: 212168AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2147094 | PA      | $2201454.41   | 0.09%             | 2033-02-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA6417                                                         | CUSIP: 3140QEDX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    917529 | PA      | $826509.57    | 0.03%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banque africaine de developpement                                                          | AFRICAN DEVELOPMENT BANK 3.500000% 09/18/2029                                     | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $991450.66    | 0.04%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                            | AVOLON HOLDINGS FUNDING LTD 144A 4.950000% 01/15/2028                             | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |    990000 | PA      | $999540.48    | 0.04%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                                   | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UGL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1207556.40   | 0.05%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                       | META PLATFORMS INC 5.625000% 11/15/2055                                           | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | NUSS              | US        |    745000 | PA      | $738533.79    | 0.03%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LOW INCOME INVESTMENT FUND                                                                 | LOW INCOME INVESTMENT FUND 3.711000% 07/01/2029                                   | CUSIP: 54750AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2410413.15   | 0.10%             | 2029-07-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                 | ANGLO AMERICAN CAPITAL PLC 144A 5.750000% 04/05/2034                              | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |   1765000 | PA      | $1853793.57   | 0.07%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                      | WELLS FARGO & CO 5.605000% 04/23/2036                                             | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    650000 | PA      | $682434.48    | 0.03%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| SAN JOSE CALIF FING AUTH LEASE REV                                                         | SAN JOSE CA FING AUTH LEASE RE SAN JOSE FINANCING AUTHORITY                       | CUSIP: 798153QF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $492113.40    | 0.02%             | 2037-05-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Citibank National Association                                                              | CITIBANK NA 4.876000% 11/19/2027                                                  | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4027849.60   | 0.16%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RB5145                                                        | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1474448 | PA      | $1278927.14   | 0.05%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST                                                                           | SLG OFFICE TRUST 2021-OVA SLG 2021-OVA C                                          | CUSIP: 78449RAG0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $2212596.00   | 0.09%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM4877                                                         | CUSIP: 3140X8M38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4535686 | PA      | $3935916.91   | 0.16%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07598                                                   | CUSIP: 3128M9X31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      7506 | PA      | $7555.32      | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                               | FORD CREDIT AUTO OWNER TRUST 2024-B FORDO 2024-B A3                               | CUSIP: 34531QAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1082000 | PA      | $1095932.37   | 0.04%             | 2029-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD5603                                                        | CUSIP: 3132DTGL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1467266 | PA      | $1504228.01   | 0.06%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                                                             | SOFTBANK CORP 144A 4.699000% 07/09/2030                                           | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | NUSS              | JP        |    960000 | PA      | $967051.15    | 0.04%             | 2030-07-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BF0045                                                         | CUSIP: 3140FXBP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    280038 | PA      | $273689.68    | 0.01%             | 2052-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY UNLIMITED COMPANY                                                   | SMURFIT KAPPA TREASURY ULC 5.438000% 04/03/2034                                   | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | NUSS              | IE        |   2250000 | PA      | $2330460.90   | 0.09%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                                                           | PRINCIPAL LIFE GLOBAL FUNDING II 144A 4.600000% 08/19/2027                        | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    485000 | PA      | $489326.42    | 0.02%             | 2027-08-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2000-T6 FNGT 2000-T6 A1                                  | CUSIP: 31358SR37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     10767 | PA      | $10848.19     | 0.00%             | 2040-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL4831                                                         | CUSIP: 3138EMLM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6601 | PA      | $6818.35      | 0.00%             | 2044-02-01      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 545996                                                         | CUSIP: 31385JRR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     35736 | PA      | $37330.21     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                               | MIZUHO FINANCIAL GROUP INC 5.748000% 07/06/2034                                   | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | NUSS              | JP        |   1650000 | PA      | $1755074.84   | 0.07%             | 2034-07-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                           | PACIFIC GAS AND ELECTRIC CO 5.000000% 06/04/2028                                  | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    315000 | PA      | $319438.37    | 0.01%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                     | TESLA AUTO LEASE TRUST 2023-B TESLA 2023-B B                                      | CUSIP: 88167QAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    870000 | PA      | $872821.24    | 0.04%             | 2027-08-20      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| THE ROCKEFELLER FOUNDATION                                                                 | ROCKEFELLER FOUNDATION/THE 2.492000% 10/01/2050                                   | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $617237.13    | 0.02%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7938                                                      | CUSIP: 36179WZB7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1658662 | PA      | $1532893.67   | 0.06%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                 | LAD AUTO RECEIVABLES TRUST 2025-1 LADAR 2025-1A A3                                | CUSIP: 505712AC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    910000 | PA      | $916475.11    | 0.04%             | 2029-07-16      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2024-9 VERUS 2024-9 M1                                 | CUSIP: 92540RAF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1820000 | PA      | $1833011.54   | 0.07%             | 2069-11-25      | Floating      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                               | SANTANDER HOLDINGS USA INC 3.244000% 10/05/2026                                   | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $2996605.27   | 0.12%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C01376                                                   | CUSIP: 31292HQ56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1664 | PA      | $1739.49      | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp.                                                     | STELLANTIS FINANCIAL SERVICES US CORP 144A 4.950000% 09/15/2028                   | CUSIP: 85855FAA1<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1264989.50   | 0.05%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849526                                               | CUSIP: 31300MSP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    198153 | PA      | $204717.48    | 0.01%             | 2044-08-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| SOLAR STAR FUNDING, LLC                                                                    | SOLAR STAR FUNDING LLC 144A 3.950000% 06/30/2035                                  | CUSIP: 83416WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    835667 | PA      | $799617.29    | 0.03%             | 2035-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4492                                                         | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1470222 | PA      | $1198587.63   | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 2957 VZ                                                    | CUSIP: 31395TLJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     28182 | PA      | $28707.98     | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS MORTGAGE TRUST 2024-5C27 BBCMS 2024-5C27 C                                  | CUSIP: 05555FAG9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1300000 | PA      | $1342499.73   | 0.05%             | 2057-07-15      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                 | CSMC 2014-USA OA LLC CSMC 2014-USA A2                                             | CUSIP: 12649AAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    565000 | PA      | $514503.13    | 0.02%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP 5.518000% 10/25/2035                                         | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2106826.09   | 0.08%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CB2545                                                         | CUSIP: 3140QMZK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2528120 | PA      | $2242566.77   | 0.09%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY 5.230000% 01/15/2031                                               | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    850000 | PA      | $877141.60    | 0.04%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AI8716                                                         | CUSIP: 3138ANVJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     11424 | PA      | $11461.35     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 7.625000% 10/15/2026                                          | CUSIP: 059438AH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77448.05     | 0.00%             | 2026-10-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 3.550000% 03/22/2051                                   | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    895000 | PA      | $645025.14    | 0.03%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL8489                                                         | CUSIP: 3138ETNF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     19899 | PA      | $20422.45     | 0.00%             | 2046-05-01      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Banque africaine de developpement                                                          | AFRICAN DEVELOPMENT BANK 4.125000% 02/25/2027                                     | CUSIP: 00828EEZ8<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2511161.45   | 0.10%             | 2027-02-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| State of California                                                                        | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    100000 | PA      | $122204.89    | 0.00%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR QA7075                                                        | CUSIP: 3133A12G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1324023 | PA      | $1195026.41   | 0.05%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-57 1A2                    | CUSIP: 31394JD95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     16629 | PA      | $17613.83     | 0.00%             | 2043-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                   | ANGEL OAK MORTGAGE TRUST 2025-7 AOMT 2025-7 A1                                    | CUSIP: 03466TAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3717732 | PA      | $3743518.07   | 0.15%             | 2070-06-25      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G01768                                                   | CUSIP: 31283H6D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1055 | PA      | $1091.95      | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC RAILROAD CO 2007-3 PASS THROUGH TRUST                                        | UNION PACIFIC RAILROAD CO 2007-3 PASS THROUGH TRUS 6.176000% 01/02/2031           | CUSIP: 90783XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11878 | PA      | $12655.80     | 0.00%             | 2031-01-02      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849625                                               | CUSIP: 31300MVS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     10722 | PA      | $11057.87     | 0.00%             | 2045-01-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                                       | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE 4.500000% 01/16/2030                     | CUSIP: 04522KAP1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1200000 | PA      | $1234525.85   | 0.05%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                                                         | LYB INTERNATIONAL FINANCE III LLC 2.250000% 10/01/2030                            | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89284.39     | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM8617                                                         | CUSIP: 3140XCSF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1399770 | PA      | $1154040.81   | 0.05%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8268                                                      | CUSIP: 36179XFH4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    889483 | PA      | $874510.67    | 0.04%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD1919                                                        | CUSIP: 3132DPDY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1135582 | PA      | $1021714.67   | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                          | GLS AUTO SELECT RECEIVABLES TRUST 2025-3 GSAR 2025-3A A2                          | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    365000 | PA      | $366409.56    | 0.01%             | 2030-10-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AD0250                                                         | CUSIP: 31418MH47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     95322 | PA      | $98657.68     | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GLOBAL FUNDING                                                           | AMERICAN NATIONAL GLOBAL FUNDING MTN 5.250000% 06/03/2030                         | CUSIP: 02771D2B9<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |    575000 | PA      | $585629.32    | 0.02%             | 2030-06-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-H02 FB                          | CUSIP: 38380LT78<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    452477 | PA      | $450658.04    | 0.02%             | 2070-01-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US, LLC                                                                        | RWE FINANCE US LLC 144A 5.875000% 09/18/2055                                      | CUSIP: 749983AE2<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | DE        |   1550000 | PA      | $1525584.80   | 0.06%             | 2055-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                     | GENERAL MOTORS CO 5.625000% 04/15/2030                                            | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    740000 | PA      | $769942.85    | 0.03%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BK7907                                                         | CUSIP: 3140HMYD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    184766 | PA      | $190445.09    | 0.01%             | 2048-11-01      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                                                   | COX COMMUNICATIONS INC 144A 5.950000% 09/01/2054                                  | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1266168.22   | 0.05%             | 2054-09-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                                   | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UGK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1405312.44   | 0.06%             | 2049-08-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC.                                                                            | WEIR GROUP INC 144A 5.350000% 05/06/2030                                          | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | GB        |    665000 | PA      | $682264.63    | 0.03%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG H09069                                                   | CUSIP: 3128UNCE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      3267 | PA      | $3394.85      | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                                                   | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 3.350000% 04/01/2051                      | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $1860584.70   | 0.08%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G02033                                                   | CUSIP: 3128LXHJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    117716 | PA      | $123090.31    | 0.00%             | 2032-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7648                                                      | CUSIP: 36179WP93<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1490745 | PA      | $1240383.42   | 0.05%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 11/30/2029                                              | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    925000 | PA      | $940826.18    | 0.04%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 2B2558                                               | CUSIP: 31326GZX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       688 | PA      | $705.71       | 0.00%             | 2044-05-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8191                                                        | CUSIP: 3132DWC43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1353308 | PA      | $1252226.09   | 0.05%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 08/15/2053                                              | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7457000 | PA      | $6797812.83   | 0.27%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTER ISSUER III LLC                                                          | COMPASS DATACENTERS ISSUER II LLC CMPDC 2024-2A A1                                | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    335000 | PA      | $336339.56    | 0.01%             | 2049-08-25      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| INTL COMMERCIAL MORTGAGE TRUST                                                             | INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA INT 2025-PLAZA A                         | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    800000 | PA      | $801253.60    | 0.03%             | 2037-11-05      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                                                   | DUKE ENERGY FLORIDA LLC 2.400000% 12/15/2031                                      | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1798180.52   | 0.07%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.375000% 11/15/2031                                              | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  13895000 | PA      | $12081051.10  | 0.49%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 1Q1467                                               | CUSIP: 3128S5TY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     43127 | PA      | $44465.02     | 0.00%             | 2039-11-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.000000% 08/15/2052                                              | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4522000 | PA      | $3339037.75   | 0.13%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.250000% 08/15/2035                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    250000 | PA      | $253125.00    | 0.01%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY FRN VARIABLE RATE 07/31/2027                                          | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  30960000 | PA      | $30953730.91  | 1.25%             | 2027-07-31      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH TPK REV                                                             | NEW JERSEY ST TURNPIKE AUTH TU NEW JERSEY TURNPIKE AUTHORITY                      | CUSIP: 646139X83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    925000 | PA      | $1081934.67   | 0.04%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 888956                                                         | CUSIP: 31410GTM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4098 | PA      | $4229.84      | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL, INC.                                                | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC 6.375000% 07/01/2034                    | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2524289.03   | 0.10%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849631                                               | CUSIP: 31300MVY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     41228 | PA      | $42470.60     | 0.00%             | 2045-02-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                       | META PLATFORMS INC 4.450000% 08/15/2052                                           | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2552559.00   | 0.10%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AX0875                                                         | CUSIP: 3138Y16M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      9090 | PA      | $9381.38      | 0.00%             | 2044-11-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| BGC GROUP, INC.                                                                            | BGC GROUP INC 6.150000% 04/02/2030                                                | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    305000 | PA      | $314747.57    | 0.01%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                                      | GEORGIA POWER CO 3.250000% 03/15/2051                                             | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   3368000 | PA      | $2358309.00   | 0.10%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                                                    | BMW VEHICLE LEASE TRUST BMWLT 2024-2 A3                                           | CUSIP: 05613MAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    545000 | PA      | $545647.35    | 0.02%             | 2027-10-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Exportation et developpement Canada                                                        | EXPORT DEVELOPMNT CANADA 4.750000% 06/05/2034                                     | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $5243179.45   | 0.21%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AD0217                                                         | CUSIP: 31418MG30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     33447 | PA      | $34732.24     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMIC TRUST 2003-W4 FNW 2003-W4 4A                                     | CUSIP: 31393AQ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     16923 | PA      | $17325.25     | 0.00%             | 2042-10-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                             | CARVANA AUTO RECEIVABLES TRUST 2025-P2 CRVNA 2025-P2 A4                           | CUSIP: 14688YAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1005000 | PA      | $1021267.33   | 0.04%             | 2031-06-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL6208                                                         | CUSIP: 3138EN3S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     53802 | PA      | $55917.74     | 0.00%             | 2044-04-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y                                                                               | NEW YORK NY CITY OF NEW YORK NY                                                   | CUSIP: 64966SHM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $961742.50    | 0.04%             | 2049-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G61606                                                   | CUSIP: 31335BYB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    539557 | PA      | $535773.58    | 0.02%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                      | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.200000% 03/15/2028           | CUSIP: 161175BK9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    630000 | PA      | $626459.02    | 0.03%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS MORTGAGE TRUST 2025-C32 BBCMS 2025-C32 D                                    | CUSIP: 07337AAT3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2725000 | PA      | $2166556.76   | 0.09%             | 2062-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 865213                                                         | CUSIP: 31409AGW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     18336 | PA      | $19153.66     | 0.00%             | 2029-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.250000% 02/15/2052                                              | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5235000 | PA      | $3284553.54   | 0.13%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc.                                                                          | RELX CAPITAL INC 3.000000% 05/22/2030                                             | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $47374.68     | 0.00%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                 | LAD AUTO RECEIVABLES TRUST 2024-3 LADAR 2024-3A A3                                | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    330000 | PA      | $331070.16    | 0.01%             | 2029-03-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                                             | GOLUB CAPITAL PARTNERS CLO 78M GOCAP 2025-78A C                                   | CUSIP: 381934AJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3115000 | PA      | $3056942.63   | 0.12%             | 2039-04-21      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7884                                                      | CUSIP: 36179WXM5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1349642 | PA      | $1287847.45   | 0.05%             | 2052-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM7737                                                         | CUSIP: 3140XBS35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1598281 | PA      | $1378643.21   | 0.06%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.375000% 08/15/2050                                              | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12530000 | PA      | $6385894.95   | 0.26%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NORTH HAVEN PRIVATE INCOME FUND LLC                                                        | NORTH HAVEN PRIVATE INCOME FUND LLC 144A 5.125000% 09/25/2028                     | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |    335000 | PA      | $332650.12    | 0.01%             | 2028-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                                   | JPN BANK FOR INT'L COOP 4.375000% 10/05/2027                                      | CUSIP: 471048CU0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $1010373.98   | 0.04%             | 2027-10-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION                                          | MORGAN STANLEY PRIVATE BANK NA 4.734000% 07/18/2031                               | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1203701.30   | 0.05%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC.                                                                 | ROGERS COMMUNICATIONS INC 3.800000% 03/15/2032                                    | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | NUSS              | CA        |   1705000 | PA      | $1606835.24   | 0.06%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM4879                                                         | CUSIP: 3140X8M53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    485473 | PA      | $418862.37    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                   | BX TRUST 2025-VLT7 BX 2025-VLT7 A                                                 | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1540000 | PA      | $1545751.13   | 0.06%             | 2044-07-15      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849885                                               | CUSIP: 31300M6W8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     99410 | PA      | $102354.92    | 0.00%             | 2045-12-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                                  | ESSENTIAL UTILITIES INC 4.800000% 08/15/2027                                      | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    570000 | PA      | $576056.55    | 0.02%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DLIC RE-REMIC TRUST                                                                        | DLIC RE-REMIC TRUST 2025-FRR1 DLIC 2025-FRR1 A120                                 | CUSIP: 255928BY8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1770000 | PA      | $1527500.62   | 0.06%             | 2053-09-25      | Floating      | 2.61%                 | Yes           |                  2 | On Loan: No      |
| HONDA MOTOR CO., LTD.                                                                      | HONDA MOTOR CO LTD 4.688000% 07/08/2030                                           | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | NUSS              | JP        |   1115000 | PA      | $1126883.41   | 0.05%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                | ONEOK INC 5.400000% 10/15/2035                                                    | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2639691.26   | 0.11%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.750000% 05/15/2055                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    720000 | PA      | $729000.00    | 0.03%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                  | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-1 SFAST 2025-1A A3                 | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    285000 | PA      | $287990.28    | 0.01%             | 2030-07-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WIS EDL FAC REV                                                            | PUBLIC FIN AUTH WI EDUCTNL FAC PUBLIC FINANCE AUTHORITY                           | CUSIP: 74443DMA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $506814.20    | 0.02%             | 2031-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                           | SAN DIEGO GAS & ELECTRIC CO 4.950000% 08/15/2028                                  | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022727.14   | 0.04%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-54 3A                     | CUSIP: 31393LFM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    172502 | PA      | $180275.82    | 0.01%             | 2043-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                   | DOW CHEMICAL CO/THE 4.800000% 01/15/2031                                          | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1304492.46   | 0.05%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC.                                                                               | CUMMINS INC 5.300000% 05/09/2035                                                  | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    745000 | PA      | $770925.33    | 0.03%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                  | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2 SFAST 2025-2A A3                 | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1007175.10   | 0.04%             | 2030-12-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.500000% 02/15/2045                                              | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14955000 | PA      | $10830107.26  | 0.44%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST                                                 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C2 JPMBB 2015-C28 C               | CUSIP: 46644FAK7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    879697 | PA      | $866536.77    | 0.03%             | 2048-10-15      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM8595                                                         | CUSIP: 3140XCRR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1824649 | PA      | $1582463.87   | 0.06%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST                                                            | CARMAX SELECT RECEIVABLES TRUST 2025-A CMXS 2025-A A3                             | CUSIP: 14319UAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    745000 | PA      | $750472.32    | 0.03%             | 2029-09-17      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING                                                                   | FORTITUDE GLOBAL FUNDING 144A 4.625000% 10/06/2028                                | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |    640000 | PA      | $640424.68    | 0.03%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 07/31/2030                                              | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   8555000 | PA      | $8614818.19   | 0.35%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                      | ATHENE GLOBAL FUNDING 144A 4.830000% 05/09/2028                                   | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    565000 | PA      | $569879.42    | 0.02%             | 2028-05-09      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                          | NATWEST GROUP PLC 5.778000% 03/01/2035                                            | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | NUSS              | GB        |   1910000 | PA      | $2021356.65   | 0.08%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                          | HSBC HOLDINGS PLC 5.130000% 11/19/2028                                            | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    505000 | PA      | $513546.46    | 0.02%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                      | WELLS FARGO & CO 3.900000% MATURITY: PERPETUAL                                    | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2143961.35   | 0.09%             | 2174-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CB7109                                                         | CUSIP: 3140QS3T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1774377 | PA      | $1809175.30   | 0.07%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2001-T7 FNGT 2001-T7 A1                                  | CUSIP: 31359S6X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1313 | PA      | $1368.02      | 0.00%             | 2041-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07480                                                   | CUSIP: 3128M9UD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     26202 | PA      | $27662.51     | 0.00%             | 2039-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY, INC.                                                                   | CENTERPOINT ENERGY INC 6.700000% 05/15/2055                                       | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    850000 | PA      | $878247.20    | 0.04%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                | HUDSON YARDS 2019-55HY MORTGAGE TRUST HY 2019-55HY A                              | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $937183.10    | 0.04%             | 2041-12-10      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GINNIE MAE I POOL GN 781120                                                       | CUSIP: 36225BG51<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       356 | PA      | $368.79       | 0.00%             | 2029-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                                             | PAGAYA AI DEBT TRUST 2024-3 PAID 2024-3 C                                         | CUSIP: 69547XAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1172288 | PA      | $1181216.66   | 0.05%             | 2031-10-15      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| J. B. HUNT TRANSPORT SERVICES, INC.                                                        | JB HUNT TRANSPORT SERVICES INC 4.900000% 03/15/2030                               | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    405000 | PA      | $414267.96    | 0.02%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc.                                                                          | MARKEL GROUP INC 6.000000% 05/16/2054                                             | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1112577.18   | 0.04%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED NATIONS DEV CORP N Y REV                                                            | UNITED NATIONS DEV CORP NY UNITED NATIONS DEVELOPMENT CORP                        | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $429276.16    | 0.02%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                 | MIDAMERICAN ENERGY CO 5.300000% 02/01/2055                                        | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1019878.26   | 0.04%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC, INC.                                                                          | BARINGS BDC INC 5.200000% 09/15/2028                                              | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    820000 | PA      | $815529.93    | 0.03%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.000000% 05/31/2030                                              | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2095000 | PA      | $2122251.36   | 0.09%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                               | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-4 D                  | CUSIP: 02530CAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1155000 | PA      | $1193667.67   | 0.05%             | 2030-09-12      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| MATHER                                                                                     | MATHER FOUNDATION 2.675000% 10/01/2031                                            | CUSIP: 576722AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2252089.65   | 0.09%             | 2031-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                               | HESS MIDSTREAM OPERATIONS LP 144A 5.875000% 03/01/2028                            | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1723047.95   | 0.07%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                      | FOUNDRY JV HOLDCO LLC 144A 6.200000% 01/25/2037                                   | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2525669.17   | 0.10%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA4245                                                        | CUSIP: 3133KKWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1185830 | PA      | $974560.81    | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS3218                                                         | CUSIP: 3140XJSG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1466080 | PA      | $1266785.86   | 0.05%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-H08 FE                          | CUSIP: 38382YST1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1892248 | PA      | $1884924.96   | 0.08%             | 2072-03-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-H04 FK                          | CUSIP: 38380VPG0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    737664 | PA      | $739315.66    | 0.03%             | 2068-03-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING, LLC                                                             | TERRAFORM POWER OPERATING, LLC 5/21/2029                                          | CUSIP: 88103NAL4<br>LEI: N/A                  | Long             | LON              |  | US        |   1620917 | PA      | $1615519.44   | 0.07%             | 2029-05-21      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL8749                                                         | CUSIP: 3138ETWK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     15716 | PA      | $16212.37     | 0.00%             | 2045-01-01      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| THE CONSERVATION FUND, A NONPROFIT CORPORATION                                             | CONSERVATION FUND A NONPROFIT CORP/THE 3.474000% 12/15/2029                       | CUSIP: 20848FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2116000 | PA      | $2026172.65   | 0.08%             | 2029-12-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 4319 MA                                                    | CUSIP: 3137B8LR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     71365 | PA      | $71813.79     | 0.00%             | 2044-03-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-2 EART 2025-2A A3                        | CUSIP: 30168JAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1240000 | PA      | $1244396.79   | 0.05%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-H16 CF                          | CUSIP: 38380LF65<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    279559 | PA      | $279455.27    | 0.01%             | 2069-10-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL8387                                                         | CUSIP: 3138ETJ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2916173 | PA      | $2827788.37   | 0.11%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.500000% 02/15/2046                                              | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    870000 | PA      | $620588.67    | 0.03%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-H01 FV                          | CUSIP: 38380LY72<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3275979 | PA      | $3268766.94   | 0.13%             | 2070-01-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                                   | STATE STREET INSTITUTIONAL INV TST US GVT INSTL                                   | CUSIP: 857492573<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | STIV             |  | US        |   9643549 | PA      | $9643549.