# EDGAR Filing Document

**Accession Number:** 0001003239
**File Stem:** 0001410368-25-030851
**Filing Date:** 2025-11
**Character Count:** 897322
**Document Hash:** 5f4b4963ff3ab84967f1331b7aaa6771
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-030851.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001410368-25-030851

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEASONS SERIES TRUST
- **CENTRAL INDEX KEY:** 0001003239

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07725
- **FILM NUMBER:** 251519170

**BUSINESS ADDRESS:**
- **STREET 1:** 21650 OXNARD STREET, 10TH FLOOR
- **CITY:** WOODLAND HILLS
- **STATE:** CA
- **ZIP:** 91367
- **BUSINESS PHONE:** 551-235-3560

**MAIL ADDRESS:**
- **STREET 1:** 30 HUDSON STREET
- **STREET 2:** 16TH FLOOR
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302

## Series and Classes Contracts Data

### SA Multi-Managed Diversified Fixed Income Portfolio (Series ID: S000008040)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000021823 | Class 1      |  |
| C000021824 | Class 2      |  |
| C000021825 | Class 3      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-07725

- **c. CIK number of Registrant:** 0001003239

- **d. LEI of Registrant:** 549300O318N6OBWGKN57

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

  - **Street Address 1:** 21650 Oxnard Street

  - **City:** Woodland Hills

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 91367

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

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

- **a. Name of Series:** SA Multi-Managed Diversified Fixed Income Portfolio

- **b. EDGAR series identifier (if any):** S000008040

- **c. LEI of Series:** 549300BTS1EQGCFP3Y92

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $878717447.20

**Total Liabilities:** $169320341.63

**Net Assets:** $709397105.57

**Delayed Delivery Securities:** $17345948.82

**Cash Not Reported:** $1108155.97

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -408.03000000 | **1-Year:** -12845.86000000 | **5-Year:** -59985.82000000 | **10-Year:** -68272.88000000 | **30-Year:** -30746.28000000

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

- **3-Month:** -100.91000000 | **1-Year:** -2387.06000000 | **5-Year:** -5268.75000000 | **10-Year:** -2540.05000000 | **30-Year:** -529.72000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021825 | -0.20%               | 1.28%                | 1.17%                |
| Class ID C000021824 | -0.20%               | 1.27%                | 1.16%                |
| Class ID C000021823 | -0.20%               | 1.27%                | 1.26%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $163551.18               | $-4508788.40                               |
| Month 2  | $1083524.49              | $6455657.76                                |
| Month 3  | $2001347.65              | $4671869.85                                |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                       | Title                                                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| JANE STREET GRP/JSG FIN                                    | Jane Street Group / JSG Finance Inc                                                                           | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4154.54      | 0.00%             | 2033-05-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22624.29     | 0.00%             | 2045-11-29      | Fixed         | 5.53%                 | No            | 2                  | On Loan: No      |
| QTS ISSUER ABS I LLC                                       | QTS Issuer ABS I LLC                                                                                          | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1465000 | PA      | $1496273.50   | 0.21%             | 2055-05-25      | Fixed         | 5.44%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2022-HQA3                                                                       | CUSIP: 35564KE47<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | USGSE             | US        |    135000 | PA      | $141321.79    | 0.02%             | 2042-08-25      | Floating      | 7.91%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    798000 | PA      | $827272.24    | 0.12%             | 2036-07-23      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2020-B22 Mortgage Trust                                                                             | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2141772 | PA      | $134080.91    | 0.02%             | 2054-01-15      | Variable      | 1.61%                 | No            | 2                  | On Loan: No      |
| MARS INC                                                   | Mars Inc                                                                                                      | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    580000 | PA      | $592839.19    | 0.08%             | 2035-03-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     63000 | PA      | $54723.48     | 0.01%             | 2036-09-16      | Fixed         | 2.48%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2019-B12 Mortgage Trust                                                                             | CUSIP: 08162FAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1820982 | PA      | $48062.10     | 0.01%             | 2052-08-15      | Variable      | 1.20%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                                                 | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131895.25    | 0.02%             | 2032-02-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                        | Petroleos Mexicanos                                                                                           | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $99573.85     | 0.01%             | 2028-02-12      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                   | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                                     | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19233.23     | 0.00%             | 2029-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                          | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    102000 | PA      | $105272.70    | 0.01%             | 2031-01-24      | Fixed         | 5.16%                 | No            | 2                  | On Loan: No      |
| TALOS PRODUCTION INC                                       | Talos Production Inc                                                                                          | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49993.25     | 0.01%             | 2031-02-01      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable LLC                                      | Time Warner Cable LLC                                                                                         | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     96000 | PA      | $99865.13     | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                                  | Apple Inc                                                                                                     | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     99000 | PA      | $63431.75     | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    787000 | PA      | $632213.08    | 0.09%             | 2048-11-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 3620A3DS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19084 | PA      | $18339.37     | 0.00%             | 2039-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1294000 | PA      | $1276803.96   | 0.18%             | 2026-05-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| WHISTLER PIPELINE LLC                                      | Whistler Pipeline LLC                                                                                         | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15426.60     | 0.00%             | 2029-09-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                                                             | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    135000 | PA      | $91900.78     | 0.01%             | 2053-02-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27168.49     | 0.00%             | 2031-04-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                                               | Comcast Corp                                                                                                  | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65190.77     | 0.01%             | 2028-10-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                    | Zayo Group Holdings Inc                                                                                       | CUSIP: 98919VAD7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     52953 | PA      | $50172.98     | 0.01%             | 2030-09-09      | Fixed         | 13.75%                | No            | 2                  | On Loan: No      |
| Conagra Brands Inc                                         | Conagra Brands Inc                                                                                            | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    108000 | PA      | $115542.22    | 0.02%             | 2028-10-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                                                  | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    153000 | PA      | $130566.76    | 0.02%             | 2036-11-15      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140J8JD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174607 | PA      | $168941.02    | 0.02%             | 2031-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CLEVELAND-CLIFFS INC                                       | Cleveland-Cliffs Inc                                                                                          | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5104.35      | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                    | Energean Israel Finance Ltd                                                                                   | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    175000 | PA      | $167463.56    | 0.02%             | 2031-03-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Bunker Hill Loan Depositary Trust                          | Bunker Hill Loan Depositary Trust 2019-2                                                                      | CUSIP: 12061RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141700 | PA      | $138920.36    | 0.02%             | 2049-07-25      | Variable      | 2.88%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                                                | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50265.76     | 0.01%             | 2029-12-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5888000 | PA      | $5775530.01   | 0.81%             | 2027-02-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                   | Angel Oak Mortgage Trust 2020-R1                                                                              | CUSIP: 034651AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101268 | PA      | $96201.06     | 0.01%             | 2053-04-25      | Variable      | 0.99%                 | No            | 2                  | On Loan: No      |
| AUTOZONE INC                                               | AutoZone Inc                                                                                                  | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    195000 | PA      | $217685.02    | 0.03%             | 2033-11-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36213WTE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       660 | PA      | $674.87       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Republic of Azerbaijan International Bonds                 | Republic of Azerbaijan International Bonds                                                                    | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |    400000 | PA      | $371866.31    | 0.05%             | 2032-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7240000 | PA      | $3551276.54   | 0.50%             | 2050-05-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC                                       | Neptune Bidco US Inc                                                                                          | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     79000 | PA      | $77553.51     | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                                                             | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    485000 | PA      | $479368.01    | 0.07%             | 2055-02-16      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                             | CUSIP: 3136A6AN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64989 | PA      | $62825.34     | 0.01%             | 2042-05-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BRAVO Residential Funding Trust                            | BRAVO Residential Funding Trust 2021-NQM1                                                                     | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102086 | PA      | $95778.27     | 0.01%             | 2049-02-25      | Variable      | 0.94%                 | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                   | Hilcorp Energy I LP / Hilcorp Finance Co                                                                      | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14659.30     | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                                             | Home Depot Inc/The                                                                                            | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    220000 | PA      | $164821.19    | 0.02%             | 2052-04-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1875000 | PA      | $1819262.70   | 0.26%             | 2026-12-31      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                            | CUSIP: 36179R4D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    234918 | PA      | $213213.36    | 0.03%             | 2046-03-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                   | Long: B9D0UTL09 IRS USD R V 12MSOFR 99D0UTL17 CCPOIS / Short: B9D0UTL09 IRS USD P F  2.88000 99D0UTL09 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    830000 | OU      | $149699.88    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                                                      | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     71000 | PA      | $73678.00     | 0.01%             | 2029-06-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                              | CUSIP: 3132DWEZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1255947 | PA      | $1015139.96   | 0.14%             | 2052-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| OHIO EDISON CO                                             | Ohio Edison Co                                                                                                | CUSIP: 677347CH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $327307.26    | 0.05%             | 2033-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    754000 | PA      | $572951.64    | 0.08%             | 2045-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                       | Glencore Funding LLC                                                                                          | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    635000 | PA      | $685398.96    | 0.10%             | 2030-10-06      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5825000 | PA      | $5402915.02   | 0.76%             | 2029-11-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                   | AT&T Inc                                                                                                      | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    167000 | PA      | $162854.98    | 0.02%             | 2037-08-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140FPFQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49207 | PA      | $47423.06     | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6044000 | PA      | $5848042.16   | 0.82%             | 2029-02-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    568000 | PA      | $411755.63    | 0.06%             | 2047-08-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                                              | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206158.82    | 0.03%             | 2035-03-14      | Fixed         | 5.19%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                                                    | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     81000 | PA      | $79828.21     | 0.01%             | 2033-08-10      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| QORVO INC                                                  | Qorvo Inc                                                                                                     | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    955000 | PA      | $877437.10    | 0.12%             | 2031-04-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| SIXTH STREET LENDING PAR                                   | Sixth Street Lending Partners                                                                                 | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1013197.14   | 0.14%             | 2030-07-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                   | Hilcorp Energy I LP / Hilcorp Finance Co                                                                      | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $76081.76     | 0.01%             | 2031-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                                                               | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    130000 | PA      | $137875.84    | 0.02%             | 2033-09-07      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    455000 | PA      | $470069.57    | 0.07%             | 2031-04-22      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                   | Tyco Electronics Group SA                                                                                     | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     74000 | PA      | $75081.89     | 0.01%             | 2035-05-09      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 3620C56N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2637 | PA      | $2529.14      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SONOCO PRODUCTS CO                                         | Sonoco Products Co                                                                                            | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80474.81     | 0.01%             | 2029-09-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                                                       | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31032.49     | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| DELUXE CORP                                                | Deluxe Corp                                                                                                   | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11486.38     | 0.00%             | 2029-09-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                                                 | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    480000 | PA      | $485791.23    | 0.07%             | 2035-03-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2018-B8 Mortgage Trust                                                                              | CUSIP: 08162UAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8081649 | PA      | $123576.50    | 0.02%             | 2052-01-15      | Variable      | 0.78%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                                                    | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33847.57     | 0.00%             | 2053-02-10      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5150000 | PA      | $5072951.16   | 0.72%             | 2029-06-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                   | Standard Industries Inc/NY                                                                                    | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    733000 | PA      | $702785.44    | 0.10%             | 2030-07-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| MOBIUS MERGER SUB                                          | Mobius Merger Sub Inc                                                                                         | CUSIP: 606950AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $62015.74     | 0.01%             | 2030-06-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                            | CUSIP: 36179N5W4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28721 | PA      | $27703.39     | 0.00%             | 2044-03-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                                   | Wildfire Intermediate Holdings LLC                                                                            | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48498.00     | 0.01%             | 2029-10-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140QFRE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    544572 | PA      | $465184.35    | 0.07%             | 2050-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                      | Duke Energy Carolinas LLC                                                                                     | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17847.49     | 0.00%             | 2054-01-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                                                    | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    106000 | PA      | $89302.97     | 0.01%             | 2049-11-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Shellpoint Co-Originator Trust                             | Shellpoint Co-Originator Trust 2017-2                                                                         | CUSIP: 82281FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19147 | PA      | $17583.36     | 0.00%             | 2047-10-25      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140XHED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    513073 | PA      | $438311.13    | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PUGET SOUND ENERGY INC                                     | Puget Sound Energy Inc                                                                                        | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39545.45     | 0.01%             | 2054-06-15      | Fixed         | 5.69%                 | No            | 2                  | On Loan: No      |
| Stack Infrastructure Issuer LLC                            | Stack Infrastructure Issuer LLC                                                                               | CUSIP: 85236KAH5<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $388188.49    | 0.05%             | 2048-07-25      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                                                  | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    320000 | PA      | $255503.22    | 0.04%             | 2039-11-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| EOG RESOURCES INC                                          | EOG Resources Inc                                                                                             | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    315000 | PA      | $322306.18    | 0.05%             | 2032-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| RAISING CANE'S RESTAURAN                                   | Raising Cane's Restaurants LLC                                                                                | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |     46000 | PA      | $48288.22     | 0.01%             | 2029-05-01      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                              | CUSIP: 3132DWF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    352604 | PA      | $361875.57    | 0.05%             | 2053-01-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                                                      | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    460000 | PA      | $328001.86    | 0.05%             | 2057-12-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                   | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1122444.40   | 0.16%             | 2030-07-23      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| ATHENE GLOBAL FUNDING                                      | Athene Global Funding                                                                                         | CUSIP: 04685A3E9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $1897026.69   | 0.27%             | 2031-10-04      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association                                                                         | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    871000 | PA      | $984459.44    | 0.14%             | 2030-11-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| RIO TINTO FIN USA PLC                                      | RIO TINTO FIN USA PLC                                                                                         | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $442745.92    | 0.06%             | 2065-03-14      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                       | CUSIP: 35564KND7<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |    328000 | PA      | $336690.79    | 0.05%             | 2041-11-25      | Floating      | 8.01%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Bonds                                                                         | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2506658 | PA      | $1481240.46   | 0.21%             | 2050-02-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                   | Burlington Northern Santa Fe LLC                                                                              | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $56497.04     | 0.01%             | 2048-12-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| FORD FOUNDATION/THE                                        | Ford Foundation/The                                                                                           | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |     65000 | PA      | $37533.07     | 0.01%             | 2070-06-01      | Fixed         | 2.82%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF SCOTLAND REPO ROYAL BANK OF SCOTLAND REPO    | ROYAL BANK OF SCOTLAND REPO ROYAL BANK OF SCOTLAND REPO                                                       | CUSIP: 000000000<br>LEI: 549300WHU4EIHRP28H10 | Long             | RA               | CORP              | US        |    255000 | PA      | $255000.00    | 0.04%             |  |  |  | No            | N/A                | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                                                           | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29504.84     | 0.00%             | 2033-07-20      | Fixed         | 4.92%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                                     | Cox Communications Inc                                                                                        | CUSIP: 224044CR6<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55655.80     | 0.01%             | 2028-09-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                                           | NTT Finance Corp                                                                                              | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    545000 | PA      | $553759.44    | 0.08%             | 2030-07-16      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                             | CUSIP: 3136BPRL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1215000 | PA      | $1203829.78   | 0.17%             | 2041-12-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                                                    | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    265000 | PA      | $258108.12    | 0.04%             | 2063-02-10      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36210TED4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7723 | PA      | $7807.76      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                          | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     58000 | PA      | $46006.14     | 0.01%             | 2042-04-22      | Fixed         | 3.31%                 | No            | 2                  | On Loan: No      |
| ADOBE INC                                                  | Adobe Inc                                                                                                     | CUSIP: 00724PAH2<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     73000 | PA      | $74395.26     | 0.01%             | 2028-01-17      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD EUR                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-4967.15     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                   | Texas Capital Bancshares Inc                                                                                  | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36464.61     | 0.01%             | 2031-05-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    452000 | PA      | $440424.56    | 0.06%             | 2026-07-31      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| COMMERCIAL METALS CO                                       | Commercial Metals Co                                                                                          | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     52000 | PA      | $48475.60     | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36292LHQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38949 | PA      | $39896.67     | 0.01%             | 2036-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36202VFT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8220 | PA      | $8292.19      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36200QPK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1983 | PA      | $2083.20      | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                                  | Kroger Co/The                                                                                                 | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56530.29     | 0.01%             | 2054-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                        | New Residential Mortgage Loan Trust 2017-4                                                                    | CUSIP: 64829NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255142 | PA      | $245842.11    | 0.03%             | 2057-05-25      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    624027 | PA      | $505891.04    | 0.07%             | 2051-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3850000 | PA      | $3579146.49   | 0.50%             | 2032-08-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                   | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59494.51     | 0.01%             | 2027-09-10      | Fixed         | 1.54%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1543000 | PA      | $1046949.60   | 0.15%             | 2041-08-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| CALPINE CORP                                               | Calpine Corp                                                                                                  | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53842.17     | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                   | Northwestern Mutual Global Funding                                                                            | CUSIP: 66815L2K4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50404.70     | 0.01%             | 2027-09-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                           | Deutsche Bank AG/New York NY                                                                                  | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $142197.57    | 0.02%             | 2031-09-18      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                              | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    736126 | PA      | $733557.30    | 0.10%             | 2053-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HUNGARY                                                    | Hungary Government International Bond                                                                         | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    350000 | PA      | $363650.30    | 0.05%             | 2032-04-28      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    881000 | PA      | $842318.59    | 0.12%             | 2027-03-31      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL                                     | Marriott International Inc/MD                                                                                 | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     67000 | PA      | $61655.68     | 0.01%             | 2031-04-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                                                 | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    123000 | PA      | $123416.91    | 0.02%             | 2039-09-19      | Fixed         | 5.41%                 | No            | 2                  | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                                                           | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1636625.61   | 0.23%             | 2056-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                                                        | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222250.37    | 0.03%             | 2035-06-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                                      | Uber Technologies Inc                                                                                         | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20809.49     | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    871112 | PA      | $32048.40     | 0.00%             | 2030-11-25      | Variable      | 0.96%                 | No            | 2                  | On Loan: No      |
| MATTAMY GROUP CORP                                         | Mattamy Group Corp                                                                                            | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $13909.31     | 0.00%             | 2027-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                                                  | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $51873.78     | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| XPLR INFRAST OPERATING                                     | XPLR Infrastructure Operating Partners LP                                                                     | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46202.58     | 0.01%             | 2029-01-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                                                           | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29315.36     | 0.00%             | 2027-09-01      | Fixed         | 4.69%                 | No            | 2                  | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                   | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                            | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |     40000 | PA      | $39251.64     | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                                       | Targa Resources Corp                                                                                          | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108887.23    | 0.02%             | 2034-03-30      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                                               | Alphabet Inc                                                                                                  | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37080.64     | 0.01%             | 2055-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                   | AT&T Inc                                                                                                      | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    204000 | PA      | $197111.33    | 0.03%             | 2035-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140Q9DP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199365 | PA      | $196766.66    | 0.03%             | 2048-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                                                               | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    780000 | PA      | $814565.92    | 0.11%             | 2033-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                   | Public Service Enterprise Group Inc                                                                           | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113856.96    | 0.02%             | 2034-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3138WM5B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13569 | PA      | $13328.54     | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                                   | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    220000 | PA      | $163571.82    | 0.02%             | 2051-03-25      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Rad CLO 12 Ltd                                             | Rad CLO 12 Ltd                                                                                                | CUSIP: 75009PAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    685000 | PA      | $686616.60    | 0.10%             | 2040-07-30      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                   | Azule Energy Finance Plc                                                                                      | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201677.60    | 0.03%             | 2030-01-23      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| DELUXE CORP                                                | Deluxe Corp                                                                                                   | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70834.04     | 0.01%             | 2029-06-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Honda Auto Receivables Owner Trust                         | Honda Auto Receivables 2023-2 Owner Trust                                                                     | CUSIP: 437927AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64000 | PA      | $64640.90     | 0.01%             | 2029-09-17      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| ECOLAB INC                                                 | Ecolab Inc                                                                                                    | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     86000 | PA      | $54231.22     | 0.01%             | 2051-12-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 3620AAQR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3831 | PA      | $3692.49      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                                                | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33434.90     | 0.00%             | 2045-05-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                                              | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    220000 | PA      | $234117.68    | 0.03%             | 2029-10-25      | Fixed         | 6.32%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                                                               | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    695000 | PA      | $706913.38    | 0.10%             | 2031-11-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140EULG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144873 | PA      | $136016.87    | 0.02%             | 2045-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                                               | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    127000 | PA      | $131430.90    | 0.02%             | 2031-06-18      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                                                           | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    775000 | PA      | $796908.32    | 0.11%             | 2031-04-25      | Fixed         | 5.02%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                   | Long: B9D0V4P66 IRS USD R V 12MSOFR 99D0V4P74 CCPOIS / Short: B9D0V4P66 IRS USD P F  3.25000 99D0V4P66 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1380000 | OU      | $163322.72    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140X6S77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    353944 | PA      | $316236.99    | 0.04%             | 2050-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| RWE FINANCE US LLC                                         | RWE Finance US LLC                                                                                            | CUSIP: 749983AB8<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155646.58    | 0.02%             | 2054-04-16      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                                | Swedbank AB                                                                                                   | CUSIP: 87020PAP2<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    254000 | PA      | $247185.93    | 0.03%             | 2026-11-16      | Fixed         | 1.54%                 | No            | 2                  | On Loan: No      |