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA8473                                                         | CUSIP: 3140QGMX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2469900 | PA      | $2035317.81   | 0.08%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-1 WLAKE 2025-1A D                      | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3570000 | PA      | $3620645.45   | 0.15%             | 2030-11-15      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                               | JBS USA HOLDING LUX SARL / JBS USA FOODS GROUP HOL 6.250000% 03/01/2056           | CUSIP: 472140AG7<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | US        |   1688000 | PA      | $1696051.76   | 0.07%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST                                                     | GREENSKY HOME IMPROVEMENT TRUST 2024-1 GSKY 2024-1 A3                             | CUSIP: 39571MAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    365000 | PA      | $374406.67    | 0.02%             | 2059-06-25      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| State of California                                                                        | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     40000 | PA      | $48709.59     | 0.00%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2007-20E 1                       | CUSIP: 83162CRA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       648 | PA      | $646.72       | 0.00%             | 2027-05-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORPORATION                                                                   | RALPH LAUREN CORP 5.000000% 06/15/2032                                            | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    785000 | PA      | $806516.41    | 0.03%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA8440                                                         | CUSIP: 3140QGLW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    241753 | PA      | $199267.24    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL4657                                                         | CUSIP: 3138EME72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5824 | PA      | $5892.60      | 0.00%             | 2044-01-01      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA6994                                                      | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2970199 | PA      | $2472802.06   | 0.10%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-H11 EF                          | CUSIP: 38382YTX1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2304965 | PA      | $2314530.53   | 0.09%             | 2072-05-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-84 IB                           | CUSIP: 38379XFT2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1712783 | PA      | $331197.23    | 0.01%             | 2045-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA5248                                                         | CUSIP: 31418EZN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1116936 | PA      | $1156160.38   | 0.05%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8220                                                        | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2887934 | PA      | $2562067.63   | 0.10%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                   | EUROPEAN INVESTMENT BANK 0.625000% 10/21/2027                                     | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   5000000 | PA      | $4714302.05   | 0.19%             | 2027-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS1931                                                         | CUSIP: 3140XHED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2490041 | PA      | $2138991.31   | 0.09%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA3617                                                         | CUSIP: 31418DAT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    149398 | PA      | $150996.87    | 0.01%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.875000% 08/15/2045                                              | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3235000 | PA      | $3329522.66   | 0.13%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4465                                                         | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2880321 | PA      | $2351359.27   | 0.09%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                              | BROADCOM INC 4.900000% 07/15/2032                                                 | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    740000 | PA      | $756111.76    | 0.03%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.000000% 03/31/2030                                              | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    350000 | PA      | $354429.69    | 0.01%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G61030                                                   | CUSIP: 31335BEB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    259290 | PA      | $258850.03    | 0.01%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                                         | F&G GLOBAL FUNDING 144A 4.650000% 09/08/2028                                      | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    420000 | PA      | $421222.76    | 0.02%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM6708                                                         | CUSIP: 3140XAN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1029984 | PA      | $887456.92    | 0.04%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 3330 GZ                                                    | CUSIP: 31397JFK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      2272 | PA      | $2357.84      | 0.00%             | 2037-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP.                                                               | BLUE OWL CREDIT INCOME CORP 7.750000% 01/15/2029                                  | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2844986.22   | 0.11%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |  12336619 | PA      | $12336618.76  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2001-T8 FNGT 2001-T8 A1                                  | CUSIP: 313920UK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3372 | PA      | $3438.97      | 0.00%             | 2041-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                                     | SAMMONS FINANCIAL GROUP GLOBAL FUNDING 144A 4.950000% 06/12/2030                  | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1384800.56   | 0.06%             | 2030-06-12      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2007-20F 1                       | CUSIP: 83162CRB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1408 | PA      | $1417.80      | 0.00%             | 2027-06-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC.                                                                 | STELLANTIS FINANCE US INC 144A 6.450000% 03/18/2035                               | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    655000 | PA      | $680550.48    | 0.03%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                          | HSBC HOLDINGS PLC 5.133000% 11/06/2036                                            | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   1125000 | PA      | $1123800.36   | 0.05%             | 2036-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 841485                                               | CUSIP: 31288QUJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    752648 | PA      | $747155.00    | 0.03%             | 2052-09-01      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 3185 GT                                                    | CUSIP: 31396UBX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      3229 | PA      | $3233.04      | 0.00%             | 2026-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07612                                                   | CUSIP: 3128M9YH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     68413 | PA      | $68444.34     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 725484                                                         | CUSIP: 31402C6V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     39645 | PA      | $41413.40     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC MULTIFAMILY ML CERTIFICATES FRETE 2021-ML08 AUS                       | CUSIP: 30318LAB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1590623 | PA      | $1300627.82   | 0.05%             | 2037-07-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                                   | OCTANE RECEIVABLES TRUST 2023-1 OCTL 2023-1A C                                    | CUSIP: 67571BAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    895000 | PA      | $909096.88    | 0.04%             | 2029-09-20      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL FIN AUTH N H INDL DEV REV                                                         | NATIONAL FIN AUTH NH INDL DEVR NEW HAMPSHIRE BUSINESS FINANCE AUTHORITY           | CUSIP: 63609FAD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5500000 | PA      | $5500000.00   | 0.22%             | 2029-02-01      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| BANQUE NATIONALE DU CANADA                                                                 | NATIONAL BANK OF CANADA 4.500000% 10/10/2029                                      | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    935000 | PA      | $943350.55    | 0.04%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                               | BARCLAYS PLC 5.674000% 03/12/2028                                                 | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |   1790000 | PA      | $1822900.83   | 0.07%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07857                                                   | CUSIP: 3128MAB24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     41844 | PA      | $42237.42     | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                         | CNO GLOBAL FUNDING MTN 4.375000% 09/08/2028                                       | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    658000 | PA      | $657506.66    | 0.03%             | 2028-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD5012                                                        | CUSIP: 3132DSR95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   9158133 | PA      | $9168084.40   | 0.37%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR ZI8701                                                        | CUSIP: 3131WMU20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     13598 | PA      | $14200.92     | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                              | FORD MOTOR CREDIT CO LLC 7.350000% 11/04/2027                                     | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    525000 | PA      | $548148.59    | 0.02%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A1                                 | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3252954 | PA      | $2929621.69   | 0.12%             | 2066-01-25      | Floating      | 0.82%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                    | CARMAX AUTO OWNER TRUST 2025-2 CARMX 2025-2 A3                                    | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    480000 | PA      | $483661.54    | 0.02%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| NEXTGEAR FLOORPLAN MASTER OWNER TRUST                                                      | NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT 2025-2A A2                            | CUSIP: 65346CAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $499368.30    | 0.02%             | 2030-10-15      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| HERCULES CAPITAL, INC.                                                                     | HERCULES CAPITAL INC 6.000000% 06/16/2030                                         | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    385000 | PA      | $389773.97    | 0.02%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NHP FOUNDATION (THE)                                                                       | NHP FOUNDATION/THE 6.000000% 12/01/2033                                           | CUSIP: 62925MAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1078533.35   | 0.04%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                             | ENTERPRISE FLEET FINANCING 2025-1 LLC EFF 2025-1 A3                               | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    335000 | PA      | $339815.76    | 0.01%             | 2029-02-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7830                                                      | CUSIP: 36179WVX3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1027800 | PA      | $980848.51    | 0.04%             | 2052-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                   | BENCHMARK 2019-B10 MORTGAGE TRUST BMARK 2019-B10 E                                | CUSIP: 08162VAX6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1260000 | PA      | $850047.79    | 0.03%             | 2062-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES, INC.                                                                     | ROCKET COS INC 144A 6.125000% 08/01/2030                                          | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1371872.39   | 0.06%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                  | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3 SFAST 2024-3A A3                 | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    265000 | PA      | $266114.93    | 0.01%             | 2030-06-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                                                                   | BHG SECURITIZATION TRUST 2025-2CON BHG 2025-2CON A                                | CUSIP: 05494LAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    505197 | PA      | $508559.99    | 0.02%             | 2036-09-17      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07805                                                   | CUSIP: 3128MAAE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     33124 | PA      | $32776.21     | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                                                     | NSTAR ELECTRIC CO 4.850000% 03/01/2030                                            | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    370000 | PA      | $379238.29    | 0.02%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP MTN 2.676000% 06/19/2041                                     | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2003839.64   | 0.08%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA6271                                                         | CUSIP: 3140QD6H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4564534 | PA      | $3934345.16   | 0.16%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.250000% 02/15/2054                                              | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    185000 | PA      | $172418.56    | 0.01%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OWS CRE FDG I LLC                                                                          | OWS REAL ESTATE FINANCE LLC OWSCRE 2025-MARG2 A                                   | CUSIP: 67121XAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6000000 | PA      | $5999926.20   | 0.24%             | 2034-08-15      | Floating      | 8.03%                 | Yes           |                  2 | On Loan: No      |
| QUALCOMM INCORPORATED                                                                      | QUALCOMM INC 5.000000% 05/20/2035                                                 | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    595000 | PA      | $606530.96    | 0.02%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                          | CAPITAL ONE FINANCIAL CORP 6.377000% 06/08/2034                                   | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    375000 | PA      | $405845.00    | 0.02%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                                  | APOLLO DEBT SOLUTIONS BDC 144A 5.875000% 08/30/2030                               | CUSIP: 03770DAG8<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    470000 | PA      | $475182.22    | 0.02%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US ULTRA BOND CBT DEC25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       269 | NC      | $32624656.25  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY 5.466000% 01/18/2035                                               | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1648502.23   | 0.07%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| DLIC RE-REMIC TRUST                                                                        | DLIC RE-REMIC TRUST 2025-FRR1 DLIC 2025-FRR1 A111                                 | CUSIP: 255928BL6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1770000 | PA      | $1529746.40   | 0.06%             | 2053-04-25      | Floating      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST                                                 | SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-5A SFAVE 2015-5AVE A1             | CUSIP: 78413MAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3045000 | PA      | $2622994.67   | 0.11%             | 2043-01-05      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| BB BLUE FINANCING DESIGNATED ACTIVITY COMPANY                                              | BB BLUE FINANCING DAC 4.395000% 09/20/2037                                        | CUSIP: BZ1196758<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | NUSS              | IE        |   2500000 | PA      | $2446709.30   | 0.10%             | 2037-09-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849505                                               | CUSIP: 31300MR21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     26424 | PA      | $27240.23     | 0.00%             | 2044-10-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                         | ENERGY TRANSFER LP 6.500000% 02/01/2042                                           | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    835000 | PA      | $879597.24    | 0.04%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                                            | CIGNA GROUP/THE 7.875000% 05/15/2027                                              | CUSIP: 125523AX8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    651000 | PA      | $685231.30    | 0.03%             | 2027-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                        | COMM 2024-CBM MORTGAGE TRUST COMM 2024-CBM A2                                     | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    180000 | PA      | $183271.68    | 0.01%             | 2041-12-10      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| KfW                                                                                        | KREDITANSTALT FUER WIEDERAUFBAU 1.750000% 09/14/2029                              | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   2500000 | PA      | $2327202.73   | 0.09%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.625000% 05/15/2031                                              | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   8150000 | PA      | $7286291.04   | 0.29%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  1 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-609M WFCM 2025-609M A                  | CUSIP: 95004NAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $499375.00    | 0.02%             | 2042-08-15      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-H09 FA                          | CUSIP: 38382YQX4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1991838 | PA      | $1977330.11   | 0.08%             | 2072-04-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-H13 FJ                          | CUSIP: 38382Y7H0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1181123 | PA      | $1204614.59   | 0.05%             | 2073-02-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS, INC.                                                           | AIR PRODUCTS AND CHEMICALS INC 4.800000% 03/03/2033                               | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1525717.13   | 0.06%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY MTN 4.431000% 01/23/2030                                           | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    475000 | PA      | $477811.10    | 0.02%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                                              | CONSOLIDATED EDISON CO OF NEW YORK INC 4.450000% 03/15/2044                       | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    965000 | PA      | $853363.83    | 0.03%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2023-1 GCAR 2023-1A D                           | CUSIP: 36266XAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1415000 | PA      | $1444887.63   | 0.06%             | 2029-01-16      | Fixed         | 7.01%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RQ0028                                                        | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1428595 | PA      | $1460711.62   | 0.06%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1 EART 2024-1A D                         | CUSIP: 30167PAF7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4215000 | PA      | $4271322.94   | 0.17%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 725228                                                         | CUSIP: 31402CVV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    110929 | PA      | $115203.71    | 0.00%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-S1 SDART 2024-S1 R1                   | CUSIP: 80286UAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4552083 | PA      | $4553758.59   | 0.18%             | 2029-03-16      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| European Investment Bank                                                                   | EUROPEAN INVESTMENT BANK 3.750000% 02/14/2033                                     | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2465352.78   | 0.10%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-51 1A                     | CUSIP: 31392W7B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    103390 | PA      | $107798.61    | 0.00%             | 2043-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                               | DRIVE AUTO RECEIVABLES TRUST 2024-2 DRIVE 2024-2 B                                | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    765000 | PA      | $766465.05    | 0.03%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL4778                                                         | CUSIP: 3138EMJY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     28000 | PA      | $27802.59     | 0.00%             | 2032-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 2944 OH                                                    | CUSIP: 31395PCL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    112148 | PA      | $117064.45    | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS2572                                                         | CUSIP: 3140XH2E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3109638 | PA      | $2544752.81   | 0.10%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA2455                                                         | CUSIP: 31418BWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     43775 | PA      | $43391.86     | 0.00%             | 2035-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST                                              | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2025 BLAST 2025-2 D                 | CUSIP: 10807HAF3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7915000 | PA      | $7971117.35   | 0.32%             | 2031-03-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT GREEN BK CONN                                                                  | CONNECTICUT ST GREEN BANK CONNECTICUT GREEN BANK                                  | CUSIP: 207580AL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2233124.00   | 0.09%             | 2035-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| THE SOUTHERN COMPANY                                                                       | SOUTHERN CO/THE 3.750000% 09/15/2051                                              | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1430859.57   | 0.06%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2025-3 GCAR 2025-3A D                           | CUSIP: 37989YAF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2020000 | PA      | $2009490.14   | 0.08%             | 2031-06-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STATEWIDE CMNTYS DEV AUTH REV                                                   | CALIFORNIA STWD CMNTYS DEV AUT CALIFORNIA STATEWIDE COMMUNITIES DEVELOPMENT AUTHO | CUSIP: 13080SZY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $389487.45    | 0.02%             | 2039-02-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL8816                                                         | CUSIP: 3138ETYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     37800 | PA      | $37722.44     | 0.00%             | 2045-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE ELECTRIC & GAS CORPORATION                                                  | NEW YORK STATE ELECTRIC & GAS CORP 144A 5.300000% 08/15/2034                      | CUSIP: 649840CW3<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024955.06   | 0.04%             | 2034-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Vistra Zero Opt Co, LLC                                                                    | Vistra Zero Opt Co, LLC 3/20/2031                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    995000 | PA      | $973697.05    | 0.04%             | 2031-03-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                                | CRESCENT ENERGY FINANCE LLC 144A 7.625000% 04/01/2032                             | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387785.94    | 0.02%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 889466                                                         | CUSIP: 31410KFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     22965 | PA      | $24218.74     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.625000% 11/15/2050                                              | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    240000 | PA      | $130340.63    | 0.01%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8428                                                      | CUSIP: 36179XLH7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3520341 | PA      | $3529885.66   | 0.14%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 786266                                                      | CUSIP: 3622ABZ70<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1306802 | PA      | $1132510.10   | 0.05%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC                                                   | SIERRA TIMESHARE 2024-2 RECEIVABLES FUNDING LLC SRFC 2024-2A A                    | CUSIP: 82650DAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    664197 | PA      | $673463.00    | 0.03%             | 2041-06-20      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9906                                                      | CUSIP: 36180AAF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3713076 | PA      | $3749476.54   | 0.15%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PARTNERS                                                              | SIXTH STREET LENDING PARTNERS 6.500000% 03/11/2029                                | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    765000 | PA      | $792733.32    | 0.03%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH TPK REV                                                             | NEW JERSEY ST TURNPIKE AUTH TU NEW JERSEY TURNPIKE AUTHORITY                      | CUSIP: 646139W35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $332606.40    | 0.01%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                  | DELL INTERNATIONAL LLC / EMC CORP 6.020000% 06/15/2026                            | CUSIP: 24703TAD8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20147.60     | 0.00%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                             | CARVANA AUTO RECEIVABLES TRUST 2024-P4 CRVNA 2024-P4 A3                           | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    225000 | PA      | $225928.73    | 0.01%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL0778                                                         | CUSIP: 3138EG2L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4883 | PA      | $5093.11      | 0.00%             | 2049-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                                                 | COREBRIDGE FINANCIAL INC 6.875000% 12/15/2052                                     | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    765000 | PA      | $783457.41    | 0.03%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.250000% 08/15/2054                                              | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    965000 | PA      | $899146.29    | 0.04%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WB COMMERCIAL MORTGAGE TRUST                                                               | WB COMMERCIAL MORTGAGE TRUST 2024-HQ WB 2024-HQ A                                 | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $500562.90    | 0.02%             | 2040-03-15      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.750000% 05/31/2030                                              | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3410000 | PA      | $3417725.76   | 0.14%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                                | HOST HOTELS & RESORTS LP 5.700000% 07/01/2034                                     | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1563138.51   | 0.06%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PENN COMMERCIAL MORTGAGE TRUST                                                             | PENN COMMERCIAL MORTGAGE TRUST 2025-P11 P11 2025-P11 A                            | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $2540388.00   | 0.10%             | 2042-08-10      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                         | ENERGY TRANSFER LP 6.100000% 12/01/2028                                           | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1948391.92   | 0.08%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                        | FRONTIER ISSUER LLC FYBR 2024-1 A2                                                | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    880000 | PA      | $906267.12    | 0.04%             | 2054-06-20      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                                                          | MICROCHIP TECHNOLOGY INC 5.050000% 02/15/2030                                     | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    610000 | PA      | $622063.54    | 0.03%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP.                                                                       | FS KKR CAPITAL CORP 6.125000% 01/15/2030                                          | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    565000 | PA      | $558376.98    | 0.02%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 310098                                                         | CUSIP: 31374CNP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     16376 | PA      | $16510.06     | 0.00%             | 2036-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | SMALL BUSINESS ADMINISTRATION SBAP 2007-20C 1                                     | CUSIP: 83162CQX4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       358 | PA      | $359.77       | 0.00%             | 2027-03-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                         | RGA GLOBAL FUNDING 144A 5.000000% 08/25/2032                                      | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1554229.80   | 0.06%             | 2032-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WLY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1260725.00   | 0.05%             | 2055-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                          | GOLUB CAPITAL PRIVATE CREDIT FUND 144A 5.450000% 08/15/2028                       | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195959.94    | 0.01%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                                                  | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609UNU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1053660.80   | 0.04%             | 2045-05-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-2 EART 2024-2A D                         | CUSIP: 30166DAF5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2850000 | PA      | $2897125.89   | 0.12%             | 2030-02-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS 2018-TALL MORTGAGE TRUST BBCMS 2018-TALL A                                  | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1840000 | PA      | $1734200.00   | 0.07%             | 2037-03-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                                         | BMO 2024-C9 MORTGAGE TRUST BMO 2024-C9 C                                          | CUSIP: 05593MAK9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1400000 | PA      | $1444830.10   | 0.06%             | 2057-07-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                                                      | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-3 GMALT 2025-3 A3                      | CUSIP: 379965AD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    810000 | PA      | $812039.01    | 0.03%             | 2028-08-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI, LLC                                                                   | ENTERGY MISSISSIPPI LLC 5.800000% 04/15/2055                                      | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2180755.71   | 0.09%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FUNDING LLC                                                                  | PG&E RECOVERY FUNDING LLC 5.231000% 06/01/2042                                    | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1027616.93   | 0.04%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                           | SKANDINAVISKA ENSKILDA BANKEN AB MTN 4.500000% 09/03/2030                         | CUSIP: 830505BK8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | NUSS              | SE        |    676000 | PA      | $676875.87    | 0.03%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                                           | CIFC FUNDING 2019-III LTD CIFC 2019-3A CR2                                        | CUSIP: 12554VBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2285000 | PA      | $2282068.35   | 0.09%             | 2038-01-16      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                              | GOLDMAN SACHS GROUP INC/THE 4.387000% 06/15/2027                                  | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2500578.98   | 0.10%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                                    | ROYAL BANK OF CANADA MTN 4.498000% 08/06/2029                                     | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | CA        |   2070000 | PA      | $2085736.37   | 0.08%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                          | GLS AUTO SELECT RECEIVABLES TRUST 2024-4 GSAR 2024-4A A2                          | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    274475 | PA      | $274851.44    | 0.01%             | 2029-12-17      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                             | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2024-2A A1                                  | CUSIP: 96328GBT3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    381019 | PA      | $384123.00    | 0.02%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                      | SUMITOMO MITSUI FINANCIAL GROUP INC 4.660000% 07/08/2031                          | CUSIP: 86562MDY3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | NUSS              | JP        |    690000 | PA      | $697345.37    | 0.03%             | 2031-07-08      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C01416                                                   | CUSIP: 31292HSD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      7524 | PA      | $7867.14      | 0.00%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BM1357                                                         | CUSIP: 3140J5QK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    400178 | PA      | $401117.72    | 0.02%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.375000% 01/31/2032                                              | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  21080000 | PA      | $21707459.27  | 0.88%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS6136                                                         | CUSIP: 3140XMZA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1562845 | PA      | $1404751.15   | 0.06%             | 2043-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                                         | BMO 2024-5C4 MORTGAGE TRUST BMO 2024-5C4 C                                        | CUSIP: 09660SAZ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3100000 | PA      | $3202638.52   | 0.13%             | 2057-05-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II, L.P.                                                               | TPG OPERATING GROUP II LP 5.375000% 01/15/2036                                    | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1066383.00   | 0.04%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                           | OCCIDENTAL PETROLEUM CORP 5.200000% 08/01/2029                                    | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    910000 | PA      | $929036.29    | 0.04%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                  | AT&T INC 3.550000% 09/15/2055                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1238000 | PA      | $844439.75    | 0.03%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                                     | CHUBB INA HOLDINGS LLC 4.900000% 08/15/2035                                       | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    535000 | PA      | $538433.64    | 0.02%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE ELECTRIC & GAS CORPORATION                                                  | NEW YORK STATE ELECTRIC & GAS CORP 144A 5.850000% 08/15/2033                      | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2656811.15   | 0.11%             | 2033-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ARTHUR J. GALLAGHER & CO.                                                                  | ARTHUR J GALLAGHER & CO 6.500000% 02/15/2034                                      | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1671840.23   | 0.07%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4468                                                         | CUSIP: 31418D6E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1047818 | PA      | $973125.52    | 0.04%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2001-79 BA                                                  | CUSIP: 31392BMM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6327 | PA      | $6513.80      | 0.00%             | 2045-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                                           | NIAGARA MOHAWK POWER CORP 144A 5.783000% 09/16/2052                               | CUSIP: 65364UAS5<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    836000 | PA      | $842474.73    | 0.03%             | 2052-09-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8090                                                        | CUSIP: 3132DV7B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   9804282 | PA      | $8031414.17   | 0.32%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                     | EXTRA SPACE STORAGE LP 5.700000% 04/01/2028                                       | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257959.44    | 0.01%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 310048                                                         | CUSIP: 31374CL53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2680 | PA      | $2846.76      | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK TRANSN DEV CORP REV                                                               | NEW YORK TRANSPRTN DEV CORP RE NEW YORK TRANSPORTATION DEVELOPMENT CORP           | CUSIP: 65012EAA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2504338.75   | 0.10%             | 2051-06-30      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| SUNRUN JULIUS ISSUER                                                                       | SUNRUN JULIUS ISSUER 2023-2 LLC SUNRN 2023-2A A1                                  | CUSIP: 86772JAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1213385 | PA      | $1225603.16   | 0.05%             | 2059-01-30      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9361                                                      | CUSIP: 36179YMJ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7991685 | PA      | $7973963.99   | 0.32%             | 2053-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                           | PACIFIC GAS AND ELECTRIC CO 6.150000% 03/01/2055                                  | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    895000 | PA      | $900411.61    | 0.04%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                             | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2024-3A A1                                  | CUSIP: 96328GBZ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    654273 | PA      | $659979.74    | 0.03%             | 2039-09-19      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.000000% 02/15/2050                                              | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4745000 | PA      | $2870354.32   | 0.12%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC.                                                                              | HSBC USA INC 4.650000% 06/03/2028                                                 | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    535000 | PA      | $541997.35    | 0.02%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2001-T12 FNGT 2001-T12 A1                                | CUSIP: 31392A5L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1996 | PA      | $2016.22      | 0.00%             | 2041-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.625000% 02/15/2055                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9915000 | PA      | $9834440.63   | 0.40%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY MTN 4.892000% 10/22/2036                                           | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    620000 | PA      | $616223.31    | 0.02%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                                                   | AUTONATION FINANCE TRUST 2025-1 DRVPNK 2025-1A A3                                 | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    370000 | PA      | $372584.52    | 0.02%             | 2029-11-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 735897                                                         | CUSIP: 31402RRS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     33702 | PA      | $34933.03     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                                                        | PECO ENERGY CO 4.150000% 10/01/2044                                               | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $866258.71    | 0.03%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                                                              | NYC COMMERCIAL MORTGAGE TRUST 2025-300P NYC 2025-300P A                           | CUSIP: 67121TAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2550000 | PA      | $2560038.08   | 0.10%             | 2042-07-13      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                               | DRIVE AUTO RECEIVABLES TRUST 2025-2 DRIVE 2025-2 D                                | CUSIP: 262103AG9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3905000 | PA      | $3870330.63   | 0.16%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-1 WLAKE 2025-1A A3                     | CUSIP: 96043VAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1310000 | PA      | $1316905.01   | 0.05%             | 2028-08-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.750000% 05/15/2055                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4480000 | PA      | $4536000.00   | 0.18%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                   | LLOYDS BANKING GROUP PLC 4.818000% 06/13/2029                                     | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    945000 | PA      | $958024.49    | 0.04%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AX8474                                                         | CUSIP: 3138YAMY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     16395 | PA      | $16896.55     | 0.00%             | 2044-12-01      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8454                                                        | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4005881 | PA      | $4098528.22   | 0.17%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9907                                                      | CUSIP: 36180AAG8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  15113052 | PA      | $15409672.85  | 0.62%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5362                                                         | CUSIP: 3138EM5Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     28482 | PA      | $28841.20     | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   9968377 | PA      | $9968376.68   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4379                                                         | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2401558 | PA      | $2050344.70   | 0.08%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.375000% 09/15/2028                                              | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1570000 | PA      | $1560432.81   | 0.06%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| IOWA FIN AUTH MULTI FAMILY REV                                                             | IOWA ST FIN AUTH MF REVENUE IOWA FINANCE AUTHORITY                                | CUSIP: 46246JNP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    415000 | PA      | $420458.62    | 0.02%             | 2027-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                                      | BANK5 2024-5YR10 BANK5 2024-5YR10 D                                               | CUSIP: 06604AAY0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2100000 | PA      | $1847927.97   | 0.07%             | 2057-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL FUNDING                                                            | WESTERN-SOUTHERN GLOBAL FUNDING 144A 4.500000% 07/16/2028                         | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1212555.40   | 0.05%             | 2028-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                          | NATWEST GROUP PLC 1.642000% 06/14/2027                                            | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1750000 | PA      | $1722106.35   | 0.07%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                             | US BANK NA/CINCINNATI OH 4.507000% 10/22/2027                                     | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1158764.15   | 0.05%             | 2027-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G06447                                                   | CUSIP: 3128M8P81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     30268 | PA      | $30474.81     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP.                                                               | BLUE OWL CREDIT INCOME CORP 6.600000% 09/15/2029                                  | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    555000 | PA      | $573529.81    | 0.02%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA6686                                                        | CUSIP: 3133KNNB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    869239 | PA      | $829038.42    | 0.03%             | 2052-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AD0130                                                         | CUSIP: 31418MEC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     12213 | PA      | $12955.90     | 0.00%             | 2039-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JACKSON PARK TRUST                                                                         | JACKSON PARK TRUST 2019-LIC JAX 2019-LIC A                                        | CUSIP: 46868RAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $917447.50    | 0.04%             | 2039-10-14      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 773521                                                         | CUSIP: 31404NLA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       337 | PA      | $344.78       | 0.00%             | 2034-09-01      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.250000% 08/15/2035                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   6103800 | PA      | $6176282.63   | 0.25%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                         | ORACLE CORP 3.600000% 04/01/2040                                                  | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    495000 | PA      | $387648.69    | 0.02%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                                     | JAPAN INT'L COOP AGENCY 4.250000% 05/22/2030                                      | CUSIP: 47109LAJ3<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    470000 | PA      | $476411.83    | 0.02%             | 2030-05-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9907                                                      | CUSIP: 36180AAG8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     78755 | PA      | $80296.71     | 0.00%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS3427                                                         | CUSIP: 3140XJYZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2214424 | PA      | $2111401.45   | 0.09%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                                                               | FORD CREDIT AUTO LEASE TRUST 2025-A FORDL 2025-A A3                               | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    420000 | PA      | $423211.19    | 0.02%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 555798                                                         | CUSIP: 31385XNP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1385 | PA      | $1434.27      | 0.00%             | 2033-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GINNIE MAE I POOL GN 781029                                                       | CUSIP: 36225BEA2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       518 | PA      | $533.18       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4565                                                         | CUSIP: 31418ECB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1563229 | PA      | $1446456.19   | 0.06%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE FORD FOUNDATION                                                                        | FORD FOUNDATION/THE 2.415000% 06/01/2050                                          | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1542302.63   | 0.06%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                      | NEXTERA ENERGY CAPITAL HOLDINGS INC 4.685000% 09/01/2027                          | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    720000 | PA      | $727666.62    | 0.03%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS0328                                                         | CUSIP: 3140XFLJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1250747 | PA      | $1195039.31   | 0.05%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.375000% 08/15/2042                                              | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6970000 | PA      | $5983581.62   | 0.24%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                               | DRIVE AUTO RECEIVABLES TRUST 2025-S1 DRIVE 2025-S1 R2                             | CUSIP: 26210HAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4915374 | PA      | $4938381.15   | 0.20%             | 2029-06-16      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM4334                                                         | CUSIP: 3140X7Y86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1385708 | PA      | $1248690.49   | 0.05%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-H04 FG                          | CUSIP: 38382YMF7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    889500 | PA      | $888112.79    | 0.04%             | 2067-02-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS9797                                                         | CUSIP: 3140XR3F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1919762 | PA      | $1928483.54   | 0.08%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 889886                                                         | CUSIP: 31410KUK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       163 | PA      | $173.22       | 0.00%             | 2037-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST                                              | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024 BLAST 2024-3 B                 | CUSIP: 10805NAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    615000 | PA      | $617879.06    | 0.02%             | 2028-10-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC COMPANY                                                                     | UNION ELECTRIC CO 3.900000% 04/01/2052                                            | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $1723809.21   | 0.07%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2001-T4 FNGT 2001-T4 A1                                  | CUSIP: 31359SR69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     28055 | PA      | $28781.33     | 0.00%             | 2041-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS3298                                                         | CUSIP: 3140XJUY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1952812 | PA      | $1658761.91   | 0.07%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA3167                                                        | CUSIP: 3133KJQU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3815777 | PA      | $3144988.01   | 0.13%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                    | CARMAX AUTO OWNER TRUST 2024-3 CARMX 2024-3 A3                                    | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    790000 | PA      | $798348.33    | 0.03%             | 2029-07-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                               | BARCLAYS PLC 2.894000% 11/24/2032                                                 | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |   1000000 | PA      | $903476.00    | 0.04%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WIS REV                                                                    | PUBLIC FIN AUTH WI REVENUE PUBLIC FINANCE AUTHORITY                               | CUSIP: 74442PG25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $555803.71    | 0.02%             | 2029-07-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                      | DOMINION ENERGY INC 6.000000% 02/15/2056                                          | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    891000 | PA      | $904865.47    | 0.04%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF DEPT ARPTS CUSTOMER FAC CHARGE REV                                       | LOS ANGELES CA DEPT OF ARPTS C CITY OF LOS ANGELES DEPARTMENT OF AIRPORTS CUSTOME | CUSIP: 54445CAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2178800.55   | 0.09%             | 2030-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                                                         | LYB INTERNATIONAL FINANCE III LLC 3.375000% 10/01/2040                            | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $931395.10    | 0.04%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2014-1 KF                                                   | CUSIP: 3136AJAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    118734 | PA      | $117817.58    | 0.00%             | 2044-02-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES FINANCE GP1                                                              | LIBERTY UTILITIES FINANCE GP 1 144A 2.050000% 09/15/2030                          | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2239647.65   | 0.09%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| SEB FUNDING LLC                                                                            | SEB FUNDING LLC SEB4P 2024-1A A2                                                  | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     30000 | PA      | $30712.86     | 0.00%             | 2054-04-30      | Fixed         | 7.39%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G08707                                                   | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    569561 | PA      | $551832.68    | 0.02%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES, L.P.                                                              | COPT DEFENSE PROPERTIES LP 4.500000% 10/15/2030                                   | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347818.88    | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HIGHER EDUCATION ASSISTANCE CORPORATION                                      | MASSACHUSETTS HIGHER EDUCATION ASSISTANCE CORP 2.673000% 07/01/2031               | CUSIP: 575674AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $439834.65    | 0.02%             | 2031-07-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| NEW ENGLAND POWER COMPANY                                                                  | NEW ENGLAND POWER CO 144A 5.848000% 09/08/2055                                    | CUSIP: 644188BK9<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |    405000 | PA      | $414469.82    | 0.02%             | 2055-09-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 BS3713                                                      | CUSIP: 3617MEDS9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    768369 | PA      | $714597.23    | 0.03%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 888560                                                         | CUSIP: 31410GE90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      7428 | PA      | $7715.62      | 0.00%             | 2035-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                                      | BANK5 2024-5YR12 BANK5 2024-5YR12 D                                               | CUSIP: 06644XAJ5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1160000 | PA      | $1022931.38   | 0.04%             | 2057-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BT7339                                                         | CUSIP: 3140LWEM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    993891 | PA      | $920245.55    | 0.04%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                           | PACIFIC GAS AND ELECTRIC CO 6.700000% 04/01/2053                                  | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5356613.10   | 0.22%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH N H REV                                                                  | NATIONAL FIN AUTH NH REVENUE NEW HAMPSHIRE BUSINESS FINANCE AUTHORITY             | CUSIP: 63607YCY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1607087.25   | 0.06%             | 2035-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH N H REV                                                                  | NATIONAL FIN AUTH NH REVENUE NEW HAMPSHIRE BUSINESS FINANCE AUTHORITY             | CUSIP: 63607YCG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1007086.10   | 0.04%             | 2045-11-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                              | GOLDMAN SACHS GROUP INC/THE 5.049000% 07/23/2030                                  | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1646850.79   | 0.07%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                                           | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108Q37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3100000 | PA      | $2466090.30   | 0.10%             | 2040-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC, INC.                                                                    | GOLUB CAPITAL BDC INC 6.000000% 07/15/2029                                        | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    810000 | PA      | $822012.46    | 0.03%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                        | SYNCHRONY FINANCIAL 5.450000% 03/06/2031                                          | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    360000 | PA      | $366047.30    | 0.01%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG A64639                                                   | CUSIP: 3128KVEL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1864 | PA      | $1951.70      | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                                                           | EQUITABLE AMERICA GLOBAL FUNDING 144A 4.700000% 09/15/2032                        | CUSIP: 29446Q2E2<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    340000 | PA      | $339149.42    | 0.01%             | 2032-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.500000% 09/30/2027                                              | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5995000 | PA      | $5983525.21   | 0.24%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Variable Rate Certificates                                         | FREDDIE MAC MULTIFAMILY VARIABLE RATE CERTIFICATE FMMV M069 A                     | CUSIP: 3137H92A6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1195000 | PA      | $1171703.83   | 0.05%             | 2037-04-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                                                        | PECO ENERGY CO 3.000000% 09/15/2049                                               | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1225385.06   | 0.05%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-H04 FC                          | CUSIP: 38382YS46<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1926850 | PA      | $1926113.25   | 0.08%             | 2073-01-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 2B3644                                               | CUSIP: 31326JBM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     73062 | PA      | $74931.37     | 0.00%             | 2045-01-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                          | CREDIT ACCEPTANCE AUTO LOAN TRUST 2025-1 CAALT 2025-1A A                          | CUSIP: 22536KAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    925000 | PA      | $934286.45    | 0.04%             | 2035-03-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA3202                                                        | CUSIP: 3133KJRX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3393621 | PA      | $2935802.74   | 0.12%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.750000% 02/15/2045                                              | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5460000 | PA      | $5531662.50   | 0.22%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APA CORPORATION                                                                            | APA CORP 6.750000% 02/15/2055                                                     | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    860000 | PA      | $856319.30    | 0.03%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                           | SMB PRIVATE EDUCATION LOAN TRUST 2024-A SMB 2024-A A1A                            | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1503590 | PA      | $1525212.89   | 0.06%             | 2056-03-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST                                                                       | USB AUTO OWNER TRUST 2025-1 USCAR 2025-1A A3                                      | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    145000 | PA      | $146109.67    | 0.01%             | 2030-06-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REV                                    | CALIFORNIA CMNTY CHOICE FING A CALIFORNIA COMMUNITY CHOICE FINANCING AUTHORITY    | CUSIP: 13013JDE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1558837.95   | 0.06%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 995575                                                         | CUSIP: 31416B6L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6246 | PA      | $6400.69      | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA3053                                                        | CUSIP: 3133KJMA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    851601 | PA      | $700133.44    | 0.03%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2004-T1 FNGT 2004-T1 1A2                                 | CUSIP: 31393XFT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       812 | PA      | $835.13       | 0.00%             | 2044-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                   | DOW CHEMICAL CO/THE 5.550000% 11/30/2048                                          | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31727.13     | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                                 | CNH INDUSTRIAL CAPITAL LLC 4.500000% 10/16/2030                                   | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1417187.09   | 0.06%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                                     | LOWE'S COS INC 4.850000% 10/15/2035                                               | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1383237.81   | 0.06%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Republika Srbija                                                                           | SERBIA INTERNATIONAL BOND 144A 6.000000% 06/12/2034                               | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    850000 | PA      | $892179.52    | 0.04%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORPORATION                                                                         | TARGET CORP 5.000000% 04/15/2035                                                  | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    610000 | PA      | $617645.86    | 0.02%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 821697                                                         | CUSIP: 31406V3E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1991 | PA      | $2032.75      | 0.00%             | 2035-06-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.375000% 11/30/2030                                              | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2650000 | PA      | $2728878.89   | 0.11%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                       | GLENCORE FUNDING LLC 144A 5.186000% 04/01/2030                                    | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |    505000 | PA      | $519634.65    | 0.02%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-1 WLAKE 2024-1A D                      | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2010000 | PA      | $2043810.81   | 0.08%             | 2029-10-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMIC TRUST 2003-W4 FNW 2003-W4 3A                                     | CUSIP: 31393AP92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     45084 | PA      | $48360.18     | 0.00%             | 2042-10-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 888673                                                         | CUSIP: 31410GJS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5790 | PA      | $5992.77      | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 2B1332                                               | CUSIP: 31326FPR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     26603 | PA      | $27315.84     | 0.00%             | 2043-04-01      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                        | SYNCHRONY FINANCIAL 5.935000% 08/02/2030                                          | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    540000 | PA      | $558461.49    | 0.02%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                             | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2024-1A A                          | CUSIP: 05377RHY3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1495000 | PA      | $1540626.95   | 0.06%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| MUTUAL OF OMAHA COMPANIES GLOBAL FUNDING                                                   | MUTUAL OF OMAHA COS GLOBAL FUNDING 144A 5.000000% 04/01/2030                      | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    255000 | PA      | $260017.65    | 0.01%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.750000% 11/15/2053                                              | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1785000 | PA      | $1805360.16   | 0.07%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT LENDING FUND                                                         | MORGAN STANLEY DIRECT LENDING FUND 6.000000% 05/19/2030                           | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    415000 | PA      | $424354.37    | 0.02%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                                   | OCTANE RECEIVABLES TRUST 2024-2 OCTL 2024-2A D                                    | CUSIP: 67578YAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1560000 | PA      | $1589848.88   | 0.06%             | 2032-07-20      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8201                                                      | CUSIP: 36179XDE3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6390786 | PA      | $6284566.33   | 0.25%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.625000% 11/15/2050                                              | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12565000 | PA      | $6831237.17   | 0.28%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-H05 FE                          | CUSIP: 38380LAY9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    260065 | PA      | $261297.79    | 0.01%             | 2068-02-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                                              | STARWOOD PROPERTY TRUST INC 144A 7.250000% 04/01/2029                             | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    750000 | PA      | $789716.25    | 0.03%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF                                                                          | LOS ANGELES CA CITY OF LOS ANGELES CA                                             | CUSIP: 544351RY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2013903.00   | 0.08%             | 2038-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C91377                                                   | CUSIP: 3128P7Q63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     10056 | PA      | $10122.11     | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.625000% 11/15/2044                                              | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6230000 | PA      | $6217345.31   | 0.25%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2025-2 VERUS 2025-2 A3                                 | CUSIP: 92540VAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3025539 | PA      | $3034949.77   | 0.12%             | 2070-03-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9606                                                      | CUSIP: 36179YU77<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  12334208 | PA      | $12597957.27  | 0.51%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                   | EUROPEAN INVESTMENT BANK 2.125000% 04/13/2026                                     | CUSIP: 298785HD1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $991984.73    | 0.04%             | 2026-04-13      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH CAROLINA, INC.                                                       | DOMINION ENERGY SOUTH CAROLINA INC 6.250000% 10/15/2053                           | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1295103.99   | 0.05%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7883                                                      | CUSIP: 36179WXL7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1205021 | PA      | $1109299.51   | 0.04%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 07/31/2030                                              | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    450000 | PA      | $453357.42    | 0.02%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.500000% 09/30/2029                                              | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   4595000 | PA      | $4568614.64   | 0.18%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                              | BROADCOM INC 4.200000% 10/15/2030                                                 | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    685000 | PA      | $683204.27    | 0.03%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LINCOLN FINANCIAL GLOBAL FUNDING                                                           | LINCOLN FINANCIAL GLOBAL FUNDING 144A 4.625000% 05/28/2028                        | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    825000 | PA      | $832042.61    | 0.03%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                          | CAPITAL ONE FINANCIAL CORP 7.624000% 10/30/2031                                   | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    775000 | PA      | $873544.23    | 0.04%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                                       | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UVM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1865000 | PA      | $1675135.35   | 0.07%             | 2034-06-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8720                                                      | CUSIP: 36179XVM5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3382691 | PA      | $2941777.53   | 0.12%             | 2053-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA6662                                                         | CUSIP: 3140QEML3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    638261 | PA      | $524737.98    | 0.02%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                                                    | HELMERICH & PAYNE INC 5.500000% 12/01/2034                                        | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    620000 | PA      | $610552.92    | 0.02%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849244                                               | CUSIP: 31300MHV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     17741 | PA      | $18252.53     | 0.00%             | 2044-01-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| HANWHA FUTUREPROOF CORP.                                                                   | HANWHA FUTUREPROOF CORP 144A 4.750000% 04/30/2028                                 | CUSIP: 41090AAA0<br>LEI: 9884007L4WD2KH9RM154 | Long             | DBT              | CORP              | KR        |   1000000 | PA      | $1017403.80   | 0.04%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| BLUE OWL CAPITAL CORPORATION                                                               | BLUE OWL CAPITAL CORP 2.875000% 06/11/2028                                        | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1123717.31   | 0.05%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                        | NISSAN MOTOR ACCEPTANCE CO LLC MTN 5.625000% 09/29/2028                           | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1453000 | PA      | $1452571.66   | 0.06%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MB0148                                                      | CUSIP: 3618N5EW5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  11430434 | PA      | $11638449.49  | 0.47%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                       | M&T BANK CORP MTN 4.833000% 01/16/2029                                            | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2530048.63   | 0.10%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8199                                                      | CUSIP: 36179XDC7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   8986623 | PA      | $8259559.64   | 0.33%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                                   | OCTANE RECIEVABLES TRUST 2024-RPT1 OCTL 2024-RPT1 R1                              | CUSIP: 67578QAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1824000 | PA      | $1823991.43   | 0.07%             | 2030-02-22      | Fixed         | 6.68%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                   | BX TRUST 2022-CLS BX 2022-CLS B                                                   | CUSIP: 05609XAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2100000 | PA      | $2114154.21   | 0.09%             | 2027-10-13      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Pepsico, Inc.                                                                              | PEPSICO INC 3.900000% 07/18/2032                                                  | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2944462.41   | 0.12%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2024-1 GCAR 2024-1A D                           | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1210000 | PA      | $1230300.17   | 0.05%             | 2029-12-17      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC, INC.                                                                    | GOLUB CAPITAL BDC INC 2.500000% 08/24/2026                                        | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   3530000 | PA      | $3467680.57   | 0.14%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                 | CSMC 2014-USA OA LLC CSMC 2014-USA A2                                             | CUSIP: 12649AAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    665000 | PA      | $605565.63    | 0.02%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL S.A.                                                                | TELECOM ITALIA CAPITAL SA 7.200000% 07/18/2036                                    | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | NUSS              | IT        |    175000 | PA      | $190632.23    | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                           | PACIFIC GAS AND ELECTRIC CO 4.950000% 07/01/2050                                  | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $1992618.42   | 0.08%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C4 BBCMS 2019-C4 C                        | CUSIP: 07335CAJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1300000 | PA      | $1076542.09   | 0.04%             | 2052-08-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS4269                                                         | CUSIP: 3140XKW71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1217476 | PA      | $1003773.88   | 0.04%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                                         | BMO 2025-C12 MORTGAGE TRUST BMO 2025-C12 C                                        | CUSIP: 05615DAJ6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2320000 | PA      | $2397504.01   | 0.10%             | 2058-06-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AE0493                                                         | CUSIP: 31419ARP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     27723 | PA      | $29295.26     | 0.00%             | 2039-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL6292                                                         | CUSIP: 3138EN7E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     19761 | PA      | $19704.22     | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 847912                                               | CUSIP: 3128JRYH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     57490 | PA      | $59482.85     | 0.00%             | 2038-04-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| The Bush Foundation                                                                        | BUSH FOUNDATION 2.754000% 10/01/2050                                              | CUSIP: 12316UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $636283.45    | 0.03%             | 2050-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER LLC                                                                  | SUNNOVA HELIOS XI ISSUER LLC SNVA 2023-A A                                        | CUSIP: 86746AAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    869741 | PA      | $797940.81    | 0.03%             | 2050-05-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR QD5507                                                        | CUSIP: 3133B3DL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1251343 | PA      | $1028576.22   | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HONOLULU HAWAII CITY & CNTY                                                                | HONOLULU CITY & CNTY HI CITY & COUNTY OF HONOLULU HI                              | CUSIP: 438687D77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    840000 | PA      | $873333.97    | 0.04%             | 2035-07-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 2B3797                                               | CUSIP: 31326JGE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     95267 | PA      | $98411.37     | 0.00%             | 2045-02-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL, INC.                                                             | ZF NORTH AMERICA CAPITAL INC 144A 7.500000% 03/24/2031                            | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | DE        |    985000 | PA      | $947979.56    | 0.04%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD1470                                                        | CUSIP: 3132DNT37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4097299 | PA      | $3367893.90   | 0.14%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG A20196                                                   | CUSIP: 31296WGD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      3744 | PA      | $3799.42      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AS0901                                                         | CUSIP: 3138WAAB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    264931 | PA      | $263019.38    | 0.01%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                                         | HEWLETT PACKARD ENTERPRISE CO 4.400000% 10/15/2030                                | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1166203.09   | 0.05%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN GOVT NASHVILLE & DAVIDSON CNTY TENN WTR & SWR                                 | MET GOVT NASHVILLE & DAVIDSON METROPOLITAN GOVERNMENT OF NASHVILLE & DAVIDSON CO  | CUSIP: 592098Z42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $379413.10    | 0.02%             | 2043-07-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8329                                                        | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4291555 | PA      | $4289171.21   | 0.17%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                                              | STARWOOD PROPERTY TRUST INC 144A 6.500000% 10/15/2030                             | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    263000 | PA      | $273623.36    | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP INC.                                                               | AMERICAN NATIONAL GROUP INC 6.000000% 07/15/2035                                  | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    615000 | PA      | $624363.33    | 0.03%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                           | CALIFORNIA RESOURCES CORP 144A 8.250000% 06/15/2029                               | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    845000 | PA      | $878790.71    | 0.04%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED SECURITIES TRUST                                             | FINANCE OF AMER 22-S4 A2A 144A SERIES S1  CLASS A2                                | CUSIP: 31737KAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2780455 | PA      | $2803379.66   | 0.11%             | 2057-01-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-5 EART 2022-5A D                         | CUSIP: 30167FAF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3945000 | PA      | $3995856.18   | 0.16%             | 2029-02-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                    | CARMAX AUTO OWNER TRUST 2024-4 CARMX 2024-4 A3                                    | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1475000 | PA      | $1487321.56   | 0.06%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                        | NISSAN MOTOR ACCEPTANCE CO LLC MTN 5.550000% 09/13/2029                           | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    665000 | PA      | $661045.04    | 0.03%             | 2029-09-13      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 888891                                                         | CUSIP: 31410GRL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       709 | PA      | $751.11       | 0.00%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                            | INTER-AMERICAN DEVELOPMENT BANK VARIABLE RATE 04/12/2027                          | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1501312.64   | 0.06%             | 2027-04-12      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                                | NATIONWIDE BUILDING SOCIETY 144A 5.127000% 07/29/2029                             | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | NUSS              | GB        |   1075000 | PA      | $1106966.42   | 0.04%             | 2029-07-29      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                     | STANDARD CHARTERED PLC MTN 5.400000% 08/12/2036                                   | CUSIP: 85325C2J0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | NUSS              | GB        |    720000 | PA      | $731511.33    | 0.03%             | 2036-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.250000% 08/15/2035                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    135000 | PA      | $136603.13    | 0.01%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL COMMUNITY RENAISSANCE OF CALIFORNIA                                               | NATIONAL COMMUNITY RENAISSANCE OF CALIFORNIA 3.270000% 12/01/2032                 | CUSIP: 63548MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $880281.68    | 0.04%             | 2032-12-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL IMPACT PARTNERS                                                                    | CAPITAL IMPACT PARTNERS 5.999000% 08/01/2035                                      | CUSIP: 140192AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2578864.25   | 0.10%             | 2035-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BM3900                                                         | CUSIP: 3140J8KN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    988014 | PA      | $954428.09    | 0.04%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                                    | MOSAIC SOLAR LOAN TRUST 2022-1 MSAIC 2022-1A B                                    | CUSIP: 61946QAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    973749 | PA      | $703696.26    | 0.03%             | 2053-01-20      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G14090                                                   | CUSIP: 3128MCXT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       182 | PA      | $181.68       | 0.00%             | 2026-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                                         | BMO 2024-5C5 MORTGAGE TRUST BMO 2024-5C5 D                                        | CUSIP: 05593RAL6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1781816.60   | 0.07%             | 2057-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8149                                                      | CUSIP: 36179XBS4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1568306 | PA      | $1449627.78   | 0.06%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 735417                                                         | CUSIP: 31402RAS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    111425 | PA      | $116582.30    | 0.00%             | 2035-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                   | LLOYDS BANKING GROUP PLC 4.425000% 11/04/2031                                     | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    650000 | PA      | $648555.73    | 0.03%             | 2031-11-04      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CPTS MORTGAGE TRUST                                                                        | CENTURY PLAZA TOWERS 2019-CPT CPTS 2019-CPT A                                     | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    675000 | PA      | $622593.61    | 0.03%             | 2039-11-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.750000% 08/15/2041                                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9530000 | PA      | $6525071.88   | 0.26%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                     | TESLA AUTO LEASE TRUST 2024-A TESLA 2024-A A3                                     | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    807831 | PA      | $810286.13    | 0.03%             | 2027-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA0776                                                         | CUSIP: 31417Y2J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6858 | PA      | $6892.82      | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD5641                                                        | CUSIP: 3132DTHS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1546005 | PA      | $1578755.41   | 0.06%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST                                                                                 | BFLD COMMERCIAL MORTGAGE TRUST 2025-660F BFLD 2025-660F A                         | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    725000 | PA      | $725906.25    | 0.03%             | 2042-11-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                               | MIZUHO FINANCIAL GROUP INC 4.711000% 07/08/2031                                   | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | NUSS              | JP        |   1450000 | PA      | $1466739.45   | 0.06%             | 2031-07-08      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA6329                                                         | CUSIP: 3140QEA77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    448684 | PA      | $388153.36    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                 | FLAGSHIP CREDIT AUTO TRUST 2021-2 FCAT 2021-2 D                                   | CUSIP: 33844WAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3725742 | PA      | $3678249.94   | 0.15%             | 2027-06-15      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G08568                                                   | CUSIP: 3128MJT26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     78166 | PA      | $78291.13     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3 WLAKE 2024-3A A3                     | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    480000 | PA      | $481488.38    | 0.02%             | 2028-04-17      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| WLB Asset VII Pte. Ltd.                                                                    | WLB ASSET VII PTE LTD 144A 5.880000% 07/30/2029                                   | CUSIP: YM4883695<br>LEI: 254900606PGU4UDQPS56 | Long             | DBT              | NUSS              | MU        |    500000 | PA      | $501688.98    | 0.02%             | 2029-07-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                                        | NATWEST MARKETS PLC 144A 4.789000% 03/21/2028                                     | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | NUSS              | GB        |   1045000 | PA      | $1060442.93   | 0.04%             | 2028-03-21      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                  | SUNOCO LP 144A 5.625000% 03/15/2031                                               | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1465842.38   | 0.06%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-2 SDART 2024-2 D                      | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3730000 | PA      | $3829801.00   | 0.15%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                                | CRESCENT ENERGY FINANCE LLC 144A 8.375000% 01/15/2034                             | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    760000 | PA      | $743333.20    | 0.03%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 888254                                                         | CUSIP: 31410FZT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4359 | PA      | $4427.66      | 0.00%             | 2036-11-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD.                                                                    | AS MILEAGE PLAN IP LTD 144A 5.021000% 10/20/2029                                  | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |   1871000 | PA      | $1865580.84   | 0.08%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP 2.572000% 10/20/2032                                         | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    650000 | PA      | $584299.92    | 0.02%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| TESLA SUSTAINABLE ENERGY TRUST                                                             | TESLA SUSTAINABLE ENERGY TRUST 2024-1 TSET 2024-1A A3                             | CUSIP: 88164AAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1335000 | PA      | $1338945.19   | 0.05%             | 2050-06-20      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                 | CPS AUTO RECEIVABLES TRUST 2024-B CPS 2024-B D                                    | CUSIP: 12627SAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2965000 | PA      | $3035254.19   | 0.12%             | 2030-07-15      | Fixed         | 6.42%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AD0218                                                         | CUSIP: 31418MG48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     36321 | PA      | $37553.14     | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-H17 FQ                          | CUSIP: 38375UK66<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    782645 | PA      | $789336.42    | 0.03%             | 2067-09-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 545819                                                         | CUSIP: 31385JK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      9451 | PA      | $9783.30      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALA TRUST                                                                                  | ALA TRUST 2025-OANA ALA 2025-OANA A                                               | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    310000 | PA      | $311162.50    | 0.01%             | 2040-06-15      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                   | BENCHMARK 2019-B10 MORTGAGE TRUST BMARK 2019-B10 C                                | CUSIP: 08162VAJ7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1260000 | PA      | $1050534.45   | 0.04%             | 2062-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                            | AVOLON HOLDINGS FUNDING LTD 144A 4.950000% 10/15/2032                             | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |   1470000 | PA      | $1450505.61   | 0.06%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SL0664                                                        | CUSIP: 31427MW23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3959464 | PA      | $4006917.36   | 0.16%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIV CALIF REGTS MED CTR POOLED REV                                                        | UNIV OF CALIFORNIA CA RGTS MED REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CE | CUSIP: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $529089.48    | 0.02%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| THE FORD FOUNDATION                                                                        | FORD FOUNDATION/THE 2.815000% 06/01/2070                                          | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |   5065000 | PA      | $2964702.98   | 0.12%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.000000% 08/15/2051                                              | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6755000 | PA      | $4004448.44   | 0.16%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS2847                                                         | CUSIP: 3140XJEV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1057110 | PA      | $1007645.98   | 0.04%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS1395                                                         | CUSIP: 3140XGRR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1370987 | PA      | $1314103.27   | 0.05%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL4165                                                         | CUSIP: 3138ELTX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     48256 | PA      | $48304.51     | 0.00%             | 2031-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AX3246                                                         | CUSIP: 3138Y4TC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     73425 | PA      | $75694.52     | 0.00%             | 2044-12-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST                                                 | SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-5A SFAVE 2015-5AVE A2B            | CUSIP: 78413MAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5447000 | PA      | $4719275.90   | 0.19%             | 2043-01-05      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7473                                                      | CUSIP: 36179WJS8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2177571 | PA      | $1958754.45   | 0.08%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                             | CITIGROUP INC 8.125000% 07/15/2039                                                | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    785000 | PA      | $1006585.67   | 0.04%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 889721                                                         | CUSIP: 31410KPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3005 | PA      | $3117.10      | 0.00%             | 2038-06-01      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS1077                                                         | CUSIP: 3140XGFT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1851248 | PA      | $1658263.41   | 0.07%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BM1106                                                         | CUSIP: 3140J5GQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    368732 | PA      | $370780.83    | 0.01%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL, INC.                                                | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC 6.750000% 07/15/2035                    | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2459236.63   | 0.10%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                                                          | WISCONSIN POWER AND LIGHT CO 3.950000% 09/01/2032                                 | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2403864.83   | 0.10%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BM4873                                                         | CUSIP: 3140J9MX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     78615 | PA      | $81063.89     | 0.00%             | 2048-10-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 735649                                                         | CUSIP: 31402RH28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2432 | PA      | $2515.81      | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                                                        | KINDER MORGAN ENERGY PARTNERS LP 5.500000% 03/01/2044                             | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    370000 | PA      | $359196.91    | 0.01%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE TRUST 2004-W2 FNW 2004-W2 5A                                           | CUSIP: 31393XGU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2398 | PA      | $2484.06      | 0.00%             | 2044-03-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                                 | AVIATION CAPITAL GROUP LLC 144A 5.125000% 04/10/2030                              | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    620000 | PA      | $629135.50    | 0.03%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                                         | SOUTHERN CALIFORNIA EDISON CO 3.450000% 02/01/2052                                | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $1698260.12   | 0.07%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA2880                                                         | CUSIP: 31418CFW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    254189 | PA      | $251772.85    | 0.01%             | 2037-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LTR INTERMEDIATE HOLDINGS, INC.                                                            | LTR INTERMEDIATE HOLDINGS, INC. 5/5/2028                                          | CUSIP: 50219UAB1<br>LEI: N/A                  | Long             | LON              |  | US        |    494832 | PA      | $494832.04    | 0.02%             | 2028-05-05      | Floating      | 9.46%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-4 EART 2024-4A C                         | CUSIP: 30166UAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    700000 | PA      | $704936.61    | 0.03%             | 2030-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                         | CNO GLOBAL FUNDING MTN 4.875000% 12/10/2027                                       | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    860000 | PA      | $870386.85    | 0.04%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9306                                                      | CUSIP: 36179YKT0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3962705 | PA      | $4061450.43   | 0.16%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2007-104 ZE                                                 | CUSIP: 31396XN26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     11230 | PA      | $11697.86     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                                | TRUIST BANK 4.136000% 10/23/2029                                                  | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1478470.34   | 0.06%             | 2029-10-23      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                                      | BANK5 2025-5YR14 BANK5 2025-5YR14 C                                               | CUSIP: 06604MAH1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1551000 | PA      | $1592779.91   | 0.06%             | 2058-04-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                                            | BP CAPITAL MARKETS AMERICA INC 3.060000% 06/17/2041                               | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1727482.48   | 0.07%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG H09204                                                   | CUSIP: 3128UNGM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       304 | PA      | $304.49       | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-54 3A                     | CUSIP: 31393LFM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    126025 | PA      | $131704.11    | 0.01%             | 2043-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 07/31/2031                                              | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5825000 | PA      | $5926254.87   | 0.24%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA7224                                                         | CUSIP: 3140QFA25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1514448 | PA      | $1242480.69   | 0.05%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 2676 PZ                                                    | CUSIP: 31394JPJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     25399 | PA      | $26370.35     | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7939                                                      | CUSIP: 36179WZC5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     95777 | PA      | $91366.91     | 0.00%             | 2052-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AX3052                                                         | CUSIP: 3138Y4MA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     48913 | PA      | $48535.03     | 0.00%             | 2034-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5975                                                         | CUSIP: 3138ENT90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     96692 | PA      | $99824.23     | 0.00%             | 2044-10-01      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                        | ONCOR ELECTRIC DELIVERY CO LLC 4.150000% 06/01/2032                               | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2448621.88   | 0.10%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                   | UNITED MEXICAN STATES 5.375000% 03/22/2033                                        | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    860000 | PA      | $859269.00    | 0.03%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                                            | CSAIL 2021-C20 COMMERCIAL MORTGAGE TRUST CSAIL 2021-C20 AS                        | CUSIP: 22945EAY7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1180000 | PA      | $1048813.03   | 0.04%             | 2054-03-15      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| BLOCK, INC.                                                                                | BLOCK INC 144A 5.625000% 08/15/2030                                               | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    915000 | PA      | $928806.44    | 0.04%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                          | GLS AUTO SELECT RECEIVABLES TRUST 2025-1 GSAR 2025-1A A2                          | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    372635 | PA      | $374707.50    | 0.02%             | 2030-04-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.500000% 05/15/2046                                              | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210000 | PA      | $149288.67    | 0.01%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                                | HOST HOTELS & RESORTS LP 5.700000% 06/15/2032                                     | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1215786.32   | 0.05%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G01749                                                   | CUSIP: 31283H5J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     51844 | PA      | $53881.64     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.625000% 08/15/2028                                              | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2965000 | PA      | $2967084.75   | 0.12%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA6401                                                         | CUSIP: 3140QEDF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1846683 | PA      | $1592181.61   | 0.06%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-H05 CF                          | CUSIP: 38380LAE3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    833410 | PA      | $835606.07    | 0.03%             | 2068-03-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG, LLC                                                                           | CAMERON LNG LLC 144A 3.701000% 01/15/2039                                         | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1712833.56   | 0.07%             | 2039-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                                 | VMWARE LLC 1.400000% 08/15/2026                                                   | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    525000 | PA      | $514168.08    | 0.02%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL3598                                                         | CUSIP: 3138EK7L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     42310 | PA      | $44475.36     | 0.00%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE                                                 | CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE MTN 2.125000% 01/26/2032               | CUSIP: 12802D2H8<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   2500000 | PA      | $2224565.93   | 0.09%             | 2032-01-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BJ0420                                                         | CUSIP: 3140H1PE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     91393 | PA      | $94262.94     | 0.00%             | 2047-09-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD.                                                                           | SIRIUSPOINT LTD 7.000000% 04/05/2029                                              | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | NUSS              | BM        |    755000 | PA      | $796358.48    | 0.03%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL8830                                                         | CUSIP: 3138ETY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    270464 | PA      | $268688.58    | 0.01%             | 2034-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                                | PROSUS NV MTN 3.061000% 07/13/2031                                                | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | NUSS              | CN        |   1940000 | PA      | $1766242.10   | 0.07%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8489                                                      | CUSIP: 36179XNE2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1915186 | PA      | $1881577.43   | 0.08%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                                                                     | KYNDRYL HOLDINGS INC 3.150000% 10/15/2031                                         | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1571975.15   | 0.06%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING I                                                                    | PRICOA GLOBAL FUNDING I 144A 4.750000% 08/26/2032                                 | CUSIP: 74153WCY3<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    985000 | PA      | $989667.49    | 0.04%             | 2032-08-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE FACILITY FOR IMMUNISATION COMPANY                                    | INTERNATIONAL FINANCE FACILITY FOR IMMUNISATION CO 1.000000% 04/21/2026           | CUSIP: N/A<br>LEI: 549300ILK2NRULX3HX87       | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2465281.23   | 0.10%             | 2026-04-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 4.400000% 11/01/2034                                   | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3130000 | PA      | $3012321.95   | 0.12%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AE0104                                                         | CUSIP: 31419ADJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     31853 | PA      | $32612.17     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C52 WFCM 2019-C52 C                    | CUSIP: 95002MBC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1100000 | PA      | $932884.04    | 0.04%             | 2052-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY, INC.                                                                 | PATTERSON-UTI ENERGY INC 7.150000% 10/01/2033                                     | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1625295.88   | 0.07%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF DEPT ARPTS CUSTOMER FAC CHARGE REV                                       | LOS ANGELES CA DEPT OF ARPTS C CITY OF LOS ANGELES DEPARTMENT OF AIRPORTS CUSTOME | CUSIP: 54445CAA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $974156.60    | 0.04%             | 2029-05-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.500000% 02/15/2044                                              | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    320000 | PA      | $315450.00    | 0.01%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                                             | PACIFIC LIFE GLOBAL FUNDING II 144A 4.850000% 02/10/2030                          | CUSIP: 6944PL3F4<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1229994.70   | 0.05%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SL2512                                                        | CUSIP: 31427PYJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   8764645 | PA      | $7455615.99   | 0.30%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 995051                                                         | CUSIP: 31416BL89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      7090 | PA      | $7476.70      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE SALVATION ARMY                                                                         | SALVATION ARMY/UNITED STATES 4.528000% 09/01/2048                                 | CUSIP: 79585TAS2<br>LEI: 5493005FGG4Y2YFTNM14 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1338988.05   | 0.05%             | 2048-09-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 889855                                                         | CUSIP: 31410KTL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3840 | PA      | $3931.46      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                       | CARNIVAL CORP 144A 5.750000% 03/15/2030                                           | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | NUSS              | US        |   1955000 | PA      | $2013782.10   | 0.08%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 3.875000% 03/01/2052                                   | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2645016.15   | 0.11%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2012-132 IK                                                 | CUSIP: 3136AAPX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1271858 | PA      | $84941.95     | 0.00%             | 2032-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C91402                                                   | CUSIP: 3128P7RX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     22758 | PA      | $22654.98     | 0.00%             | 2031-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9669                                                      | CUSIP: 36179YW67<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6383878 | PA      | $6516808.60   | 0.26%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA REDEV AUTH REV                                                             | PHILADELPHIA PA REDEV AUTH REDEVELOPMENT AUTHORITY OF THE CITY OF PHILADELPHI     | CUSIP: 717868KC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    610000 | PA      | $620581.30    | 0.03%             | 2040-09-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 2B2791                                               | CUSIP: 31326HC44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     16239 | PA      | $16624.03     | 0.00%             | 2044-07-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2002-33 A1                                                  | CUSIP: 31392DGS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     46590 | PA      | $47250.13     | 0.00%             | 2032-06-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL7049                                                         | CUSIP: 3138EPZP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    160267 | PA      | $160268.25    | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR QE4038                                                        | CUSIP: 3133BDPX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    961622 | PA      | $853394.79    | 0.03%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                                          | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 4.500000% 05/01/2032                 | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975000 | PA      | $867174.46    | 0.03%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                                                 | COREBRIDGE FINANCIAL INC 6.375000% 09/15/2054                                     | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $2105515.64   | 0.08%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC, SENIOR SECURED RECOVERY BONDS                                    | SCE RECOVERY FUNDING LLC 5.112000% 12/15/2047                                     | CUSIP: 78433LAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $291624.14    | 0.01%             | 2047-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTER ISSUER LLC                                                            | CYRUSONE DATA CENTERS ISSUER I LLC CYRUS 2025-1A A2                               | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    675000 | PA      | $688600.91    | 0.03%             | 2050-02-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                    | BANK OF NEW YORK MELLON CORP/THE MTN 4.942000% 02/11/2031                         | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    960000 | PA      | $985528.26    | 0.04%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica, S.A.B. de C.V                                                        | SITIOS LATINOAMERICA SAB DE CV 144A 6.000000% 11/25/2029                          | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | NUSS              | BR        |    655000 | PA      | $676660.85    | 0.03%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chevron U.S.A. Inc.                                                                        | CHEVRON USA INC 4.687000% 04/15/2030                                              | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    870000 | PA      | $890474.68    | 0.04%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUN PWR OHIO INC REV                                                              | AMERICAN MUNI PWR-OHIO INC OH AMERICAN MUNICIPAL POWER INC                        | CUSIP: 02765UDV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2320000 | PA      | $2747010.38   | 0.11%             | 2050-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DISTRICT COLUMBIA REV                                                                      | DIST OF COLUMBIA REVENUE DISTRICT OF COLUMBIA                                     | CUSIP: 25483VXJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1590000 | PA      | $1354080.89   | 0.05%             | 2033-04-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ENERGY RESH & DEV AUTH RESIDENTIAL CLEAN ENERGY & ENERGY EFFICIENCY FING GREEN | NEW YORK ST ENERGY RESEARCH & NEW YORK STATE ENERGY RESEARCH & DEVELOPMENT AUTHO  | CUSIP: 64985VAH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1937000 | PA      | $1814934.91   | 0.07%             | 2037-04-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                               | BX COMMERCIAL MORTGAGE TRUST 2022-AHP BX 2022-AHP AS                              | CUSIP: 05610FAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $2496093.75   | 0.10%             | 2039-01-17      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| THE COMMUNITY PRESERVATION CORPORATION                                                     | COMMUNITY PRESERVATION CORP/THE 2.867000% 02/01/2030                              | CUSIP: 20402CAA3<br>LEI: 254900CWS66ZXCS6P481 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2233941.67   | 0.09%             | 2030-02-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.625000% 09/30/2030                                              | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   6220800 | PA      | $6194556.00   | 0.25%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                                                      | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 GMALT 2025-1 A3                      | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    570000 | PA      | $574138.88    | 0.02%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.875000% 02/15/2041                                              | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    935000 | PA      | $662754.29    | 0.03%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 190344                                                         | CUSIP: 31368HLZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1980 | PA      | $2053.42      | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                           | DEUTSCHE BANK AG/NEW YORK NY 5.297000% 05/09/2031                                 | CUSIP: 251526DA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |   1270000 | PA      | $1298248.71   | 0.05%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2025-1 GCAR 2025-1A D                           | CUSIP: 36271KAL5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6100000 | PA      | $6169094.70   | 0.25%             | 2030-11-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                   | AMERICAN EXPRESS CO 4.804000% 10/24/2036                                          | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2031101.83   | 0.08%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                 | APPLE INC 3.000000% 06/20/2027                                                    | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2470396.25   | 0.10%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                                   | NXP BV / NXP FUNDING LLC / NXP USA INC 4.300000% 08/19/2028                       | CUSIP: 62954HBF4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | NUSS              | NL        |    625000 | PA      | $625787.16    | 0.03%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849254                                               | CUSIP: 31300MH71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     23480 | PA      | $24398.54     | 0.00%             | 2042-01-01      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                                            | MAREX GROUP PLC 5.829000% 05/08/2028                                              | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | NUSS              | GB        |    695000 | PA      | $703425.78    | 0.03%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Sweihan PV Power Company PJSC                                                              | SWEIHAN PV POWER CO PJSC 144A 3.625000% 01/31/2049                                | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | NUSS              | AE        |   2290250 | PA      | $1961805.25   | 0.08%             | 2049-01-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LD Celulose International GmbH                                                             | LD CELULOSE INTERNATIONAL GMBH 144A 7.950000% 01/26/2032                          | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | NUSS              | BR        |    375000 | PA      | $394580.30    | 0.02%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07686                                                   | CUSIP: 3128M92T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      8404 | PA      | $8403.86      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9780                                                      | CUSIP: 36179Y2M5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  14336608 | PA      | $14627102.54  | 0.59%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORPORATION                                                            | MAIN STREET CAPITAL CORP 6.500000% 06/04/2027                                     | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    815000 | PA      | $830837.43    | 0.03%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HESTIA I ISSUER LLC                                                                | SUNNOVA HESTIA II ISSUER LLC SNVA 2024-GRID1 1A                                   | CUSIP: 86746FAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1036028 | PA      | $1037465.11   | 0.04%             | 2051-07-20      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| The Arab Energy Fund                                                                       | ARAB ENERGY FUND /THE 144A 5.428000% 05/02/2029                                   | CUSIP: 03845EAD4<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1557864.51   | 0.06%             | 2029-05-02      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | CREDIT AGRICOLE CORPORATE & INVESTMENT BANK SA MTN 4.570000% 08/25/2030           | CUSIP: 22534W5E4<br>LEI: N/A                  | Long             | DBT              | NUSS              | FR        |   1500000 | PA      | $1496437.13   | 0.06%             | 2030-08-25      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 SDART 2025-2 A3                     | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    690000 | PA      | $693562.95    | 0.03%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 11/30/2031                                              | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   8020000 | PA      | $8151578.13   | 0.33%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER LLC                                                                  | SUNNOVA HELIOS XII ISSUER LLC SNVA 2023-B A                                       | CUSIP: 86745YAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    852616 | PA      | $790978.43    | 0.03%             | 2050-08-22      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                                       | JACKSON NATIONAL LIFE GLOBAL FUNDING 144A 4.550000% 09/09/2030                    | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    925000 | PA      | $922395.10    | 0.04%             | 2030-09-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMAZON CONSERVATION DESIGNATED ACTIVITY COMPANY                                            | AMAZON CONSERVATION DAC 144A 6.034000% 01/16/2042                                 | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | NUSS              | EC        |   2000000 | PA      | $2063600.00   | 0.08%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                       | M&T BANK CORP 5.179000% 07/08/2031                                                | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    590000 | PA      | $602565.47    | 0.02%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 2.522000% 04/22/2031                                          | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    725000 | PA      | $673502.86    | 0.03%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                              | ALPHABET INC 1.100000% 08/15/2030                                                 | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4382505.45   | 0.18%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                    | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 4.650000% 03/15/2033                       | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2611237.49   | 0.11%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD4880                                                        | CUSIP: 3132DSM58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3537366 | PA      | $3470817.88   | 0.14%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                         | CREDIT AGRICOLE SA 144A 5.230000% 01/09/2029                                      | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | NUSS              | FR        |    653000 | PA      | $664396.14    | 0.03%             | 2029-01-09      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST                                                                         | RFM REREMIC TRUST 2024-FRR2 RFM 2024-FRR2 A123                                    | CUSIP: 74983PAL4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2800000 | PA      | $2331946.40   | 0.09%             | 2054-02-27      | Floating      | 2.01%                 | Yes           |                  2 | On Loan: No      |
| HUBBELL INCORPORATED                                                                       | HUBBELL INC 4.800000% 11/15/2035                                                  | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | NUSS              | US        |    320000 | PA      | $318526.31    | 0.01%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                   | LLOYDS BANKING GROUP PLC 4.650000% 03/24/2026                                     | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |   1000000 | PA      | $1000795.94   | 0.04%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INCORPORATED.                                                                   | MASTERCARD INC 1.900000% 03/15/2031                                               | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2233048.15   | 0.09%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS0980                                                         | CUSIP: 3140XGCS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1349568 | PA      | $1211186.53   | 0.05%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5525                                                         | CUSIP: 3138END71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     70115 | PA      | $72430.64     | 0.00%             | 2044-07-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                                | BANK OF NEW YORK MELLON/THE 4.729000% 04/20/2029                                  | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    585000 | PA      | $594311.78    | 0.02%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                   | BENCHMARK 2022-B35 MORTGAGE TRUST BMARK 2022-B35 D                                | CUSIP: 08163RAS5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3265000 | PA      | $2193213.47   | 0.09%             | 2055-05-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| RENEW FINANCIAL GROUP LLC                                                                  | RENEW 2024-2 RENEW 2024-2A A                                                      | CUSIP: 75975DAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | KY        |    956611 | PA      | $917425.86    | 0.04%             | 2060-11-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2021-5 VERUS 2021-5 A3                                 | CUSIP: 92538KAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1732499 | PA      | $1512687.55   | 0.06%             | 2066-09-25      | Floating      | 1.37%                 | Yes           |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                                      | WHIRLPOOL CORP 6.125000% 06/15/2030                                               | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    205000 | PA      | $203519.26    | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2024-4 GCAR 2024-4A A3                          | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    320000 | PA      | $320960.22    | 0.01%             | 2028-07-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                   | DOW CHEMICAL CO/THE 5.150000% 02/15/2034                                          | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4004750.80   | 0.16%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| SAN FRANCISCO CALIF CITY & CNTY CMNTY FACS DIST NO 2014-1 SPL TAX                          | SAN FRANCISCO CITY & CNTY CA C CITY & COUNTY OF SAN FRANCISCO CA COMMUNITY FACILI | CUSIP: 79772EEB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $1783422.75   | 0.07%             | 2050-09-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AS0564                                                         | CUSIP: 3138W9TW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5808 | PA      | $5808.22      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                            | MVW 2024-1 LLC MVWOT 2024-1A C                                                    | CUSIP: 62847RAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    601725 | PA      | $612526.43    | 0.02%             | 2043-02-20      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-31

**Name of Applicant:** Catholic Responsible Investments Funds

**Signature:** Eileen Whitemiller

**Name of Signer:** Eileen Whitemiller

**Title:** Director