| VOYAGER PARENT LLC                                         | Voyager Parent LLC                                                                                            | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68736.86     | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                                                  | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    165000 | PA      | $101635.22    | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                                         | BMW US Capital LLC                                                                                            | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20027.70     | 0.00%             | 2030-08-11      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                      | Duke Energy Carolinas LLC                                                                                     | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    145000 | PA      | $123078.83    | 0.02%             | 2042-09-30      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CMS ENERGY CORP                                            | CMS Energy Corp                                                                                               | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46160.73     | 0.01%             | 2050-12-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                   | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    391000 | PA      | $348967.00    | 0.05%             | 2032-07-21      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                                           | COLT 2022-5 Mortgage Loan Trust                                                                               | CUSIP: 19688LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    677552 | PA      | $675119.57    | 0.10%             | 2067-04-25      | Variable      | 4.55%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                                                  | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $35653.33     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 31335ADQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86422 | PA      | $88495.08     | 0.01%             | 2043-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                               | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    356000 | PA      | $372956.08    | 0.05%             | 2035-10-23      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| MARS INC                                                   | Mars Inc                                                                                                      | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244720.61    | 0.03%             | 2065-05-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                          | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    585000 | PA      | $542111.68    | 0.08%             | 2031-04-29      | Fixed         | 2.59%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                             | CUSIP: 3136B1F58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140653 | PA      | $126923.70    | 0.02%             | 2048-05-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                   | OBX 2022-NQM6 Trust                                                                                           | CUSIP: 67116VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    218686 | PA      | $218358.33    | 0.03%             | 2062-07-25      | Variable      | 4.70%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 3620ARCL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       634 | PA      | $626.68       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                                                | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27878.56     | 0.00%             | 2065-10-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| GOEASY LTD                                                 | goeasy Ltd                                                                                                    | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29849.68     | 0.00%             | 2030-05-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                               | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $125339.78    | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    690000 | PA      | $644759.74    | 0.09%             | 2031-01-22      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                      | Mexico Government International Bond                                                                          | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    455000 | PA      | $453635.00    | 0.06%             | 2033-03-22      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| NUCOR CORP                                                 | Nucor Corp                                                                                                    | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58968.69     | 0.01%             | 2035-06-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                     | Cushman & Wakefield US Borrower LLC                                                                           | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2134.64      | 0.00%             | 2031-09-01      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                                                | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     36000 | PA      | $27658.05     | 0.00%             | 2046-04-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Notes                                                                         | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4581837 | PA      | $4603170.29   | 0.65%             | 2034-01-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| NMEF Funding LLC                                           | NMEF Funding 2025-B LLC                                                                                       | CUSIP: 62919WAB5<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100393.24    | 0.01%             | 2033-01-18      | Fixed         | 4.64%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                           | Paramount Global                                                                                              | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    646000 | PA      | $530853.40    | 0.07%             | 2044-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AIR CANADA                                                 | Air Canada                                                                                                    | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     32000 | PA      | $31709.58     | 0.00%             | 2026-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132GKPE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59479 | PA      | $56613.52     | 0.01%             | 2041-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36202SFK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1451 | PA      | $1473.29      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SOUTH32 TREASURY LTD                                       | South32 Treasury Ltd                                                                                          | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |     97000 | PA      | $93119.50     | 0.01%             | 2032-04-14      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                                   | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                                                       | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |     69000 | PA      | $68563.17     | 0.01%             | 2030-08-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    265000 | PA      | $275434.54    | 0.04%             | 2035-01-23      | Fixed         | 5.34%                 | No            | 2                  | On Loan: No      |
| CLEAN HARBORS INC                                          | Clean Harbors Inc                                                                                             | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    344000 | PA      | $343711.45    | 0.05%             | 2027-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Willowbrook Mall                                           | NJ 2025-WBRK                                                                                                  | CUSIP: 65486BAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $462382.56    | 0.07%             | 2035-03-05      | Variable      | 6.28%                 | No            | 2                  | On Loan: No      |
| WILLIS NORTH AMERICA INC                                   | Willis North America Inc                                                                                      | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     97000 | PA      | $97743.92     | 0.01%             | 2027-06-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| STERIS PLC                                                 | STERIS Irish FinCo UnLtd Co                                                                                   | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    154000 | PA      | $113344.22    | 0.02%             | 2051-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140QAHW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87971 | PA      | $84440.23     | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2021-2                                                                             | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135336 | PA      | $120975.97    | 0.02%             | 2066-02-25      | Variable      | 1.03%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128MJW89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121044 | PA      | $109795.97    | 0.02%             | 2045-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ACRISURE LLC / FIN INC                                     | Acrisure LLC / Acrisure Finance Inc                                                                           | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $59721.67     | 0.01%             | 2032-07-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                                       | Las Vegas Sands Corp                                                                                          | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    565000 | PA      | $588358.56    | 0.08%             | 2030-06-14      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                              | CUSIP: 3132DWF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    465485 | PA      | $471509.86    | 0.07%             | 2053-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HARVEST MIDSTREAM I LP                                     | Harvest Midstream I LP                                                                                        | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25269.03     | 0.00%             | 2028-09-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association                                                                         | CUSIP: 3135G0Q22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    837000 | PA      | $822184.42    | 0.12%             | 2026-09-24      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| KOHL'S CORPORATION                                         | Kohl's Corp                                                                                                   | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     73000 | PA      | $57629.83     | 0.01%             | 2031-05-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                        | Synchrony Financial                                                                                           | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90121.48     | 0.01%             | 2029-03-19      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3138EGE26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21009 | PA      | $22140.13     | 0.00%             | 2040-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                                            | Cigna Group/The                                                                                               | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     31000 | PA      | $23982.23     | 0.00%             | 2047-10-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Starwood Mortgage Residential Trust                        | Starwood Mortgage Residential Trust 2021-2                                                                    | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71174 | PA      | $67146.28     | 0.01%             | 2065-05-25      | Variable      | 0.94%                 | No            | 2                  | On Loan: No      |
| PACIFIC LIFE INSURANCE C                                   | Pacific Life Insurance Co                                                                                     | CUSIP: 69448FAB7<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57868.46     | 0.01%             | 2055-09-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128MMWY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53620 | PA      | $51540.90     | 0.01%             | 2032-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0526B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8900000 | PA      | $8967407.80   | 1.26%             | 2054-11-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1339000 | PA      | $941327.46    | 0.13%             | 2041-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140M2CY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1004157 | PA      | $858832.60    | 0.12%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GRUBHUB HOLDINGS INC                                       | GrubHub Holdings Inc                                                                                          | CUSIP: 40010PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65975 | PA      | $65947.93     | 0.01%             | 2030-07-31      | Fixed         | 13.00%                | No            | 2                  | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                    | Howard Midstream Energy Partners LLC                                                                          | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $57091.38     | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| American Express Credit Account Master Trust               | American Express Credit Account Master Trust                                                                  | CUSIP: 02582JKV1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202146.68    | 0.03%             | 2030-07-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6808000 | PA      | $6833530.00   | 0.96%             | 2027-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3138MJA66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22820 | PA      | $22482.87     | 0.00%             | 2027-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| REGIONS FINANCIAL CORP                                     | Regions Financial Corp                                                                                        | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45235.05     | 0.01%             | 2035-09-06      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MFRA TRUST                                                 | MFA 2021-NQM2 Trust                                                                                           | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    189520 | PA      | $167662.83    | 0.02%             | 2064-11-25      | Variable      | 1.03%                 | No            | 2                  | On Loan: No      |
| ICE Futures Europe - Financial Products Division           | LONG GILT FUTURE DEC25                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        30 | NC      | $5140.46      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                          | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136647.02    | 0.02%             | 2032-04-22      | Fixed         | 2.69%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36206YDK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1122 | PA      | $1144.55      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                   | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                 | CUSIP: 709599BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $53492.91     | 0.01%             | 2030-06-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| MARS INC                                                   | Mars Inc                                                                                                      | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     94000 | PA      | $95389.33     | 0.01%             | 2031-04-20      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                   | Rogers Communications Inc                                                                                     | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     43000 | PA      | $45587.01     | 0.01%             | 2055-04-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1289000 | PA      | $1387689.06   | 0.20%             | 2031-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                   | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                 | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $71165.83     | 0.01%             | 2030-02-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31417BHU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132365 | PA      | $121825.15    | 0.02%             | 2042-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ALTICE FINANCING SA                                        | Altice Financing SA                                                                                           | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $155500.00    | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NMLT Trust                                                 | NMLT 2021-INV1 Trust                                                                                          | CUSIP: 62923JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    556272 | PA      | $490793.29    | 0.07%             | 2056-05-25      | Variable      | 1.19%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                                                             | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    290000 | PA      | $293007.97    | 0.04%             | 2031-01-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| WALKER & DUNLOP INC                                        | Walker & Dunlop Inc                                                                                           | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $36815.28     | 0.01%             | 2033-04-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| WASTE CONNECTIONS INC                                      | Waste Connections Inc                                                                                         | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     88000 | PA      | $77352.42     | 0.01%             | 2032-01-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| FNB CORP                                                   | FNB Corp/PA                                                                                                   | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68034.90     | 0.01%             | 2030-12-11      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                                                    | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58916.69     | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     44000 | PA      | $24890.94     | 0.00%             | 2051-11-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Blue Owl Asset Leasing Trust                               | Blue Owl Asset Leasing Trust 2024-1 LLC                                                                       | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101237.58    | 0.01%             | 2030-03-15      | Fixed         | 5.41%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140QNUY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1193527 | PA      | $1015398.38   | 0.14%             | 2052-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| WESCO DISTRIBUTION INC                                     | WESCO Distribution Inc                                                                                        | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42501.76     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3138M4MX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2731 | PA      | $2710.46      | 0.00%             | 2027-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3138WFPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90860 | PA      | $85418.10     | 0.01%             | 2045-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                                                       | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    365000 | PA      | $365792.90    | 0.05%             | 2035-09-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $201843.75    | 0.03%             | 2035-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Stack Infrastructure Issuer LLC                            | Stack Infrastructure Issuer LLC                                                                               | CUSIP: 85236KAM4<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $208366.57    | 0.03%             | 2049-03-25      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                                            | Cigna Group/The                                                                                               | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35184.11     | 0.00%             | 2028-10-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| L3HARRIS TECH INC                                          | L3Harris Technologies Inc                                                                                     | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52049.77     | 0.01%             | 2031-06-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ALABAMA POWER CO                                           | Alabama Power Co                                                                                              | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86862.75     | 0.01%             | 2035-04-02      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| ENERSYS                                                    | EnerSys                                                                                                       | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17494.31     | 0.00%             | 2032-01-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| CREDIT ACCEPTANC                                           | Credit Acceptance Corp                                                                                        | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25041.50     | 0.00%             | 2030-03-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                      | Foundry JV Holdco LLC                                                                                         | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $371840.93    | 0.05%             | 2036-01-25      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                                                       | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    659000 | PA      | $662977.48    | 0.09%             | 2031-02-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| ENTEGRIS INC                                               | Entegris Inc                                                                                                  | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35491.05     | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36225A2B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7634 | PA      | $7797.96      | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PANTHER ESCROW ISSUER                                      | Panther Escrow Issuer LLC                                                                                     | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $47845.43     | 0.01%             | 2031-06-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY OHIO INC                                       | Duke Energy Ohio Inc                                                                                          | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22173.74     | 0.00%             | 2053-04-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                    | Oncor Electric Delivery Co LLC                                                                                | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50851.85     | 0.01%             | 2032-06-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| PFIZER INVESTMENT ENTER                                    | Pfizer Investment Enterprises Pte Ltd                                                                         | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     65000 | PA      | $65666.36     | 0.01%             | 2033-05-19      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                    | Astrazeneca Finance LLC                                                                                       | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83796.60     | 0.01%             | 2028-03-03      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132QNP37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50615 | PA      | $47641.57     | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    175000 | PA      | $150200.19    | 0.02%             | 2050-07-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418EQ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    407129 | PA      | $412271.19    | 0.06%             | 2053-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132J8R36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90201 | PA      | $82967.69     | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                                             | Var Energi ASA                                                                                                | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    825000 | PA      | $857831.56    | 0.12%             | 2030-05-22      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| EOG RESOURCES INC                                          | EOG Resources Inc                                                                                             | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160177.81    | 0.02%             | 2054-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                            | CSAIL 2016-C6 Commercial Mortgage Trust                                                                       | CUSIP: 12636MAG3<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |   1450384 | PA      | $1272.86      | 0.00%             | 2049-01-15      | Variable      | 2.01%                 | No            | 2                  | On Loan: No      |
| AGCO CORP                                                  | AGCO Corp                                                                                                     | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     81000 | PA      | $82172.26     | 0.01%             | 2027-03-21      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER CO                                           | Georgia Power Co                                                                                              | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165046.61    | 0.02%             | 2034-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                     | Westinghouse Air Brake Technologies Corp                                                                      | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    505000 | PA      | $516091.46    | 0.07%             | 2030-05-29      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| WESTLAKE CORP                                              | Westlake Corp                                                                                                 | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     76000 | PA      | $45799.80     | 0.01%             | 2061-08-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NCR VOYIX CORP                                             | NCR Voyix Corp                                                                                                | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7871.36      | 0.00%             | 2029-04-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2023-HQA1                                                                       | CUSIP: 35564KX87<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-MBS          | USGSE             | US        |    840000 | PA      | $885686.59    | 0.12%             | 2043-05-25      | Floating      | 7.86%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    599000 | PA      | $583487.77    | 0.08%             | 2054-10-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| ALCON FINANCE CORP                                         | Alcon Finance Corp                                                                                            | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    270000 | PA      | $266483.44    | 0.04%             | 2026-09-23      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 31306XFY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7037 | PA      | $6952.20      | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                                              | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    520000 | PA      | $510692.25    | 0.07%             | 2035-01-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| BELL CANADA                                                | Bell Telephone Co of Canada or Bell Canada                                                                    | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     37000 | PA      | $38384.91     | 0.01%             | 2055-09-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                                                       | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    124000 | PA      | $119999.50    | 0.02%             | 2037-05-04      | Fixed         | 4.59%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                   | Citizens Financial Group Inc                                                                                  | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    140000 | PA      | $154043.34    | 0.02%             | 2035-04-25      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    499000 | PA      | $373626.25    | 0.05%             | 2046-11-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                    | Arthur J Gallagher & Co                                                                                       | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1178774.41   | 0.17%             | 2035-02-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                   | Plains All American Pipeline LP / PAA Finance Corp                                                            | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $26326.77     | 0.00%             | 2036-01-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                              | CUSIP: 3132A5EV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    470403 | PA      | $452503.18    | 0.06%             | 2046-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $229904.30    | 0.03%             | 2031-06-30      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| APA CORP                                                   | APA Corp                                                                                                      | CUSIP: 03743QAX6<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     43000 | PA      | $41919.17     | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                     | Cloud Software Group Inc                                                                                      | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35628.75     | 0.01%             | 2033-08-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36201VBH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       905 | PA      | $908.92       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NABORS INDUSTRIES INC                                      | Nabors Industries Inc                                                                                         | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31468.35     | 0.00%             | 2027-05-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| CLEAN HARBORS INC                                          | Clean Harbors Inc                                                                                             | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25218.40     | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36230SPC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36747 | PA      | $36398.42     | 0.01%             | 2041-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1655000 | PA      | $1657844.53   | 0.23%             | 2053-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                                                             | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14877.23     | 0.00%             | 2051-01-31      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                                    | Walt Disney Co/The                                                                                            | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     69000 | PA      | $63997.44     | 0.01%             | 2029-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                   | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     73000 | PA      | $56440.90     | 0.01%             | 2042-04-22      | Fixed         | 3.21%                 | No            | 2                  | On Loan: No      |
| SG Capital Partners                                        | SG Residential Mortgage Trust 2022-1                                                                          | CUSIP: 78433QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    382384 | PA      | $359461.12    | 0.05%             | 2062-03-27      | Variable      | 3.17%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                        | New Residential Mortgage Loan Trust 2016-2                                                                    | CUSIP: 64829GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    231139 | PA      | $224486.40    | 0.03%             | 2035-11-26      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                     | Mizuho Financial Group Inc                                                                                    | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208425.10    | 0.03%             | 2029-07-06      | Fixed         | 5.78%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                      | Venture Global Plaquemines LNG LLC                                                                            | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     42000 | PA      | $47405.75     | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Belo Corp                                                  | Belo Corp                                                                                                     | CUSIP: 080555AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $54277.66     | 0.01%             | 2027-06-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| One Bryant Park Trust                                      | One Bryant Park Trust 2019-OBP                                                                                | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670000 | PA      | $617060.15    | 0.09%             | 2054-09-15      | Fixed         | 2.52%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                        | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    200000 | PA      | $214647.67    | 0.03%             | 2037-02-10      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| DELEK LOG PART/FINANCE                                     | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                    | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $32326.80     | 0.00%             | 2029-03-15      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                            | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41909 | PA      | $38065.40     | 0.01%             | 2045-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                          | EURO-BUND FUTURE DEC25                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -55 | NC      | $333.61       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CLECO CORPORATE HOLDINGS                                   | Cleco Corporate Holdings LLC                                                                                  | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    675000 | PA      | $630712.39    | 0.09%             | 2029-09-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8915000 | PA      | $9041760.16   | 1.27%             | 2031-11-30      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC 2021-NQM5 Trust                                                                                          | CUSIP: 22946DAA0<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    300871 | PA      | $251009.65    | 0.04%             | 2066-05-25      | Variable      | 0.94%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                              | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50053.55     | 0.01%             | 2044-01-15      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36296XT79<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2085 | PA      | $2011.46      | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                   | TotalEnergies Capital SA                                                                                      | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    620000 | PA      | $617708.32    | 0.09%             | 2064-04-05      | Fixed         | 5.64%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES INC                                        | Gilead Sciences Inc                                                                                           | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56443.99     | 0.01%             | 2029-11-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132HNE96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90938 | PA      | $83769.25     | 0.01%             | 2042-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CLEVELAND-CLIFFS INC                                       | Cleveland-Cliffs Inc                                                                                          | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25760.13     | 0.00%             | 2034-01-15      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                                   | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41148.24     | 0.01%             | 2035-08-03      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                                 | Navient Private Education Refi Loan Trust 2023-A                                                              | CUSIP: 638961AA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    365186 | PA      | $374085.16    | 0.05%             | 2071-10-15      | Fixed         | 5.51%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                      | Mexico Government International Bond                                                                          | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    660000 | PA      | $693666.60    | 0.10%             | 2038-01-29      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                                | Aker BP ASA                                                                                                   | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    705000 | PA      | $653613.11    | 0.09%             | 2054-10-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                           | Deutsche Bank AG/New York NY                                                                                  | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $184212.56    | 0.03%             | 2033-01-07      | Fixed         | 3.74%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Trust 2017-GS7                                                                         | CUSIP: 36254CAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1255000 | PA      | $1228762.97   | 0.17%             | 2050-08-10      | Fixed         | 3.43%                 | No            | 2                  | On Loan: No      |
| M&T BANK CORPORATION                                       | M&T Bank Corp                                                                                                 | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42319.32     | 0.01%             | 2035-07-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| SEAGATE DATA STOR                                          | Seagate Data Storage Technology Pte Ltd                                                                       | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     45000 | PA      | $43534.29     | 0.01%             | 2029-06-01      | Fixed         | 4.09%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                              | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1070187 | PA      | $941105.10    | 0.13%             | 2052-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                   | New York Life Global Funding                                                                                  | CUSIP: 64952WEY5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42751.89     | 0.01%             | 2028-01-09      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2019-B10 Mortgage Trust                                                                             | CUSIP: 08162VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4731900 | PA      | $167308.62    | 0.02%             | 2062-03-15      | Variable      | 1.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36176UD28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14555 | PA      | $13935.56     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                               | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $49321.48     | 0.01%             | 2029-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4962000 | PA      | $5130242.81   | 0.72%             | 2033-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                     | ConocoPhillips Co                                                                                             | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    485000 | PA      | $362063.91    | 0.05%             | 2062-03-15      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418MC91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2441 | PA      | $2572.08      | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                                              | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    362000 | PA      | $383582.30    | 0.05%             | 2034-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Conagra Brands Inc                                         | Conagra Brands Inc                                                                                            | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12787.05     | 0.00%             | 2048-11-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                                                 | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    285000 | PA      | $268324.64    | 0.04%             | 2030-02-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $250000.00    | 0.04%             | 2028-08-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3341000 | PA      | $2229073.44   | 0.31%             | 2046-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132J4P37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1102 | PA      | $1107.63      | 0.00%             | 2031-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 3620AV7L0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24099 | PA      | $23113.01     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO LLC                                        | Sirius XM Radio LLC                                                                                           | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     67000 | PA      | $60720.91     | 0.01%             | 2031-09-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TELESAT CANADA/TELESAT L                                   | Telesat Canada / Telesat LLC                                                                                  | CUSIP: 87952VAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     51000 | PA      | $39015.00     | 0.01%             | 2027-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                   | Equitable Financial Life Global Funding                                                                       | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    310000 | PA      | $317635.41    | 0.04%             | 2030-03-27      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36291AD30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2307 | PA      | $2308.39      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| INVEST ENERGY RES LTD                                      | Investment Energy Resources Ltd                                                                               | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $199195.82    | 0.03%             | 2029-04-26      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| DELL INT LLC / EMC CORP                                    | Dell International LLC / EMC Corp                                                                             | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75085.01     | 0.01%             | 2028-04-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2021-8                                                                             | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    356395 | PA      | $329867.49    | 0.05%             | 2066-11-25      | Variable      | 1.82%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36297KCN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1817 | PA      | $1754.60      | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    194000 | PA      | $140411.55    | 0.02%             | 2041-11-19      | Fixed         | 2.53%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                                                 | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    660000 | PA      | $672540.93    | 0.09%             | 2031-05-07      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                     | HAT Holdings I LLC / HAT Holdings II LLC                                                                      | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19780.57     | 0.00%             | 2027-06-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                       | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |    860000 | PA      | $879342.95    | 0.12%             | 2041-10-25      | Floating      | 7.76%                 | No            | 2                  | On Loan: No      |
| GEN DIGITAL INC                                            | Gen Digital Inc                                                                                               | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    332000 | PA      | $337088.23    | 0.05%             | 2027-09-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BACARDI-MARTINI BV                                         | Bacardi-Martini BV                                                                                            | CUSIP: 05634WAB8<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    380000 | PA      | $395154.22    | 0.06%             | 2035-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    155000 | PA      | $119519.53    | 0.02%             | 2048-05-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1641000 | PA      | $1677666.09   | 0.24%             | 2045-08-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36200XHS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1893 | PA      | $1934.01      | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2059000 | PA      | $1780713.28   | 0.25%             | 2031-08-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                               | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $38020.09     | 0.01%             | 2061-04-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                   | BX Trust 2024-PAT                                                                                             | CUSIP: 05612FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67000 | PA      | $66999.83     | 0.01%             | 2041-03-15      | Floating      | 7.19%                 | No            | 2                  | On Loan: No      |
| Wingstop Funding LLC                                       | Wingstop Funding LLC                                                                                          | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280725 | PA      | $271012.25    | 0.04%             | 2050-12-05      | Fixed         | 2.84%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3956000 | PA      | $4002050.29   | 0.56%             | 2032-11-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| SABLE INTL FINANCE LTD                                     | Sable International Finance Ltd                                                                               | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $203077.60    | 0.03%             | 2032-10-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Cardinal Health Inc                                        | Cardinal Health Inc                                                                                           | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130886.33    | 0.02%             | 2043-03-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                                                    | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    128000 | PA      | $114551.73    | 0.02%             | 2039-11-21      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| C&S GROUP ENTERPRISES LL                                   | C&S Group Enterprises LLC                                                                                     | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $57892.90     | 0.01%             | 2028-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MSCI INC                                                   | MSCI Inc                                                                                                      | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    352000 | PA      | $330617.18    | 0.05%             | 2031-11-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                   | Cheniere Energy Partners LP                                                                                   | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    859000 | PA      | $877565.25    | 0.12%             | 2035-10-30      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Bank                                                       | BANK 2020-BNK28                                                                                               | CUSIP: 06540YAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4645560 | PA      | $322465.94    | 0.05%             | 2063-03-15      | Variable      | 1.87%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                       | Glencore Funding LLC                                                                                          | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    310000 | PA      | $322633.43    | 0.05%             | 2034-04-04      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT CORP                                             | Open Text Corp                                                                                                | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     31000 | PA      | $29302.77     | 0.00%             | 2029-12-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                                                     | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22805.59     | 0.00%             | 2030-03-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                        | New Residential Mortgage Loan Trust 2019-NQM4                                                                 | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48746 | PA      | $46838.83     | 0.01%             | 2059-09-25      | Variable      | 2.49%                 | No            | 2                  | On Loan: No      |
| SYSCO CORPORATION                                          | Sysco Corp                                                                                                    | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     91000 | PA      | $78633.26     | 0.01%             | 2046-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                   | Intercontinental Exchange Inc                                                                                 | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     74000 | PA      | $68345.81     | 0.01%             | 2052-06-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION                                     | Clydesdale Acquisition Holdings Inc                                                                           | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60607.34     | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137FREK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2375898 | PA      | $95006.22     | 0.01%             | 2030-01-25      | Variable      | 1.23%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                   | Service Properties Trust                                                                                      | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      3000 | PA      | $2644.59      | 0.00%             | 2027-09-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                    | Arthur J Gallagher & Co                                                                                       | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31633.41     | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO Ltd                            | Benefit Street Partners CLO X Ltd                                                                             | CUSIP: 08181LBE6<br>LEI: 549300MYLNCW81S1Y182 | Long             | ABS-CBDO         | CORP              | KY        |   1580000 | PA      | $1586190.44   | 0.22%             | 2038-07-20      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                   | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    223000 | PA      | $249848.96    | 0.04%             | 2037-10-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140M2CL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    714399 | PA      | $583360.18    | 0.08%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                              | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     68000 | PA      | $52787.54     | 0.01%             | 2041-04-30      | Fixed         | 3.07%                 | No            | 2                  | On Loan: No      |
| Greensky Home Improvement Issuer Trust                     | GreenSky Home Improvement Issuer Trust 2025-2                                                                 | CUSIP: 39571VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $146297.53    | 0.02%             | 2060-06-25      | Fixed         | 5.07%                 | No            | 2                  | On Loan: No      |
| PEPSICO INC                                                | PepsiCo Inc                                                                                                   | CUSIP: 713448GJ1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43634.53     | 0.01%             | 2032-07-23      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                                                 | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101316.38    | 0.01%             | 2029-03-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| FIRSTCASH INC                                              | FirstCash Inc                                                                                                 | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31953.60     | 0.00%             | 2030-01-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| BULGARIA                                                   | Bulgaria Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |    235000 | PA      | $303836.74    | 0.04%             | 2036-05-13      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265000 | PA      | $266242.19    | 0.04%             | 2032-07-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36200K2A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       625 | PA      | $655.28       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Tricon Residential                                         | Tricon Residential 2024-SFR2 Trust                                                                            | CUSIP: 89616VAA8<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |    134739 | PA      | $135161.77    | 0.02%             | 2040-06-17      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL                                     | Marriott International Inc/MD                                                                                 | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     74000 | PA      | $68575.50     | 0.01%             | 2032-10-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| KYNDRYL HOLDINGS INC                                       | Kyndryl Holdings Inc                                                                                          | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     44000 | PA      | $40006.07     | 0.01%             | 2031-10-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| GEN DIGITAL INC                                            | Gen Digital Inc                                                                                               | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6125.27      | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                                           | Duke Energy Corp                                                                                              | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114416.31    | 0.02%             | 2034-06-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9913297 | PA      | $8025119.42   | 1.13%             | 2052-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                   | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co                                 | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $551453.40    | 0.08%             | 2036-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297614 | PA      | $304909.29    | 0.04%             | 2053-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                    | Duke Energy Florida LLC                                                                                       | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32605.60     | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36213UWT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       159 | PA      | $162.74       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36292L3X0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5578 | PA      | $5691.97      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust                    | DBJPM 2016-C3 Mortgage Trust                                                                                  | CUSIP: 23312VAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1625000 | PA      | $1605450.11   | 0.23%             | 2049-08-10      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| CRESCENT ENERGY FINANCE                                    | Crescent Energy Finance LLC                                                                                   | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20263.95     | 0.00%             | 2034-01-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Education                                 | CHICAGO IL BRD OF EDU                                                                                         | CUSIP: 167505KH8<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    335000 | PA      | $318471.84    | 0.04%             | 2039-12-01      | Fixed         | 6.14%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                                                     | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    132000 | PA      | $132042.24    | 0.02%             | 2031-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 3620AAQP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1666 | PA      | $1606.00      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2021-7                                                                             | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    777277 | PA      | $710219.05    | 0.10%             | 2066-10-25      | Variable      | 1.83%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                            | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    148727 | PA      | $134954.27    | 0.02%             | 2046-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                                   | HLF Financing Sarl LLC / Herbalife International Inc                                                          | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $65087.94     | 0.01%             | 2029-04-15      | Fixed         | 12.25%                | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE COLORADO                                    | Public Service Co of Colorado                                                                                 | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    116000 | PA      | $115262.43    | 0.02%             | 2028-06-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| US BANCORP                                                 | US Bancorp                                                                                                    | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    239000 | PA      | $206042.15    | 0.03%             | 2036-11-03      | Fixed         | 2.49%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                                                | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162181.11    | 0.02%             | 2034-08-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| VIASAT INC                                                 | Viasat Inc                                                                                                    | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     76000 | PA      | $71318.38     | 0.01%             | 2031-05-30      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140QCWY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    469402 | PA      | $430057.07    | 0.06%             | 2050-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2999000 | PA      | $2868262.34   | 0.40%             | 2029-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Regions Financial Corp                                     | Regions Financial Corp                                                                                        | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     95000 | PA      | $109565.00    | 0.02%             | 2037-12-10      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147523 | PA      | $147031.10    | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                                                 | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     23000 | PA      | $16856.26     | 0.00%             | 2042-11-03      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Securitized Term Auto Receivables Trust                    | Securitized Term Auto Receivables Trust                                                                       | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |     85052 | PA      | $85846.92     | 0.01%             | 2031-07-25      | Fixed         | 5.04%                 | No            | 2                  | On Loan: No      |
| PPL CAPITAL FUNDING INC                                    | PPL Capital Funding Inc                                                                                       | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23523.32     | 0.00%             | 2034-09-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BWAY Mortgage Trust                                        | BWAY Trust 2025-1535                                                                                          | CUSIP: 12430BAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    445000 | PA      | $465637.36    | 0.07%             | 2042-05-05      | Variable      | 7.71%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36292EBE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14802 | PA      | $15416.34     | 0.00%             | 2036-10-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                                       | Keurig Dr Pepper Inc                                                                                          | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    325000 | PA      | $321907.77    | 0.05%             | 2035-05-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| ATI INC                                                    | ATI Inc                                                                                                       | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19682.48     | 0.00%             | 2031-10-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| IRIS HOLDING INC                                           | Iris Holding Inc                                                                                              | CUSIP: 462914AA0<br>LEI: 54930013SPZ2NB3I3V40 | Long             | DBT              | CORP              | US        |     56000 | PA      | $50574.11     | 0.01%             | 2028-12-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36205F4W0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17608 | PA      | $18314.27     | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MEDLINE BORROWER LP                                        | Medline Borrower LP                                                                                           | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54008.86     | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                               | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $491727.26    | 0.07%             | 2031-04-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Education                                 | CHICAGO IL BRD OF EDU                                                                                         | CUSIP: 167505NG7<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    235000 | PA      | $232846.20    | 0.03%             | 2029-11-01      | Fixed         | 6.32%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS INC                                          | Cisco Systems Inc                                                                                             | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     98000 | PA      | $101354.55    | 0.01%             | 2035-02-24      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 3620AEFK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7618 | PA      | $7349.74      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| APA CORP                                                   | APA Corp                                                                                                      | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    465000 | PA      | $475229.61    | 0.07%             | 2035-02-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FIN USA LTD                                   | BHP Billiton Finance USA Ltd                                                                                  | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     37000 | PA      | $38457.36     | 0.01%             | 2055-09-05      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    671000 | PA      | $383282.54    | 0.05%             | 2051-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31410KXV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19860 | PA      | $20640.21     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4531000 | PA      | $4302680.10   | 0.61%             | 2027-05-31      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36176FQZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1903 | PA      | $1825.38      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                         | Ellington Financial Mortgage Trust 2022-1                                                                     | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    960323 | PA      | $848856.50    | 0.12%             | 2067-01-25      | Variable      | 2.21%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                                                           | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36977.63     | 0.01%             | 2036-04-25      | Fixed         | 5.67%                 | No            | 2                  | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                   | Columbia Pipelines Holding Co LLC                                                                             | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $200886.63    | 0.03%             | 2034-01-15      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                              | Carnival Corp                                                                                                 | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     56000 | PA      | $56835.85     | 0.01%             | 2029-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                                             | Home Depot Inc/The                                                                                            | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44235.93     | 0.01%             | 2029-04-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co                                       | Kraft Heinz Foods Co                                                                                          | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49931.27     | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36292L7G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7135 | PA      | $7390.12      | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| AES ANDES SA                                               | AES Andes SA                                                                                                  | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    235000 | PA      | $246027.18    | 0.03%             | 2032-03-14      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418DVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1303271 | PA      | $1001653.05   | 0.14%             | 2050-12-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                        | Petroleos Mexicanos                                                                                           | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     90000 | PA      | $89190.27     | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Toyota Auto Receivables Owner Trust                        | Toyota Auto Receivables 2024-A Owner Trust                                                                    | CUSIP: 89238DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40597.88     | 0.01%             | 2029-04-16      | Fixed         | 4.77%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CALIF GAS CO                                      | Southern California Gas Co                                                                                    | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    324000 | PA      | $325126.18    | 0.05%             | 2054-04-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                      | Foundry JV Holdco LLC                                                                                         | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    940000 | PA      | $1004704.27   | 0.14%             | 2032-01-25      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                   | Martin Marietta Materials Inc                                                                                 | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     47000 | PA      | $42085.02     | 0.01%             | 2031-07-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                                                 | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    115000 | PA      | $107988.34    | 0.02%             | 2053-03-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                        | Elevance Health Inc                                                                                           | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11440.74     | 0.00%             | 2052-10-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                      | NGL Energy Operating LLC / NGL Energy Finance Corp                                                            | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16394.34     | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                                                           | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    690000 | PA      | $629514.96    | 0.09%             | 2031-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36200MBN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3233 | PA      | $3354.28      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| AVANTOR FUNDING INC                                        | Avantor Funding Inc                                                                                           | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    750000 | PA      | $713223.83    | 0.10%             | 2029-11-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0206A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9200000 | PA      | $7413032.11   | 1.04%             | 2055-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                     | US 5YR NOTE (CBT) DEC25                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -205 | NC      | $145601.99    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CVS Health Corp                                            | CVS Health Corp                                                                                               | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    172000 | PA      | $156135.51    | 0.02%             | 2045-07-20      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2021-4                                                                             | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250463 | PA      | $212913.34    | 0.03%             | 2066-07-25      | Variable      | 0.94%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                       | Edison International                                                                                          | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138672.10    | 0.02%             | 2032-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    155000 | PA      | $132605.91    | 0.02%             | 2044-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36200KKW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4297 | PA      | $4524.95      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| AES CORP/THE                                               | AES Corp/The                                                                                                  | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     64000 | PA      | $57314.66     | 0.01%             | 2031-01-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                             | CUSIP: 3136B5PK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180464 | PA      | $165041.67    | 0.02%             | 2049-08-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                 | Progress Residential 2022-SFR5 Trust                                                                          | CUSIP: 74332YAA7<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    180172 | PA      | $180181.31    | 0.03%             | 2039-06-17      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                     | HAT Holdings I LLC / HAT Holdings II LLC                                                                      | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4951.15      | 0.00%             | 2026-06-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                                                | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    735000 | PA      | $743263.63    | 0.10%             | 2034-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                                  | Kroger Co/The                                                                                                 | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     98000 | PA      | $95592.36     | 0.01%             | 2064-09-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                              | CUSIP: 3132DWDX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1327971 | PA      | $1075277.99   | 0.15%             | 2052-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                                                       | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39175.01     | 0.01%             | 2031-03-07      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Bank                                                       | BANK 2017-BNK8                                                                                                | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $456915.91    | 0.06%             | 2050-11-15      | Fixed         | 3.49%                 | No            | 2                  | On Loan: No      |
| APA CORP                                                   | APA Corp                                                                                                      | CUSIP: 03743QBG2<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    192000 | PA      | $160458.21    | 0.02%             | 2049-07-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1081476 | PA      | $875715.59    | 0.12%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Non Gold Pool                                                                                     | CUSIP: 3128QHSW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3705 | PA      | $3757.68      | 0.00%             | 2037-02-01      | Floating      | 6.10%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    405000 | PA      | $353362.50    | 0.05%             | 2043-08-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2021-R2                                                                            | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148543 | PA      | $138595.34    | 0.02%             | 2064-02-25      | Variable      | 0.92%                 | No            | 2                  | On Loan: No      |
| CARDINAL HEALTH INC                                        | Cardinal Health Inc                                                                                           | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    530000 | PA      | $531615.49    | 0.07%             | 2030-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Madison Avenue Trust                                       | MAD Commercial Mortgage Trust 2025-11MD                                                                       | CUSIP: 55616AAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490000 | PA      | $489721.63    | 0.07%             | 2042-10-15      | Variable      | 5.10%                 | No            | 2                  | On Loan: No      |
| TRINSEO LUX/TRINSEO NA                                     | Trinseo Luxco Finance SPV Sarl / Trinseo NA Finance SPV LLC                                                   | CUSIP: 89668JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     26777 | PA      | $10041.38     | 0.00%             | 2029-05-03      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                        | Elevance Health Inc                                                                                           | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25770.00     | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| TRITON CONTAINER                                           | Triton Container International Ltd                                                                            | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    180000 | PA      | $160518.49    | 0.02%             | 2031-06-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| HANOVER INSURANCE GROUP                                    | Hanover Insurance Group Inc/The                                                                               | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26306.48     | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                                   | Caterpillar Financial Services Corp                                                                           | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    102000 | PA      | $102457.83    | 0.01%             | 2028-08-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| EQT CORP                                                   | EQT Corp                                                                                                      | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    475000 | PA      | $475068.18    | 0.07%             | 2029-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                                                               | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93009.19     | 0.01%             | 2030-02-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| VERISK ANALYTICS INC                                       | Verisk Analytics Inc                                                                                          | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24221.94     | 0.00%             | 2036-02-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36291NUY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11717 | PA      | $12002.23     | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140Q9C27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193804 | PA      | $186246.86    | 0.03%             | 2048-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418DAR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21198 | PA      | $20334.68     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                                                 | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76654.45     | 0.01%             | 2043-10-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                   | Focus Financial Partners LLC                                                                                  | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55302.37     | 0.01%             | 2031-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                                    | Consolidated Edison Co of New York Inc                                                                        | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     39000 | PA      | $34191.07     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                     | Cloud Software Group Inc                                                                                      | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15911.30     | 0.00%             | 2032-06-30      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                              | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150018.13    | 0.02%             | 2031-01-24      | Fixed         | 5.24%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36241KK80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11847 | PA      | $12480.02     | 0.00%             | 2036-08-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MINERAL RESOURCES LTD                                      | Mineral Resources Ltd                                                                                         | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     12000 | PA      | $12155.23     | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                              | CUSIP: 3132DWC92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    435751 | PA      | $400019.32    | 0.06%             | 2052-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                   | Northwestern Mutual Life Insurance Co/The                                                                     | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25818.09     | 0.00%             | 2055-05-29      | Fixed         | 6.17%                 | No            | 2                  | On Loan: No      |
| CARDINAL HEALTH INC                                        | Cardinal Health Inc                                                                                           | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1153566.01   | 0.16%             | 2029-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TRIMBLE INC                                                | Trimble Inc                                                                                                   | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     36000 | PA      | $38699.35     | 0.01%             | 2033-03-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| ITT HOLDINGS LLC                                           | ITT Holdings LLC                                                                                              | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |     92000 | PA      | $90448.38     | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TAPESTRY INC                                               | Tapestry Inc                                                                                                  | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    290000 | PA      | $296596.51    | 0.04%             | 2030-03-11      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Starwood Residential Mortgage Trust                        | STAR 2021-1 Trust                                                                                             | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220422 | PA      | $207030.28    | 0.03%             | 2065-05-25      | Variable      | 1.22%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74852.66     | 0.01%             | 2053-04-01      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                                              | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    315000 | PA      | $300324.54    | 0.04%             | 2028-02-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3138YTLY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75605 | PA      | $71077.50     | 0.01%             | 2045-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| QXO BUILDING PRODUCTS                                      | QXO Building Products Inc                                                                                     | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32097.28     | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ECOLAB INC                                                 | Ecolab Inc                                                                                                    | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31619.11     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31417CS30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101869 | PA      | $96140.91     | 0.01%             | 2042-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36210BX83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       343 | PA      | $339.80       | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                           | Paramount Global                                                                                              | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19966.62     | 0.00%             | 2062-03-30      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     94000 | PA      | $95365.39     | 0.01%             | 2037-04-20      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| S&P GLOBAL INC                                             | S&P Global Inc                                                                                                | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     81000 | PA      | $77386.00     | 0.01%             | 2029-03-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| OTIS WORLDWIDE CORP                                        | Otis Worldwide Corp                                                                                           | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31366.13     | 0.00%             | 2035-09-04      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| PLANET FINANCIAL GROUP                                     | Planet Financial Group LLC                                                                                    | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $58879.97     | 0.01%             | 2029-12-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                   | Sumitomo Mitsui Financial Group Inc                                                                           | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203555.24    | 0.03%             | 2033-07-08      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                              | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1233650 | PA      | $1000843.04   | 0.14%             | 2051-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                   | Long: B9D0UXBE1 IRS USD R V 12MSOFR 99D0UXBF8 CCPOIS / Short: B9D0UXBE1 IRS USD P F  2.97000 99D0UXBE1 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2225000 | OU      | $367606.04    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                              | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    360000 | PA      | $371268.35    | 0.05%             | 2031-04-23      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| CAPSTONE COPPER CORP                                       | Capstone Copper Corp                                                                                          | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $82402.32     | 0.01%             | 2033-03-31      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31417EE80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52373 | PA      | $47694.97     | 0.01%             | 2042-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| LIGHT & WONDER INTL INC                                    | Light & Wonder International Inc                                                                              | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40068.00     | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                                  | Kroger Co/The                                                                                                 | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31263.18     | 0.00%             | 2034-09-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36292LD43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       511 | PA      | $523.55       | 0.00%             | 2036-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                                                    | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7675.86      | 0.00%             | 2052-03-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                                                    | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    222000 | PA      | $147516.47    | 0.02%             | 2049-11-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36210BYG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3118 | PA      | $3102.47      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36292BDU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23204 | PA      | $24193.97     | 0.00%             | 2035-08-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| STATION CASINOS LLC                                        | Station Casinos LLC                                                                                           | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44171.49     | 0.01%             | 2032-03-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| PRP Advisors, LLC                                          | PRPM 2025-3                                                                                                   | CUSIP: 74449DAA3<br>LEI: 549300164ZV2301BC703 | Long             | ABS-MBS          | CORP              | US        |     97826 | PA      | $98047.19     | 0.01%             | 2030-05-25      | Variable      | 6.26%                 | No            | 2                  | On Loan: No      |
| GCAT                                                       | GCAT 2021-NQM2 Trust                                                                                          | CUSIP: 36166XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278798 | PA      | $240173.33    | 0.03%             | 2066-05-25      | Variable      | 1.04%                 | No            | 2                  | On Loan: No      |
| TAPESTRY INC                                               | Tapestry Inc                                                                                                  | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    205000 | PA      | $209404.81    | 0.03%             | 2035-03-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1426050 | PA      | $1390656.69   | 0.20%             | 2052-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DELEK LOG PART/FINANCE                                     | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                    | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45760.33     | 0.01%             | 2033-06-30      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                   | Angel Oak Mortgage Trust 2019-5                                                                               | CUSIP: 03464KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27631 | PA      | $27315.72     | 0.00%             | 2049-10-25      | Variable      | 2.59%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                                                | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    280000 | PA      | $278535.00    | 0.04%             | 2035-09-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36201V3E0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2666 | PA      | $2799.66      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Bank                                                       | BANK 2019-BNK24                                                                                               | CUSIP: 06540VBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2204717 | PA      | $52067.04     | 0.01%             | 2062-11-15      | Variable      | 0.75%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                        | New Residential Mortgage Loan Trust 2018-5                                                                    | CUSIP: 64829XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168671 | PA      | $168448.70    | 0.02%             | 2057-12-25      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| RACKSPACE FINANCE LLC                                      | Rackspace Finance LLC                                                                                         | CUSIP: 75008WAA1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |     80460 | PA      | $33305.61     | 0.00%             | 2028-05-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                    | Hyundai Capital America                                                                                       | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     83000 | PA      | $83926.77     | 0.01%             | 2027-11-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 3620ASLM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20068 | PA      | $19383.15     | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MINERALS TECHNOLOGIES IN                                   | Minerals Technologies Inc                                                                                     | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46060.26     | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CRESCENT ENERGY FINANCE                                    | Crescent Energy Finance LLC                                                                                   | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16882.58     | 0.00%             | 2032-04-01      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1087287.96   | 0.15%             | 2030-07-22      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36296QZB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2951 | PA      | $2923.95      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    128000 | PA      | $132920.00    | 0.02%             | 2045-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| METHANEX CORP                                              | Methanex Corp                                                                                                 | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25029.08     | 0.00%             | 2027-10-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36200GMW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5484 | PA      | $5640.89      | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40242.10     | 0.01%             | 2035-07-19      | Fixed         | 5.32%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH EDISON CO                                     | Commonwealth Edison Co                                                                                        | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14881.87     | 0.00%             | 2055-06-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36200Q2Q6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       104 | PA      | $105.94       | 0.00%             | 2032-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                            | CUSIP: 36179S2R7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31927 | PA      | $31683.00     | 0.00%             | 2047-04-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    296000 | PA      | $297780.62    | 0.04%             | 2030-07-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1812000 | PA      | $1321910.63   | 0.19%             | 2049-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36176JRF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2464 | PA      | $2373.43      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36296XSG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16964 | PA      | $16949.64     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ONEOK Partners LP                                          | ONEOK Partners LP                                                                                             | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    128000 | PA      | $139866.07    | 0.02%             | 2036-10-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 3620A5LP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4863 | PA      | $4858.82      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ACCENTURE CAPITAL INC                                      | Accenture Capital Inc                                                                                         | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37476.52     | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                              | Carnival Corp                                                                                                 | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     45000 | PA      | $45795.51     | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                            | CUSIP: 36179TXV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5916 | PA      | $5673.80      | 0.00%             | 2048-05-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 3620ABHK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13458 | PA      | $13234.01     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MAUSER PACKAGING SOLUT                                     | Mauser Packaging Solutions Holding Co                                                                         | CUSIP: 57763RAB3<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19882.81     | 0.00%             | 2026-08-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128MFHZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    235615 | PA      | $226439.94    | 0.03%             | 2032-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                         | Vodafone Group PLC                                                                                            | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     38000 | PA      | $37411.78     | 0.01%             | 2054-06-28      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4300000 | PA      | $4026546.88   | 0.57%             | 2028-01-31      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                                                | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    240000 | PA      | $248689.57    | 0.04%             | 2035-11-19      | Fixed         | 5.91%                 | No            | 2                  | On Loan: No      |
| AES CORP/THE                                               | AES Corp/The                                                                                                  | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55306.97     | 0.01%             | 2028-06-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| PFIZER INVESTMENT ENTER                                    | Pfizer Investment Enterprises Pte Ltd                                                                         | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     30000 | PA      | $28474.51     | 0.00%             | 2063-05-19      | Fixed         | 5.34%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                    | BPCE SA                                                                                                       | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    615000 | PA      | $642292.78    | 0.09%             | 2031-01-14      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418EW55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1302922 | PA      | $1347546.05   | 0.19%             | 2053-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| GOEASY LTD                                                 | goeasy Ltd                                                                                                    | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $22294.80     | 0.00%             | 2029-07-01      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                                   | Trans-Allegheny Interstate Line Co                                                                            | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $150719.25    | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                     | Daimler Truck Finance North America LLC                                                                       | CUSIP: 233853BE9<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    460000 | PA      | $473081.43    | 0.07%             | 2032-01-13      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Trust 2020-GC45                                                                        | CUSIP: 36258YBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4684639 | PA      | $99849.80     | 0.01%             | 2053-02-13      | Variable      | 0.73%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3138AVAM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22139 | PA      | $21655.53     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4977000 | PA      | $4692183.41   | 0.66%             | 2027-07-31      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Bonds                                                                         | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1735314 | PA      | $1293022.88   | 0.18%             | 2045-02-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| SAN DIEGO G & E                                            | San Diego Gas & Electric Co                                                                                   | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    375000 | PA      | $387268.72    | 0.05%             | 2035-04-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                            | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    863990 | PA      | $744444.46    | 0.10%             | 2051-07-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| TRAVEL + LEISURE CO                                        | Travel + Leisure Co                                                                                           | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36712.45     | 0.01%             | 2029-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LBM ACQUISITION LLC                                        | LBM Acquisition LLC                                                                                           | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50909.36     | 0.01%             | 2029-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                                    | Kinder Morgan Energy Partners LP                                                                              | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50197.04     | 0.01%             | 2044-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PILGRIM'S PRIDE CORP                                       | Pilgrim's Pride Corp                                                                                          | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    510000 | PA      | $492936.22    | 0.07%             | 2031-04-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| APPLIED MATERIALS INC                                      | Applied Materials Inc                                                                                         | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    622000 | PA      | $615560.62    | 0.09%             | 2036-01-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 3620AGH24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2224 | PA      | $2146.57      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NIAGARA MOHAWK POWER                                       | Niagara Mohawk Power Corp                                                                                     | CUSIP: 65364UAT3<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152713.85    | 0.02%             | 2034-01-17      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3138AP3B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3839 | PA      | $3818.69      | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HUNGARY                                                    | Hungary Government International Bond                                                                         | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    290000 | PA      | $298327.98    | 0.04%             | 2030-09-26      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Santander Drive Auto Receivables Trust                     | Santander Drive Auto Receivables Trust 2023-1                                                                 | CUSIP: 80287GAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13823 | PA      | $13826.06     | 0.00%             | 2028-02-15      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0526A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17810000 | PA      | $17956718.25  | 2.53%             | 2054-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                      | Foundry JV Holdco LLC                                                                                         | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    470000 | PA      | $495608.19    | 0.07%             | 2033-01-25      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                   | Perrigo Finance Unlimited Co                                                                                  | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     68000 | PA      | $68455.94     | 0.01%             | 2032-09-30      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                            | CUSIP: 36179Q6P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35716 | PA      | $33341.23     | 0.00%             | 2045-03-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                                 | Fiserv Inc                                                                                                    | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45537.87     | 0.01%             | 2034-08-12      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| XCEL ENERGY INC                                            | Xcel Energy Inc                                                                                               | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    505000 | PA      | $523501.91    | 0.07%             | 2035-04-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                              | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7441831 | PA      | $7534103.37   | 1.06%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GOEASY LTD                                                 | goeasy Ltd                                                                                                    | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19375.89     | 0.00%             | 2031-02-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                   | Citizens Financial Group Inc                                                                                  | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    475000 | PA      | $486814.14    | 0.07%             | 2031-03-05      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                                               | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    320000 | PA      | $278117.27    | 0.04%             | 2031-02-28      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                         | Dominican Republic International Bond                                                                         | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $203250.00    | 0.03%             | 2027-01-25      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249314 | PA      | $212533.23    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                                                 | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    365000 | PA      | $278881.16    | 0.04%             | 2048-03-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Exeter Automobile Receivables Trust                        | Exeter Automobile Receivables Trust 2025-4                                                                    | CUSIP: 30167KAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $190718.75    | 0.03%             | 2030-05-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    108000 | PA      | $113075.65    | 0.02%             | 2039-02-07      | Fixed         | 5.94%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                            | CUSIP: 36179VMD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    272373 | PA      | $243503.10    | 0.03%             | 2050-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    427321 | PA      | $426027.60    | 0.06%             | 2053-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| L3HARRIS TECH INC                                          | L3Harris Technologies Inc                                                                                     | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     51000 | PA      | $53159.27     | 0.01%             | 2033-07-31      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                                                          | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     89000 | PA      | $89861.89     | 0.01%             | 2028-03-27      | Fixed         | 4.72%                 | No            | 2                  | On Loan: No      |
| MINERAL RESOURCES LTD                                      | Mineral Resources Ltd                                                                                         | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     15000 | PA      | $15289.41     | 0.00%             | 2027-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132QRMT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54684 | PA      | $51471.91     | 0.01%             | 2045-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CALIF GAS CO                                      | Southern California Gas Co                                                                                    | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    725000 | PA      | $759122.05    | 0.11%             | 2055-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Rio Tinto Alcan Inc                                        | Rio Tinto Alcan Inc                                                                                           | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $548883.24    | 0.08%             | 2033-12-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| INSIGHT ENTERPRS                                           | Insight Enterprises Inc                                                                                       | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |    566000 | PA      | $580319.80    | 0.08%             | 2032-05-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| PIONEER NATURAL RESOURCE                                   | Pioneer Natural Resources Co                                                                                  | CUSIP: 723787AV9<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44215.03     | 0.01%             | 2026-03-29      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| BRITISH AIR 21-1 A PPT                                     | British Airways 2021-1 Class A Pass Through Trust                                                             | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71722 | PA      | $65089.58     | 0.01%             | 2035-03-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| SYSCO CORPORATION                                          | Sysco Corp                                                                                                    | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16190.40     | 0.00%             | 2048-03-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                                                                     | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     68000 | PA      | $71111.88     | 0.01%             | 2028-09-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                          | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    205000 | PA      | $177975.99    | 0.03%             | 2036-09-21      | Fixed         | 2.48%                 | No            | 2                  | On Loan: No      |
| APPLIED MATERIALS INC                                      | Applied Materials Inc                                                                                         | CUSIP: 038222AS4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31780.71     | 0.00%             | 2029-06-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| BOEING CO/THE                                              | Boeing Co/The                                                                                                 | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40127.79     | 0.01%             | 2027-05-01      | Fixed         | 6.26%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                                                        | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46139.62     | 0.01%             | 2031-04-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Bank                                                       | BANK 2019-BNK18                                                                                               | CUSIP: 065402BD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2818815 | PA      | $73971.34     | 0.01%             | 2062-05-15      | Variable      | 1.03%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                                                        | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133457.52    | 0.02%             | 2035-04-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                                   | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    180000 | PA      | $165282.56    | 0.02%             | 2031-03-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                                 | Fiserv Inc                                                                                                    | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24255.35     | 0.00%             | 2035-08-11      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2015-NXS1                                                               | CUSIP: 94989HBM1<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $69825.00     | 0.01%             | 2048-05-15      | Variable      | 3.99%                 | No            | 2                  | On Loan: No      |
| VM CONSOLIDATED INC                                        | VM Consolidated Inc                                                                                           | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58689.35     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36290RVV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2383 | PA      | $2388.71      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $100582.03    | 0.01%             | 2032-04-30      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                                                     | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $321468.59    | 0.05%             | 2032-11-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| DAVITA INC                                                 | DaVita Inc                                                                                                    | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56715.89     | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                                         | Royalty Pharma PLC                                                                                            | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     31000 | PA      | $31806.43     | 0.00%             | 2029-09-02      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                           | BAT Capital Corp                                                                                              | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    555000 | PA      | $576646.86    | 0.08%             | 2035-08-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                     | Brazilian Government International Bond                                                                       | CUSIP: 105756CM0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $204000.00    | 0.03%             | 2030-11-06      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CROWN AMERICAS LLC                                         | Crown Americas LLC                                                                                            | CUSIP: 228180AB1<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37494.51     | 0.01%             | 2030-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| TRINIDAD & TOBAGO                                          | Trinidad & Tobago Government International Bond                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    200000 | PA      | $203980.00    | 0.03%             | 2034-06-26      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                   | Brookfield Asset Management Ltd                                                                               | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $28016.38     | 0.00%             | 2055-09-15      | Fixed         | 6.08%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                                       | Targa Resources Corp                                                                                          | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266217.58    | 0.04%             | 2036-02-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| ERP OPERATING LP                                           | ERP Operating LP                                                                                              | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     13000 | PA      | $13324.77     | 0.00%             | 2032-06-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36176MYU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3009 | PA      | $2885.88      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140QEA69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    436006 | PA      | $373722.82    | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                     | Motorola Solutions Inc                                                                                        | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44796.09     | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                    | Hyundai Capital America                                                                                       | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39294.02     | 0.01%             | 2027-03-25      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| ATI INC                                                    | ATI Inc                                                                                                       | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38343.51     | 0.01%             | 2029-10-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    994000 | PA      | $1019587.74   | 0.14%             | 2041-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                                                       | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58902.41     | 0.01%             | 2030-06-05      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| SHERWIN-WILLIAMS CO                                        | Sherwin-Williams Co/The                                                                                       | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26545.13     | 0.00%             | 2031-09-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 31292LYB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86735 | PA      | $79888.50     | 0.01%             | 2042-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $223356.44    | 0.03%             | 2044-05-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust              | JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN                                                 | CUSIP: 46652BAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305000 | PA      | $272975.00    | 0.04%             | 2037-01-16      | Fixed         | 2.81%                 | No            | 2                  | On Loan: No      |
| 280 Park Avenue Mortgage Trust                             | 280 Park Avenue 2017-280P Mortgage Trust                                                                      | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    339000 | PA      | $328406.25    | 0.05%             | 2034-09-15      | Floating      | 6.64%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                                           | COLT 2021-1 Mortgage Loan Trust                                                                               | CUSIP: 19688EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300507 | PA      | $260834.65    | 0.04%             | 2066-06-25      | Variable      | 0.91%                 | No            | 2                  | On Loan: No      |
| PACKAGING CORP OF AMERIC                                   | Packaging Corp of America                                                                                     | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     69000 | PA      | $73061.92     | 0.01%             | 2033-12-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| WEBSTER FINANCIAL CORP                                     | Webster Financial Corp                                                                                        | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22002.57     | 0.00%             | 2035-09-11      | Fixed         | 5.78%                 | No            | 2                  | On Loan: No      |
| NUTRIEN LTD                                                | Nutrien Ltd                                                                                                   | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     28000 | PA      | $28449.89     | 0.00%             | 2027-06-21      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1216000 | PA      | $941592.50    | 0.13%             | 2045-11-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                 | Progress Residential 2023-SFR1 Trust                                                                          | CUSIP: 74334FAA6<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    396337 | PA      | $395289.93    | 0.06%             | 2040-03-17      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Uruguay Government International Bonds                     | Uruguay Government International Bonds                                                                        | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     30000 | PA      | $28365.00     | 0.00%             | 2050-06-18      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| KELLANOVA                                                  | Kellanova                                                                                                     | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    107000 | PA      | $122576.78    | 0.02%             | 2031-04-01      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| Apple Inc                                                  | Apple Inc                                                                                                     | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40707.02     | 0.01%             | 2045-05-13      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| LOCKHEED MARTIN CORP                                       | Lockheed Martin Corp                                                                                          | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55243.03     | 0.01%             | 2031-12-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER CO                                           | Georgia Power Co                                                                                              | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    305000 | PA      | $309719.14    | 0.04%             | 2030-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                   | Medline Borrower LP/Medline Co-Issuer Inc                                                                     | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10254.05     | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140XATJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246120 | PA      | $201689.84    | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ARES STRATEGIC INCOME FU                                   | Ares Strategic Income Fund                                                                                    | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1229617.52   | 0.17%             | 2030-09-09      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| ATHENE GLOBAL FUNDING                                      | Athene Global Funding                                                                                         | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     98000 | PA      | $100281.06    | 0.01%             | 2031-11-13      | Fixed         | 5.32%                 | No            | 2                  | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                     | NRZ Excess Spread-Collateralized Notes Series 2020-PLS1                                                       | CUSIP: 433674AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40854 | PA      | $40707.55     | 0.01%             | 2025-12-25      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                   | Viper Energy Partners LLC                                                                                     | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    715000 | PA      | $726954.80    | 0.10%             | 2035-08-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3138WQA36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96854 | PA      | $89050.83     | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418X7B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83650 | PA      | $85131.37     | 0.01%             | 2040-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32630.62     | 0.00%             | 2033-07-25      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36201TKU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       609 | PA      | $616.22       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    124000 | PA      | $124705.44    | 0.02%             | 2055-03-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Bank of America Credit Card Trust                          | BA Credit Card Trust                                                                                          | CUSIP: 05522RDH8<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151840.62    | 0.02%             | 2028-11-15      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                          | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47945.18     | 0.01%             | 2035-08-15      | Fixed         | 5.43%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4533000 | PA      | $4228084.94   | 0.60%             | 2028-09-30      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                    | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                                   | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $107735.43    | 0.02%             | 2046-02-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 3620AKNY8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6298 | PA      | $6070.68      | 0.00%             | 2040-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                                                       | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     88000 | PA      | $72665.93     | 0.01%             | 2052-03-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                    | Astrazeneca Finance LLC                                                                                       | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     86000 | PA      | $88587.16     | 0.01%             | 2030-03-03      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Intel Corp                                                 | Intel Corp                                                                                                    | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    949000 | PA      | $700945.37    | 0.10%             | 2047-12-08      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF INDONESIA                                      | Indonesia Government International Bond                                                                       | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    610000 | PA      | $596422.49    | 0.08%             | 2033-03-12      | Fixed         | 1.10%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3120000 | PA      | $3266128.13   | 0.46%             | 2028-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| WILLIS NORTH AMERICA INC                                   | Willis North America Inc                                                                                      | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53991.70     | 0.01%             | 2054-03-05      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418TYP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40667 | PA      | $40734.70     | 0.01%             | 2040-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Bank                                                       | BANK 2019-BNK23                                                                                               | CUSIP: 06541RBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6680988 | PA      | $159137.79    | 0.02%             | 2052-12-15      | Variable      | 0.80%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4911000 | PA      | $4870330.78   | 0.69%             | 2033-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| VALARIS LTD                                                | Valaris Ltd                                                                                                   | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     52000 | PA      | $53967.90     | 0.01%             | 2030-04-30      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4934000 | PA      | $3174335.18   | 0.45%             | 2051-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| DTE ENERGY CO                                              | DTE Energy Co                                                                                                 | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64091.66     | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| TRAVEL + LEISURE CO                                        | Travel + Leisure Co                                                                                           | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7100.34      | 0.00%             | 2027-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                                                    | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    384000 | PA      | $370414.04    | 0.05%             | 2032-08-05      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                                                            | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    790000 | PA      | $815737.79    | 0.11%             | 2035-04-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                   | Liberty Mutual Group Inc                                                                                      | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    106000 | PA      | $66742.05     | 0.01%             | 2061-02-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128MJV23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57371 | PA      | $54000.80     | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| WEYERHAEUSER CO                                            | Weyerhaeuser Co                                                                                               | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     27000 | PA      | $27071.82     | 0.00%             | 2026-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ENERSYS                                                    | EnerSys                                                                                                       | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18731.62     | 0.00%             | 2027-12-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                         | Credit Agricole SA                                                                                            | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    795000 | PA      | $790113.83    | 0.11%             | 2033-09-25      | Fixed         | 4.82%                 | No            | 2                  | On Loan: No      |
| KODIAK GAS SERVICES LLC                                    | Kodiak Gas Services LLC                                                                                       | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51883.25     | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3138EMME8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5299 | PA      | $5499.58      | 0.00%             | 2040-10-01      | Floating      | 7.28%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2141000 | PA      | $1845859.81   | 0.26%             | 2030-08-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                                               | Comcast Corp                                                                                                  | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    205000 | PA      | $148379.58    | 0.02%             | 2046-07-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Texas Debt Capital CLO, Ltd                                | Texas Debt Capital CLO 2023-I Ltd                                                                             | CUSIP: 88238CAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    565000 | PA      | $567241.36    | 0.08%             | 2038-07-20      | Floating      | 5.97%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                   | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    210000 | PA      | $194217.59    | 0.03%             | 2039-04-23      | Fixed         | 4.41%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                          | EURO-SCHATZ FUT DEC25                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -83 | NC      | $8282.93      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                   | Amcor Flexibles North America Inc                                                                             | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     48000 | PA      | $43631.82     | 0.01%             | 2031-05-25      | Fixed         | 2.69%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                                               | Centene Corp                                                                                                  | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    425000 | PA      | $365085.69    | 0.05%             | 2031-08-01      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                                            | Cigna Group/The                                                                                               | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    915000 | PA      | $924225.91    | 0.13%             | 2032-09-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                             | PARIBAS REPO                                                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | RA               | CORP              | US        |    350000 | PA      | $350000.00    | 0.05%             |  |  |  | No            | N/A                | On Loan: No      |
| NOVARTIS CAPITAL CORP                                      | Novartis Capital Corp                                                                                         | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44753.50     | 0.01%             | 2031-09-18      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                                          | General Motors Co                                                                                             | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48088.39     | 0.01%             | 2028-04-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                                   | Caterpillar Financial Services Corp                                                                           | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22381.75     | 0.00%             | 2027-05-14      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                   | Burlington Northern Santa Fe LLC                                                                              | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20926.25     | 0.00%             | 2056-03-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                   | OBX 2021-NQM1 Trust                                                                                           | CUSIP: 67114BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    383340 | PA      | $334724.50    | 0.05%             | 2066-02-25      | Variable      | 1.07%                 | No            | 2                  | On Loan: No      |
| PRP Advisors, LLC                                          | PRPM 2025-7 LLC                                                                                               | CUSIP: 69382YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338795 | PA      | $339287.11    | 0.05%             | 2030-08-25      | Variable      | 5.50%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                                   | Caterpillar Financial Services Corp                                                                           | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43455.88     | 0.01%             | 2028-03-03      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                   | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39397.25     | 0.01%             | 2056-01-28      | Fixed         | 5.73%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36176UCC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6120 | PA      | $5892.25      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PEPSICO INC                                                | PepsiCo Inc                                                                                                   | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43786.16     | 0.01%             | 2028-02-18      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| HERTZ CORP/THE                                             | Hertz Corp/The                                                                                                | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28536.04     | 0.00%             | 2026-12-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     86000 | PA      | $67246.42     | 0.01%             | 2042-04-22      | Fixed         | 3.22%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                                                 | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1061197.45   | 0.15%             | 2040-05-01      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| CARDINAL HEALTH INC                                        | Cardinal Health Inc                                                                                           | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27079.20     | 0.00%             | 2054-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                                                | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153754.72    | 0.02%             | 2054-01-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| BALL CORP                                                  | Ball Corp                                                                                                     | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    885000 | PA      | $905925.83    | 0.13%             | 2029-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                       | PRET 2024-NPL5 LLC                                                                                            | CUSIP: 74143QAA3<br>LEI: 254900YWXIBNNDQF0Y67 | Long             | ABS-O            | CORP              | US        |    519192 | PA      | $519515.59    | 0.07%             | 2054-09-25      | Variable      | 5.96%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4081000 | PA      | $3766954.32   | 0.53%             | 2054-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                     | ConocoPhillips Co                                                                                             | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    183000 | PA      | $137496.94    | 0.02%             | 2052-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                                   | Lincoln Financial Global Funding                                                                              | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    530000 | PA      | $535443.42    | 0.08%             | 2028-05-28      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| CRESCENT ENERGY FINANCE                                    | Crescent Energy Finance LLC                                                                                   | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33104.59     | 0.00%             | 2033-01-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| GATX CORP                                                  | GATX Corp                                                                                                     | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21631.45     | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                   | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                    | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    265000 | PA      | $276747.45    | 0.04%             | 2033-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                                                                     | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40381.35     | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                                                | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33552.63     | 0.00%             | 2026-06-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140QLHH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1059358 | PA      | $901497.06    | 0.13%             | 2051-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable LLC                                      | Time Warner Cable LLC                                                                                         | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    205000 | PA      | $187870.59    | 0.03%             | 2041-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AMEREN CORP                                                | Ameren Corp                                                                                                   | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30469.97     | 0.00%             | 2026-12-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                        | New Residential Mortgage Loan Trust 2016-4                                                                    | CUSIP: 64829LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    232682 | PA      | $223675.24    | 0.03%             | 2056-11-25      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                              | Citigroup Inc                                                                                                 | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     91000 | PA      | $91370.40     | 0.01%             | 2027-09-29      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                             | CUSIP: 3136B1WE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190488 | PA      | $182723.51    | 0.03%             | 2048-04-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36291QGR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       237 | PA      | $242.34       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                   | Duke Energy Progress LLC                                                                                      | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    458000 | PA      | $360907.90    | 0.05%             | 2052-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36230LV22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31793 | PA      | $30660.16     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                                              | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205831.53    | 0.03%             | 2032-05-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170304.71    | 0.02%             | 2031-01-15      | Fixed         | 5.23%                 | No            | 2                  | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                   | Ashton Woods USA LLC / Ashton Woods Finance Co                                                                | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55471.74     | 0.01%             | 2033-08-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                    | GLAXOSMITHKLINE CAPITAL                                                                                       | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44532.24     | 0.01%             | 2030-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                                      | Micron Technology Inc                                                                                         | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    670000 | PA      | $703118.52    | 0.10%             | 2032-11-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| WHISTLER PIPELINE LLC                                      | Whistler Pipeline LLC                                                                                         | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    325000 | PA      | $337865.63    | 0.05%             | 2031-09-30      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| BPR Trust                                                  | BPR Trust 2022-STAR                                                                                           | CUSIP: 055980AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510000 | PA      | $509938.39    | 0.07%             | 2039-08-15      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 3620AQMY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       201 | PA      | $200.69       | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                          | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1428074.17   | 0.20%             | 2032-07-21      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                                                        | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86633.21     | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    310000 | PA      | $329488.45    | 0.05%             | 2029-11-01      | Fixed         | 6.41%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418DET5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109628 | PA      | $101332.37    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BULGARIA                                                   | Bulgaria Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |    165000 | PA      | $110597.92    | 0.02%             | 2050-09-23      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                              | Citigroup Inc                                                                                                 | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     83000 | PA      | $88512.09     | 0.01%             | 2033-02-22      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36212UT84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7611 | PA      | $7853.87      | 0.00%             | 2036-11-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| UNITED AIRLINES INC                                        | United Airlines Inc                                                                                           | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28555.97     | 0.00%             | 2029-04-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| RCO Mortgage LLC                                           | RCO VIII Mortgage LLC 2025-3                                                                                  | CUSIP: 74939GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86372 | PA      | $86568.04     | 0.01%             | 2030-05-25      | Variable      | 6.43%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36201XBL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        81 | PA      | $81.12        | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                                                 | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     43000 | PA      | $30633.80     | 0.00%             | 2046-06-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36297K5Q0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5241 | PA      | $5236.60      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CF Hippolyta Issuer LLC                                    | CF Hippolyta Issuer LLC                                                                                       | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125467 | PA      | $121274.37    | 0.02%             | 2062-08-15      | Fixed         | 5.97%                 | No            | 2                  | On Loan: No      |
| COBRA ACQUISITIONCO LLC                                    | Cobra AcquisitionCo LLC                                                                                       | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $66314.85     | 0.01%             | 2029-11-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                               | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $348295.54    | 0.05%             | 2035-12-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| VERITIV OPERATING CO                                       | Veritiv Operating Co                                                                                          | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     48000 | PA      | $51514.94     | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| BECTON DICKINSON & CO                                      | Becton Dickinson & Co                                                                                         | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83033.88     | 0.01%             | 2028-02-13      | Fixed         | 4.69%                 | No            | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                                       | Las Vegas Sands Corp                                                                                          | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    330000 | PA      | $337375.66    | 0.05%             | 2028-06-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36292BAF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1235 | PA      | $1264.78      | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BOEING CO/THE                                              | Boeing Co/The                                                                                                 | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    375000 | PA      | $414549.81    | 0.06%             | 2034-05-01      | Fixed         | 6.53%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                          | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    655000 | PA      | $585053.16    | 0.08%             | 2031-07-23      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| ASX Clear (Futures)                                        | AUST 10Y BOND FUT DEC25                                                                                       | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       124 | NC      | $-14261.25    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                       | Kraft Heinz Foods Co                                                                                          | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     38000 | PA      | $33242.56     | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| SIEMENS FUNDING BV                                         | Siemens Funding BV                                                                                            | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $508996.21    | 0.07%             | 2030-05-28      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                     | Cushman & Wakefield US Borrower LLC                                                                           | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48436.85     | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                            | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    441380 | PA      | $447378.94    | 0.06%             | 2053-04-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MARVELL TECHNOLOGY INC                                     | Marvell Technology Inc                                                                                        | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $692659.46    | 0.10%             | 2031-04-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                                                        | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238946.09    | 0.03%             | 2064-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36291S6Q8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46889 | PA      | $48783.34     | 0.01%             | 2034-11-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36294UUZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32887 | PA      | $31650.23     | 0.00%             | 2042-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    209000 | PA      | $158349.55    | 0.02%             | 2040-08-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140GQ4H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66784 | PA      | $64204.21     | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BP CAP MARKETS AMERICA                                     | BP Capital Markets America Inc                                                                                | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139065.61    | 0.02%             | 2027-04-06      | Fixed         | 3.54%                 | No            | 2                  | On Loan: No      |
| Duke Energy Progress LLC                                   | Duke Energy Progress LLC                                                                                      | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    900000 | PA      | $763900.00    | 0.11%             | 2044-12-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| HOWARD UNIVERSITY                                          | Howard University                                                                                             | CUSIP: 442851AT8<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231468.42    | 0.03%             | 2029-10-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Prudential Financial Inc                                   | Prudential Financial Inc                                                                                      | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52963.14     | 0.01%             | 2048-09-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| WASTE MANAGEMENT INC                                       | Waste Management Inc                                                                                          | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70201.52     | 0.01%             | 2027-07-03      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                                               | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    575000 | PA      | $499107.16    | 0.07%             | 2031-09-15      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                              | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    462691 | PA      | $466701.53    | 0.07%             | 2054-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 3620A9PQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11039 | PA      | $10676.42     | 0.00%             | 2039-10-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC                                               | NiSource Inc                                                                                                  | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    325000 | PA      | $331833.77    | 0.05%             | 2035-07-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                       | PRET 2025-NPL6 LLC                                                                                            | CUSIP: 740936AA7<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-O            | CORP              | US        |    869494 | PA      | $873790.23    | 0.12%             | 2055-06-25      | Variable      | 5.74%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137FVNJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2861820 | PA      | $126662.42    | 0.02%             | 2030-06-25      | Variable      | 1.21%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $151252.73    | 0.02%             | 2026-09-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp                                                                               | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    206000 | PA      | $233838.28    | 0.03%             | 2032-07-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                     | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                         | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40630.38     | 0.01%             | 2028-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                                                             | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $1122451.28   | 0.16%             | 2034-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3138WD2K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162338 | PA      | $156693.59    | 0.02%             | 2045-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Willowbrook Mall                                           | NJ 2025-WBRK                                                                                                  | CUSIP: 65486BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $233561.72    | 0.03%             | 2035-03-05      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                                                           | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    141000 | PA      | $142892.21    | 0.02%             | 2028-02-16      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                             | Morgan Stanley Capital I Trust 2017-H1                                                                        | CUSIP: 61691JAW4<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   1367730 | PA      | $20358.93     | 0.00%             | 2050-06-15      | Variable      | 1.45%                 | No            | 2                  | On Loan: No      |
| COTERRA ENERGY INC                                         | Coterra Energy Inc                                                                                            | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    141000 | PA      | $142125.38    | 0.02%             | 2035-02-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                       | Glencore Funding LLC                                                                                          | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    215000 | PA      | $236929.08    | 0.03%             | 2033-10-06      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                     | EquipmentShare.com Inc                                                                                        | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     48000 | PA      | $51299.62     | 0.01%             | 2033-03-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| ABU DHABI GOVT INT'L                                       | Abu Dhabi Government International Bond                                                                       | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $139041.46    | 0.02%             | 2051-09-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| DT MIDSTREAM INC                                           | DT Midstream Inc                                                                                              | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $242282.72    | 0.03%             | 2034-12-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0426A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1300000 | PA      | $1260815.21   | 0.18%             | 2055-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128MJXE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    162620 | PA      | $152864.08    | 0.02%             | 2045-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                    | Oncor Electric Delivery Co LLC                                                                                | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    450000 | PA      | $465434.00    | 0.07%             | 2035-04-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| EXPAND ENERGY CORP                                         | Expand Energy Corp                                                                                            | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63880.37     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                   | First Citizens BancShares Inc/NC                                                                              | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27352.94     | 0.00%             | 2040-03-12      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| GENESIS ENERGY LP/FIN                                      | Genesis Energy LP / Genesis Energy Finance Corp                                                               | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $27194.67     | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Duke Energy Indiana LLC                                    | Duke Energy Indiana LLC                                                                                       | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    135000 | PA      | $126572.80    | 0.02%             | 2043-07-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                                                       | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     51000 | PA      | $53013.45     | 0.01%             | 2031-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1118082.14   | 0.16%             | 2031-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                                                        | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     63000 | PA      | $50857.96     | 0.01%             | 2051-03-24      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO LLC                                        | Sirius XM Radio LLC                                                                                           | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38650.97     | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Mill City Mortgage Trust                                   | Mill City Mortgage Loan Trust 2019-GS1                                                                        | CUSIP: 59981BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300525 | PA      | $294526.68    | 0.04%             | 2059-07-25      | Variable      | 2.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2820000 | PA      | $2440842.20   | 0.34%             | 2031-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| AMERICAN AXLE & MFG INC                                    | American Axle & Manufacturing Inc                                                                             | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20155.91     | 0.00%             | 2033-10-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31374CSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    710627 | PA      | $668949.19    | 0.09%             | 2043-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                   | Angel Oak Mortgage Trust 2022-3                                                                               | CUSIP: 03464TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    791298 | PA      | $772744.44    | 0.11%             | 2067-01-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| KEYCORP                                                    | KeyCorp                                                                                                       | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    141000 | PA      | $144777.72    | 0.02%             | 2031-04-04      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197024 | PA      | $166953.15    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2932000 | PA      | $2562064.05   | 0.36%             | 2031-02-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| HOWARD UNIVERSITY                                          | Howard University                                                                                             | CUSIP: 442851AY7<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |     95000 | PA      | $72039.81     | 0.01%             | 2041-10-01      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                    | Duke Energy Indiana LLC                                                                                       | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    675000 | PA      | $428749.20    | 0.06%             | 2050-04-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140H36P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    364008 | PA      | $338240.28    | 0.05%             | 2048-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                                      | Civitas Resources Inc                                                                                         | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26927.28     | 0.00%             | 2030-11-01      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418C4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127301 | PA      | $125511.02    | 0.02%             | 2048-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                    | Hyundai Capital America                                                                                       | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51752.42     | 0.01%             | 2030-09-18      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                                | Aker BP ASA                                                                                                   | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    335000 | PA      | $351510.82    | 0.05%             | 2033-06-13      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SILGAN HOLDINGS INC                                        | Silgan Holdings Inc                                                                                           | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48803.06     | 0.01%             | 2028-02-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| AEP TEXAS INC                                              | AEP Texas Inc                                                                                                 | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65705.00     | 0.01%             | 2055-10-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                   | Anheuser-Busch InBev Worldwide Inc                                                                            | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165314.62    | 0.02%             | 2039-01-23      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36176NYN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13965 | PA      | $13395.88     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                   | Burlington Northern Santa Fe LLC                                                                              | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $55914.37     | 0.01%             | 2043-03-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    110000 | PA      | $100310.55    | 0.01%             | 2030-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                     | US ULTRA BOND CBT DEC25                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -42 | NC      | $-129281.25   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| PFIZER INVESTMENT ENTER                                    | Pfizer Investment Enterprises Pte Ltd                                                                         | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     64000 | PA      | $61848.74     | 0.01%             | 2053-05-19      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                                    | Consolidated Edison Co of New York Inc                                                                        | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52686.68     | 0.01%             | 2049-05-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                               | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $51801.86     | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GE HEALTHCARE TECH INC                                     | GE HealthCare Technologies Inc                                                                                | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    101000 | PA      | $104695.15    | 0.01%             | 2035-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| KODIAK GAS SERVICES LLC                                    | Kodiak Gas Services LLC                                                                                       | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12218.11     | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                                      | Civitas Resources Inc                                                                                         | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31686.21     | 0.00%             | 2033-06-15      | Fixed         | 9.63%                 | No            | 2                  | On Loan: No      |
| Bank                                                       | BANK 2023-BNK45                                                                                               | CUSIP: 06541BBQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200364 | PA      | $64004.36     | 0.01%             | 2056-02-15      | Variable      | 1.21%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                                                 | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44446.51     | 0.01%             | 2036-09-11      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| Romania Government International Bonds                     | Romania Government International Bonds                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    200000 | PA      | $213140.66    | 0.03%             | 2053-01-17      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| FIRSTCASH INC                                              | FirstCash Inc                                                                                                 | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    328000 | PA      | $321588.95    | 0.05%             | 2028-09-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36200J2H2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12145 | PA      | $12592.56     | 0.00%             | 2036-10-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| OTP BANK NYRT                                              | OTP Bank Nyrt                                                                                                 | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |    200000 | PA      | $203363.41    | 0.03%             | 2027-05-25      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ALABAMA POWER CO                                           | Alabama Power Co                                                                                              | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    235000 | PA      | $172194.93    | 0.02%             | 2049-10-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36176CHA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1160 | PA      | $1119.22      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ALLEGION US HOLDING CO                                     | Allegion US Holding Co Inc                                                                                    | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52206.75     | 0.01%             | 2032-07-01      | Fixed         | 5.41%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Bonds                                                                         | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1074848 | PA      | $815750.93    | 0.11%             | 2043-02-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 3620ARLU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4453 | PA      | $4301.37      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC                                   | OBX 2021-NQM3 Trust                                                                                           | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    818779 | PA      | $674362.17    | 0.10%             | 2061-07-25      | Variable      | 1.05%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                            | CUSIP: 36202EG29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27754 | PA      | $28368.31     | 0.00%             | 2036-02-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                                                     | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    625000 | PA      | $616362.25    | 0.09%             | 2034-11-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                                   | Marsh & McLennan Cos Inc                                                                                      | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    280000 | PA      | $274518.05    | 0.04%             | 2055-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Cardinal Health Inc                                        | Cardinal Health Inc                                                                                           | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10291.17     | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                                 | Humana Inc                                                                                                    | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26302.58     | 0.00%             | 2033-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - SCRT                                         | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                                                 | CUSIP: 35563PLK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    189874 | PA      | $180216.01    | 0.03%             | 2058-10-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| REGIONS FINANCIAL CORP                                     | Regions Financial Corp                                                                                        | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58364.76     | 0.01%             | 2030-06-06      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                                                      | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74127.39     | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36176JFC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1885 | PA      | $1816.90      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                     | Arizona Public Service Co                                                                                     | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    410000 | PA      | $429577.37    | 0.06%             | 2034-08-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    680000 | PA      | $711352.86    | 0.10%             | 2029-01-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5596000 | PA      | $5249528.92   | 0.74%             | 2027-09-30      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                                                           | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58743.44     | 0.01%             | 2055-03-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                              | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238360.93    | 0.03%             | 2029-07-25      | Fixed         | 5.57%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3184000 | PA      | $3124424.37   | 0.44%             | 2028-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                       | Bank of America Corp                                                                                          | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     93000 | PA      | $91581.11     | 0.01%             | 2028-12-20      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                                                | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    605000 | PA      | $615704.48    | 0.09%             | 2033-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                                     | UnitedHealth Group Inc                                                                                        | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     77000 | PA      | $63655.10     | 0.01%             | 2048-06-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                   | Angel Oak Mortgage Trust 2021-3                                                                               | CUSIP: 03465EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    367913 | PA      | $319448.34    | 0.05%             | 2066-05-25      | Variable      | 1.07%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                                                  | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    730000 | PA      | $758497.00    | 0.11%             | 2028-08-11      | Fixed         | 6.44%                 | No            | 2                  | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                   | Icon Investments Six DAC                                                                                      | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    235000 | PA      | $246680.03    | 0.03%             | 2034-05-08      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                                                  | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    475000 | PA      | $476238.87    | 0.07%             | 2028-02-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Bonds                                                                         | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    620311 | PA      | $477996.55    | 0.07%             | 2046-02-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Chase Mortgage Finance Corporation                         | Chase Mortgage Finance Corp                                                                                   | CUSIP: 16164AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73749 | PA      | $69140.18     | 0.01%             | 2045-12-25      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                           | CSC Holdings LLC                                                                                              | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $130971.00    | 0.02%             | 2030-12-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                       | Bank of America Corp                                                                                          | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    123000 | PA      | $109573.60    | 0.02%             | 2040-04-23      | Fixed         | 4.08%                 | No            | 2                  | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                     | Blackstone Mortgage Trust Inc                                                                                 | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |     50000 | PA      | $52753.65     | 0.01%             | 2029-12-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                    | Algonquin Power & Utilities Corp                                                                              | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |     24000 | PA      | $24172.61     | 0.00%             | 2026-06-15      | Fixed         | 5.37%                 | No            | 2                  | On Loan: No      |
| BIOGEN INC                                                 | Biogen Inc                                                                                                    | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     41000 | PA      | $43962.40     | 0.01%             | 2055-05-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128MJW97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124367 | PA      | $117009.41    | 0.02%             | 2045-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418BYU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60512 | PA      | $56763.62     | 0.01%             | 2046-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                              | CUSIP: 3142J6AN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    789658 | PA      | $783526.26    | 0.11%             | 2055-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31413JTJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       266 | PA      | $276.87       | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PRP Advisors, LLC                                          | PRPM 2024-6 LLC                                                                                               | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100886 | PA      | $100941.47    | 0.01%             | 2029-11-25      | Variable      | 5.70%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36176N2L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7451 | PA      | $7134.25      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GCAT                                                       | GCAT 2021-NQM1 Trust                                                                                          | CUSIP: 36167TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314439 | PA      | $281275.56    | 0.04%             | 2066-01-25      | Variable      | 0.87%                 | No            | 2                  | On Loan: No      |
| CLEVELAND-CLIFFS INC                                       | Cleveland-Cliffs Inc                                                                                          | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76757.34     | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    806000 | PA      | $606011.25    | 0.09%             | 2048-08-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 912828Y95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1087000 | PA      | $1070281.01   | 0.15%             | 2026-07-31      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| STRATHCONA RESOURCES                                       | Strathcona Resources Ltd/Alberta                                                                              | CUSIP: 86304TAA6<br>LEI: 549300YNIUISTSZMLF56 | Long             | DBT              | CORP              | CA        |     71000 | PA      | $71044.45     | 0.01%             | 2026-08-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                              | Citigroup Inc                                                                                                 | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    301000 | PA      | $323541.30    | 0.05%             | 2033-10-31      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36292GL52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9470 | PA      | $9944.47      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                            | CUSIP: 3137FRK75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    267727 | PA      | $246308.15    | 0.03%             | 2042-12-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                   | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                  | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $28943.22     | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                                                             | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $228842.94    | 0.03%             | 2028-08-11      | Fixed         | 5.21%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                   | Public Service Enterprise Group Inc                                                                           | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    175000 | PA      | $188917.99    | 0.03%             | 2033-10-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140X8MF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204404 | PA      | $189623.50    | 0.03%             | 2035-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 3620AC5X8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15247 | PA      | $15110.19     | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DTE Electric Co                                            | DTE Electric Co                                                                                               | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     96000 | PA      | $77299.81     | 0.01%             | 2049-03-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                                            | Cigna Group/The                                                                                               | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    122000 | PA      | $85640.34     | 0.01%             | 2050-03-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                   | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                                     | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $55994.47     | 0.01%             | 2031-07-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| AEP TRANSMISSION CO LLC                                    | AEP Transmission Co LLC                                                                                       | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     24000 | PA      | $20697.53     | 0.00%             | 2052-06-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                                                            | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51841.63     | 0.01%             | 2028-05-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $100140.63    | 0.01%             | 2027-04-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                               | Csmc 2022-Nqm1 Trust                                                                                          | CUSIP: 126416AA4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    632104 | PA      | $578644.73    | 0.08%             | 2066-11-25      | Variable      | 2.27%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36295QK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22585 | PA      | $23162.48     | 0.00%             | 2038-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                       | PRET 2025-NPL3 LLC                                                                                            | CUSIP: 74143HAA3<br>LEI: 254900UGRYVHG7BY6M45 | Long             | ABS-O            | CORP              | US        |    519869 | PA      | $524564.81    | 0.07%             | 2055-04-25      | Variable      | 6.71%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                         | Credit Agricole SA                                                                                            | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1205000 | PA      | $1236125.54   | 0.17%             | 2031-05-27      | Fixed         | 5.22%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                        | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    212000 | PA      | $210147.16    | 0.03%             | 2028-05-01      | Fixed         | 3.54%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6761000 | PA      | $6895427.68   | 0.97%             | 2029-06-30      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust              | JPMCC Commercial Mortgage Securities Trust 2017-JP5                                                           | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1355000 | PA      | $1341945.39   | 0.19%             | 2050-03-15      | Fixed         | 3.72%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140QFA90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303579 | PA      | $258611.53    | 0.04%             | 2050-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                     | US LONG BOND(CBT) DEC25                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        40 | NC      | $10343.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                            | Stream Innovations 2025-1 Issuer Trust                                                                        | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    253060 | PA      | $255412.44    | 0.04%             | 2045-09-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| NMEF Funding LLC                                           | NMEF Funding 2025-B LLC                                                                                       | CUSIP: 62919WAC3<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $290752.61    | 0.04%             | 2033-01-18      | Fixed         | 4.73%                 | No            | 2                  | On Loan: No      |
| Amazon.com Inc                                             | Amazon.com Inc                                                                                                | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     36000 | PA      | $30455.41     | 0.00%             | 2047-08-22      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| HP ENTERPRISE CO                                           | Hewlett Packard Enterprise Co                                                                                 | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44726.79     | 0.01%             | 2030-10-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                        | Volkswagen Auto Loan Enhanced Trust 2025-1                                                                    | CUSIP: 92868MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $253616.70    | 0.04%             | 2031-07-21      | Fixed         | 4.61%                 | No            | 2                  | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                    | Sotera Health Holdings LLC                                                                                    | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57750.99     | 0.01%             | 2031-06-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| DELL INT LLC / EMC CORP                                    | Dell International LLC / EMC Corp                                                                             | CUSIP: 24703DBP5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     93000 | PA      | $92701.95     | 0.01%             | 2030-02-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                                              | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    155000 | PA      | $140836.21    | 0.02%             | 2031-02-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Deephaven Residential Mortgage Trust                       | Deephaven Residential Mortgage Trust 2021-2                                                                   | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127318 | PA      | $113119.54    | 0.02%             | 2066-04-25      | Variable      | 0.90%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                              | CUSIP: 3132D6BW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    543214 | PA      | $499192.88    | 0.07%             | 2037-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Summit Issuer, LLC                                         | Summit Issuer LLC                                                                                             | CUSIP: 86613XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $288367.97    | 0.04%             | 2050-12-20      | Fixed         | 2.29%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4849000 | PA      | $4004970.94   | 0.56%             | 2053-05-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1833313 | PA      | $1486210.43   | 0.21%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    455000 | PA      | $337108.79    | 0.05%             | 2041-05-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                                                            | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     71000 | PA      | $64449.11     | 0.01%             | 2043-02-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                                              | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    231000 | PA      | $173578.73    | 0.02%             | 2041-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AON NORTH AMERICA INC                                      | Aon North America Inc                                                                                         | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $94781.36     | 0.01%             | 2031-03-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418VWK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5463 | PA      | $5594.22      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust              | Bridgecrest Lending Auto Securitization Trust 2025-2                                                          | CUSIP: 10807HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1030000 | PA      | $1035506.79   | 0.15%             | 2029-08-15      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                   | Agilent Technologies Inc                                                                                      | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82293.24     | 0.01%             | 2029-09-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| ALCON FINANCE CORP                                         | Alcon Finance Corp                                                                                            | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208540.87    | 0.03%             | 2032-12-06      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CABLE ONE INC                                              | Cable One Inc                                                                                                 | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59308.58     | 0.01%             | 2030-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE COLORADO                                    | Public Service Co of Colorado                                                                                 | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     49000 | PA      | $39309.20     | 0.01%             | 2048-06-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                                                     | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    165000 | PA      | $175525.28    | 0.02%             | 2053-09-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC 2021-NQM8                                                                                                | CUSIP: 12659FAA3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    359325 | PA      | $328116.22    | 0.05%             | 2066-10-25      | Variable      | 1.84%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                   | Province of British Columbia Canada                                                                           | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    128000 | PA      | $127109.26    | 0.02%             | 2033-07-06      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| TENN VALLEY AUTHORITY                                      | Tennessee Valley Authority                                                                                    | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    577000 | PA      | $477720.79    | 0.07%             | 2065-09-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138524 | PA      | $125366.92    | 0.02%             | 2046-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GREYSTAR REAL ESTATE PAR                                   | Greystar Real Estate Partners LLC                                                                             | CUSIP: 39807UAD8<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |     39000 | PA      | $41227.29     | 0.01%             | 2030-09-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                     | Chubb INA Holdings LLC                                                                                        | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     96000 | PA      | $97888.26     | 0.01%             | 2029-08-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                                        | Dow Chemical Co/The                                                                                           | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57284.00     | 0.01%             | 2036-03-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| MAUSER PACKAGING SOLUT                                     | Mauser Packaging Solutions Holding Co                                                                         | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11107.83     | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                   | Angel Oak Mortgage Trust 2021-8                                                                               | CUSIP: 03465MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320540 | PA      | $287226.83    | 0.04%             | 2066-11-25      | Variable      | 1.82%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                       | Kraft Heinz Foods Co                                                                                          | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    617000 | PA      | $632223.40    | 0.09%             | 2032-03-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                              | CUSIP: 3132DWN90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1379174 | PA      | $1409783.43   | 0.20%             | 2055-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| FIRSTCASH INC                                              | FirstCash Inc                                                                                                 | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3100.82      | 0.00%             | 2032-03-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                    | BPCE SA                                                                                                       | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $265639.00    | 0.04%             | 2035-01-18      | Fixed         | 6.51%                 | No            | 2                  | On Loan: No      |
| GOODMAN US FINANCE SIX                                     | Goodman US Finance Six LLC                                                                                    | CUSIP: 38239EAC6<br>LEI: N/A                  | Long             | DBT              |  | US        |     23000 | PA      | $23217.42     | 0.00%             | 2034-10-07      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| LIBERTY UTILITIES FIN                                      | Liberty Utilities Finance GP 1                                                                                | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $51758.19     | 0.01%             | 2030-09-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| STEEL DYNAMICS INC                                         | Steel Dynamics Inc                                                                                            | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32047.70     | 0.00%             | 2034-08-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                    | BPCE SA                                                                                                       | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    825000 | PA      | $846404.06    | 0.12%             | 2031-05-28      | Fixed         | 5.39%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                      | Duke Energy Carolinas LLC                                                                                     | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     29000 | PA      | $21347.84     | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Bank                                                       | BANK 2018-BNK14                                                                                               | CUSIP: 06035RBH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8176635 | PA      | $91171.93     | 0.01%             | 2060-09-15      | Variable      | 0.65%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                                            | McDonald's Corp                                                                                               | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     67000 | PA      | $50190.21     | 0.01%             | 2049-09-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                                               | Alphabet Inc                                                                                                  | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1387000 | PA      | $1380109.89   | 0.19%             | 2065-05-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                                   | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123713.61    | 0.02%             | 2032-02-03      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Legacy Mortgage Asset Trust                                | Legacy Mortgage Asset Trust 2021-GS3                                                                          | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    279536 | PA      | $279512.60    | 0.04%             | 2061-07-25      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                                | Oracle Corp                                                                                                   | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    763000 | PA      | $612796.72    | 0.09%             | 2040-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                                                     | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53019.43     | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Arroyo Mortgage Trust                                      | Arroyo Mortgage Trust 2022-1                                                                                  | CUSIP: 042855AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    389855 | PA      | $376052.20    | 0.05%             | 2056-12-25      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                   | Duke Energy Progress LLC                                                                                      | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    340000 | PA      | $345479.09    | 0.05%             | 2035-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                    | Southern Co Gas Capital Corp                                                                                  | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145379.05    | 0.02%             | 2035-09-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                                                       | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    815000 | PA      | $813014.15    | 0.11%             | 2033-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HOLOGIC INC                                                | Hologic Inc                                                                                                   | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    325000 | PA      | $313817.27    | 0.04%             | 2029-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| HORMEL FOODS CORP                                          | Hormel Foods Corp                                                                                             | CUSIP: 440452AK6<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65730.36     | 0.01%             | 2027-03-30      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                                 | Humana Inc                                                                                                    | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    705000 | PA      | $718224.78    | 0.10%             | 2035-05-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| PRP Advisors, LLC                                          | PRPM 2025-6 LLC                                                                                               | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    466709 | PA      | $467193.52    | 0.07%             | 2028-08-25      | Variable      | 5.77%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                                                           | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     71000 | PA      | $62732.60     | 0.01%             | 2031-09-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| LENNOX INTERNATIONAL INC                                   | Lennox International Inc                                                                                      | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     64000 | PA      | $66160.89     | 0.01%             | 2028-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                                         | Ally Financial Inc                                                                                            | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43748.84     | 0.01%             | 2033-02-14      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                         | Vodafone Group PLC                                                                                            | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     29000 | PA      | $22855.97     | 0.00%             | 2081-06-04      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36176W3A7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14500 | PA      | $13950.64     | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    660342 | PA      | $537510.66    | 0.08%             | 2050-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                       | PRET 2025-NPL8 LLC                                                                                            | CUSIP: 69392EAA8<br>LEI: 254900EZKI569P0YE486 | Long             | ABS-O            | CORP              | US        |    513349 | PA      | $514631.17    | 0.07%             | 2055-08-25      | Variable      | 5.73%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                         | Credit Agricole SA                                                                                            | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    365000 | PA      | $385145.15    | 0.05%             | 2035-01-10      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CD Commercial Mortgage Trust                               | CD 2016-CD2 Mortgage Trust                                                                                    | CUSIP: 12515ABE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1264731.00   | 0.18%             | 2049-11-10      | Variable      | 3.53%                 | No            | 2                  | On Loan: No      |
| SABINE PASS LIQUEFACTION                                   | Sabine Pass Liquefaction LLC                                                                                  | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     41813 | PA      | $43967.10     | 0.01%             | 2037-09-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                                                | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    128000 | PA      | $131476.68    | 0.02%             | 2030-11-19      | Fixed         | 5.28%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 3620ACSU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8703 | PA      | $8684.55      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                                             | Var Energi ASA                                                                                                | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    245000 | PA      | $260510.09    | 0.04%             | 2035-05-22      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PARK RIVER HOLDINGS INC                                    | Park River Holdings Inc                                                                                       | CUSIP: 70082LAB3<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25731.66     | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                 | JPMDB Commercial Mortgage Securities Trust 2016-C4                                                            | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110000 | PA      | $1090027.88   | 0.15%             | 2049-12-15      | Fixed         | 3.14%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                                                 | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22612.82     | 0.00%             | 2034-05-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| PEPSICO INC                                                | PepsiCo Inc                                                                                                   | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52723.10     | 0.01%             | 2028-02-07      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0406A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10300000 | PA      | $9706333.34   | 1.37%             | 2055-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NORTH MACEDONIA                                            | North Macedonia Government International Bond                                                                 | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |    290000 | PA      | $340615.07    | 0.05%             | 2026-06-03      | Fixed         | 3.68%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                                   | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    485000 | PA      | $444179.80    | 0.06%             | 2064-09-27      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3138WJTG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57988 | PA      | $52225.69     | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| DARDEN RESTAURANTS INC                                     | Darden Restaurants Inc                                                                                        | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35134.06     | 0.00%             | 2027-10-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                            | CUSIP: 36179WZA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    146525 | PA      | $130854.88    | 0.02%             | 2052-03-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36292LEX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8126 | PA      | $8449.43      | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL HEALTH INVESTOR                                   | National Health Investors Inc                                                                                 | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |     57000 | PA      | $51575.48     | 0.01%             | 2031-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                   | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    255000 | PA      | $263696.95    | 0.04%             | 2031-04-23      | Fixed         | 5.22%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                                              | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     44000 | PA      | $45719.74     | 0.01%             | 2029-06-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| ARBOR REALTY SR INC                                        | Arbor Realty SR Inc                                                                                           | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              |  | US        |     75000 | PA      | $78857.95     | 0.01%             | 2030-07-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    450000 | PA      | $392480.21    | 0.06%             | 2032-02-13      | Fixed         | 1.79%                 | No            | 2                  | On Loan: No      |
| WISCONSIN POWER & LIGHT                                    | Wisconsin Power and Light Co                                                                                  | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34554.09     | 0.00%             | 2032-09-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                           | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    782000 | PA      | $796754.46    | 0.11%             | 2041-10-25      | Floating      | 7.46%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Bonds                                                                         | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4846310 | PA      | $3840528.13   | 0.54%             | 2042-02-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                                                       | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51049.74     | 0.01%             | 2032-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $489042.97    | 0.07%             | 2044-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                              | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     51000 | PA      | $47395.82     | 0.01%             | 2031-02-11      | Fixed         | 2.57%                 | No            | 2                  | On Loan: No      |
| BOEING CO/THE                                              | Boeing Co/The                                                                                                 | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $141584.94    | 0.02%             | 2031-05-01      | Fixed         | 6.39%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31419FFW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60691 | PA      | $59152.48     | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36292LDS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       412 | PA      | $420.94       | 0.00%             | 2036-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                   | Angel Oak Mortgage Trust 2022-2                                                                               | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88207 | PA      | $83656.42     | 0.01%             | 2067-01-25      | Variable      | 3.35%                 | No            | 2                  | On Loan: No      |
| CARRIER GLOBAL CORP                                        | Carrier Global Corp                                                                                           | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     88000 | PA      | $71044.42     | 0.01%             | 2040-04-05      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36294TFH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3228 | PA      | $3334.89      | 0.00%             | 2036-12-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                                                          | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    760000 | PA      | $782981.24    | 0.11%             | 2031-02-04      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION BRANDS INC                                   | Constellation Brands Inc                                                                                      | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    320000 | PA      | $324541.10    | 0.05%             | 2030-05-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1586770 | PA      | $65008.68     | 0.01%             | 2030-10-25      | Variable      | 1.11%                 | No            | 2                  | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                   | Baltimore Gas and Electric Co                                                                                 | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    445000 | PA      | $462233.96    | 0.07%             | 2035-06-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| RPM INTERNATIONAL INC                                      | RPM International Inc                                                                                         | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12635.07     | 0.00%             | 2032-01-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| ENI SPA                                                    | Eni SpA                                                                                                       | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    680000 | PA      | $699530.61    | 0.10%             | 2034-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                                    | Consolidated Edison Co of New York Inc                                                                        | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    490000 | PA      | $331825.25    | 0.05%             | 2051-12-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                                              | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82170.88     | 0.01%             | 2031-02-11      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                              | CUSIP: 3132DV4Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79847 | PA      | $76346.78     | 0.01%             | 2050-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                                   | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1656990.09   | 0.23%             | 2032-09-26      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE COLORADO                                    | Public Service Co of Colorado                                                                                 | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    160000 | PA      | $98553.36     | 0.01%             | 2051-01-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128MJXA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58352 | PA      | $56211.96     | 0.01%             | 2045-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0306A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16000000 | PA      | $14051218.72  | 1.98%             | 2055-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SG Commercial Mortgage Securities Trust                    | SG Commercial Mortgage Securities Trust 2020-COVE                                                             | CUSIP: 78397FAA1<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    975000 | PA      | $910389.29    | 0.13%             | 2037-03-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    514000 | PA      | $518391.66    | 0.07%             | 2028-10-22      | Fixed         | 4.51%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    808000 | PA      | $896226.68    | 0.13%             | 2034-03-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2018-B4 Mortgage Trust                                                                              | CUSIP: 08161HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3800355 | PA      | $36394.10     | 0.01%             | 2051-07-15      | Variable      | 0.61%                 | No            | 2                  | On Loan: No      |
| Intel Corp                                                 | Intel Corp                                                                                                    | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $156168.53    | 0.02%             | 2047-05-11      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                                   | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76763.13     | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                    | Public Service Co of Oklahoma                                                                                 | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    610000 | PA      | $617531.00    | 0.09%             | 2035-01-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| HOWARD UNIVERSITY                                          | Howard University                                                                                             | CUSIP: 442851AV3<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89114.53     | 0.01%             | 2031-10-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                                                 | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273354.68    | 0.04%             | 2034-06-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $506523.44    | 0.07%             | 2027-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                     | Standard Chartered PLC                                                                                        | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $214156.04    | 0.03%             | 2028-11-16      | Fixed         | 7.77%                 | No            | 2                  | On Loan: No      |
| AMKOR TECHNOLOGY INC                                       | Amkor Technology Inc                                                                                          | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35356.42     | 0.00%             | 2033-10-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CMS ENERGY CORP                                            | CMS Energy Corp                                                                                               | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     69000 | PA      | $67293.39     | 0.01%             | 2050-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5040000 | PA      | $4717715.64   | 0.67%             | 2027-12-31      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                                                    | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     89000 | PA      | $53915.05     | 0.01%             | 2060-11-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                                  | Apple Inc                                                                                                     | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     32000 | PA      | $20423.08     | 0.00%             | 2051-08-05      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                        | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     60000 | PA      | $60904.42     | 0.01%             | 2036-05-16      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| KODIAK GAS SERVICES LLC                                    | Kodiak Gas Services LLC                                                                                       | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12321.08     | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                          | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    226000 | PA      | $211149.24    | 0.03%             | 2037-03-08      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER CO                                           | Georgia Power Co                                                                                              | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    285000 | PA      | $292049.70    | 0.04%             | 2035-03-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                   | Rogers Communications Inc                                                                                     | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $9382.51      | 0.00%             | 2055-04-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3138M75P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68554 | PA      | $65088.33     | 0.01%             | 2042-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                    | Hyundai Capital America                                                                                       | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46330.66     | 0.01%             | 2032-06-23      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                   | Vistra Operations Co LLC                                                                                      | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6349.15      | 0.00%             | 2031-10-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140F9WZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229940 | PA      | $221879.44    | 0.03%             | 2032-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                   | Archrock Partners LP / Archrock Partners Finance Corp                                                         | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4000.18      | 0.00%             | 2027-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                                   | Univision Communications Inc                                                                                  | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15489.63     | 0.00%             | 2031-07-31      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                   | National Rural Utilities Cooperative Finance Corp                                                             | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22059.46     | 0.00%             | 2028-08-25      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| BAE SYSTEMS PLC                                            | BAE Systems PLC                                                                                               | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $437676.21    | 0.06%             | 2029-03-26      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT CORP                                             | Open Text Corp                                                                                                | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    825000 | PA      | $858343.85    | 0.12%             | 2027-12-01      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                                                 | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    103000 | PA      | $77921.71     | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| COMSTOCK RESOURCES INC                                     | Comstock Resources Inc                                                                                        | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49115.83     | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                                | Oracle Corp                                                                                                   | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    134000 | PA      | $115846.72    | 0.02%             | 2037-11-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                                               | Comcast Corp                                                                                                  | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    895000 | PA      | $762554.70    | 0.11%             | 2036-07-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Emera US Finance LP                                        | Emera US Finance LP                                                                                           | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $50046.07     | 0.01%             | 2046-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                                    | Consolidated Edison Co of New York Inc                                                                        | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112742.03    | 0.02%             | 2054-05-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| NCL CORPORATION LTD                                        | NCL Corp Ltd                                                                                                  | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      6000 | PA      | $5999.78      | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36204DX20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11363 | PA      | $11254.83     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION                                     | Clydesdale Acquisition Holdings Inc                                                                           | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5129.30      | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3138AST36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59035 | PA      | $57514.46     | 0.01%             | 2041-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MFRA Trust                                                 | MFA 2021-NQM1 Trust                                                                                           | CUSIP: 55283FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115792 | PA      | $109072.15    | 0.02%             | 2065-04-25      | Variable      | 1.15%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                    | Duke Energy Florida LLC                                                                                       | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    395000 | PA      | $353576.51    | 0.05%             | 2030-06-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0326A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12300000 | PA      | $11236310.64  | 1.58%             | 2055-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                   | National Rural Utilities Cooperative Finance Corp                                                             | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76271.12     | 0.01%             | 2027-09-16      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                   | Archrock Partners LP / Archrock Partners Finance Corp                                                         | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15020.75     | 0.00%             | 2028-04-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                                                            | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     27000 | PA      | $17727.10     | 0.00%             | 2052-05-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36241KLA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5091 | PA      | $5360.94      | 0.00%             | 2036-10-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BRINKER INTERNATIONAL IN                                   | Brinker International Inc                                                                                     | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51836.07     | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132GSEB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41497 | PA      | $39292.15     | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                   | OCP SA                                                                                                        | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $214259.21    | 0.03%             | 2036-03-01      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                       | PRET 2021-RN2 LLC                                                                                             | CUSIP: 74143FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    208337 | PA      | $208162.06    | 0.03%             | 2051-07-25      | Variable      | 5.74%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                  | Towd Point Mortgage Trust 2021-R1                                                                             | CUSIP: 89179TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1005414 | PA      | $902815.61    | 0.13%             | 2060-11-30      | Variable      | 2.92%                 | No            | 2                  | On Loan: No      |
| APOLLO CMMRL REAL EST FI                                   | Apollo Commercial Real Estate Finance Inc                                                                     | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              |  | US        |     68000 | PA      | $65348.86     | 0.01%             | 2029-06-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY OHIO INC                                       | Duke Energy Ohio Inc                                                                                          | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349627.94    | 0.05%             | 2054-03-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                       | Pret 2025-NPL7 LLC                                                                                            | CUSIP: 740934AA2<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-O            | CORP              | US        |    562410 | PA      | $564079.96    | 0.08%             | 2055-07-25      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    303000 | PA      | $305461.88    | 0.04%             | 2035-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88073.92     | 0.01%             | 2034-05-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    278405 | PA      | $259256.38    | 0.04%             | 2047-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                                   | Caterpillar Financial Services Corp                                                                           | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49164.82     | 0.01%             | 2029-11-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    675000 | PA      | $664664.06    | 0.09%             | 2034-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                                         | Royalty Pharma PLC                                                                                            | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $20085.65     | 0.00%             | 2055-09-25      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2348000 | PA      | $2301498.59   | 0.32%             | 2028-02-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                    | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                          | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15560.10     | 0.00%             | 2030-01-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3138W9Z78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6585 | PA      | $6534.61      | 0.00%             | 2028-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6908000 | PA      | $4519882.84   | 0.64%             | 2049-11-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| ATHENE GLOBAL FUNDING                                      | Athene Global Funding                                                                                         | CUSIP: 04685A3D1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     86000 | PA      | $83992.00     | 0.01%             | 2026-10-02      | Fixed         | 1.73%                 | No            | 2                  | On Loan: No      |
| SUZANO AUSTRIA GMBH                                        | Suzano Austria GmbH                                                                                           | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    120000 | PA      | $113526.34    | 0.02%             | 2031-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                                           | Duke Energy Corp                                                                                              | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    166000 | PA      | $167705.88    | 0.02%             | 2054-06-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                                   | Univision Communications Inc                                                                                  | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39186.62     | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 3620C5Q75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11356 | PA      | $11248.57     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                           | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20754LAF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    311000 | PA      | $318482.66    | 0.04%             | 2041-12-25      | Floating      | 7.51%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140JLLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50703 | PA      | $48692.76     | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DC Commercial Mortgage Trust                               | DC Trust 2024-HLTN                                                                                            | CUSIP: 24022FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $74989.43     | 0.01%             | 2040-04-13      | Variable      | 7.29%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418DC91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148250 | PA      | $143452.23    | 0.02%             | 2034-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                               | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $444558.48    | 0.06%             | 2045-10-23      | Fixed         | 6.48%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                | BBCMS Mortgage Trust 2024-C24                                                                                 | CUSIP: 07336VAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1603760 | PA      | $153312.26    | 0.02%             | 2057-02-15      | Variable      | 1.86%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                                               | Centene Corp                                                                                                  | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    740000 | PA      | $637446.36    | 0.09%             | 2031-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 31307AFP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6529 | PA      | $6400.03      | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                                                | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17837.35     | 0.00%             | 2054-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| INTERSTATE POWER & LIGHT                                   | Interstate Power and Light Co                                                                                 | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    475000 | PA      | $493494.97    | 0.07%             | 2035-06-29      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                     | Daimler Truck Finance North America LLC                                                                       | CUSIP: 233853BJ8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    945000 | PA      | $949558.86    | 0.13%             | 2032-10-12      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| QUANTA SERVICES INC                                        | Quanta Services Inc                                                                                           | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62537.32     | 0.01%             | 2034-08-09      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                                | Aker BP ASA                                                                                                   | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    440000 | PA      | $424040.78    | 0.06%             | 2031-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NARRAGANSETT ELECTRIC                                      | Narragansett Electric Co/The                                                                                  | CUSIP: 631005BK0<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48370.99     | 0.01%             | 2034-05-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                                              | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    680000 | PA      | $646856.72    | 0.09%             | 2029-11-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| GENESIS ENERGY LP/FIN                                      | Genesis Energy LP / Genesis Energy Finance Corp                                                               | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $47975.87     | 0.01%             | 2032-05-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                        | New Residential Mortgage Loan Trust 2021-NQM2R                                                                | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86214 | PA      | $82456.13     | 0.01%             | 2058-10-25      | Variable      | 0.94%                 | No            | 2                  | On Loan: No      |
| PHOENIX AVIATION CAPITAL                                   | Phoenix Aviation Capital Ltd                                                                                  | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |     40000 | PA      | $42556.56     | 0.01%             | 2030-07-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3138EQU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229570 | PA      | $223467.42    | 0.03%             | 2043-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                   | BX Commercial Mortgage Trust 2019-IMC                                                                         | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94196 | PA      | $93724.91     | 0.01%             | 2034-04-15      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3138WD3H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62910 | PA      | $57325.95     | 0.01%             | 2045-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CHAMPIONS FINANCING INC                                    | Champions Financing Inc                                                                                       | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |     59000 | PA      | $56979.76     | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36296QZC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3038 | PA      | $3035.45      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DURST Commercial Mortgage Trust                            | Durst Commercial Mortgage Trust 2025-151                                                                      | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $147685.17    | 0.02%             | 2042-08-10      | Variable      | 5.32%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2381000 | PA      | $2245208.59   | 0.32%             | 2028-02-29      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    648000 | PA      | $494808.75    | 0.07%             | 2047-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                              | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    985000 | PA      | $916911.79    | 0.13%             | 2033-03-02      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Bank                                                       | BANK 2019-BNK20                                                                                               | CUSIP: 06540AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4030833 | PA      | $110308.98    | 0.02%             | 2062-09-15      | Variable      | 0.92%                 | No            | 2                  | On Loan: No      |
| Romania Government International Bonds                     | Romania Government International Bonds                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    100000 | PA      | $99308.18     | 0.01%             | 2034-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137F9YZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3458210 | PA      | $107963.59    | 0.02%             | 2030-12-25      | Variable      | 0.81%                 | No            | 2                  | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                     | EquipmentShare.com Inc                                                                                        | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     29000 | PA      | $31309.68     | 0.00%             | 2032-05-15      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                                                             | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268690.52    | 0.04%             | 2033-05-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| GEORGIA-PACIFIC LLC                                        | Georgia-Pacific LLC                                                                                           | CUSIP: 37331NAN1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    173000 | PA      | $169734.71    | 0.02%             | 2026-05-15      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1520000 | PA      | $1233159.37   | 0.17%             | 2042-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                   | TotalEnergies Capital SA                                                                                      | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    266000 | PA      | $256121.18    | 0.04%             | 2064-09-10      | Fixed         | 5.43%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                                                 | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    550000 | PA      | $579636.64    | 0.08%             | 2032-11-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| INTL AIRPORT FINANCE SA                                    | International Airport Finance SA                                                                              | CUSIP: 45900TAA0<br>LEI: 959800M9M5LP0KXUP789 | Long             | DBT              | CORP              | ES        |    831089 | PA      | $885566.51    | 0.12%             | 2033-03-15      | Fixed         | 12.00%                | No            | 2                  | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                   | Performance Food Group Inc                                                                                    | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22341.89     | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CF Hippolyta Issuer LLC                                    | CF Hippolyta Issuer LLC                                                                                       | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108381 | PA      | $83726.77     | 0.01%             | 2061-03-15      | Fixed         | 1.98%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                          | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41991.32     | 0.01%             | 2033-04-27      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                   | Western Midstream Operating LP                                                                                | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19137.48     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                   | Canadian Pacific Railway Co                                                                                   | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     47000 | PA      | $48488.74     | 0.01%             | 2115-09-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| SERVICE CORP INTL                                          | Service Corp International/US                                                                                 | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    405000 | PA      | $375259.72    | 0.05%             | 2030-08-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2020-B18 Mortgage Trust                                                                             | CUSIP: 08163AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1020549 | PA      | $53317.58     | 0.01%             | 2053-07-15      | Variable      | 1.85%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128MJS68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    272235 | PA      | $250461.66    | 0.04%             | 2043-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                               | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1440.49      | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| STEEL DYNAMICS INC                                         | Steel Dynamics Inc                                                                                            | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37724.10     | 0.01%             | 2055-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| KEYSPAN GAS EAST CORP                                      | KeySpan Gas East Corp                                                                                         | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    227000 | PA      | $240383.64    | 0.03%             | 2033-03-06      | Fixed         | 5.99%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                                                      | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19693.96     | 0.00%             | 2056-08-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140KNLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    338031 | PA      | $276109.80    | 0.04%             | 2050-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| PRP Advisors, LLC                                          | PRPM 2025-RPL4 LLC                                                                                            | CUSIP: 74448NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1106805 | PA      | $1047351.33   | 0.15%             | 2055-05-25      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| LBM ACQUISITION LLC                                        | LBM Acquisition LLC                                                                                           | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31524.56     | 0.00%             | 2031-06-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 3622AD4S4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49269 | PA      | $51966.61     | 0.01%             | 2039-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA                                                | Citibank NA                                                                                                   | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    465000 | PA      | $477755.90    | 0.07%             | 2030-05-29      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418CMG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280972 | PA      | $267699.92    | 0.04%             | 2047-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $995960.95    | 0.14%             | 2051-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BLOCK INC                                                  | Block Inc                                                                                                     | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    215000 | PA      | $200083.88    | 0.03%             | 2031-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132M7UJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79048 | PA      | $76434.46     | 0.01%             | 2044-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                                                        | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    138000 | PA      | $121343.31    | 0.02%             | 2062-05-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| JANE STREET GRP/JSG FIN                                    | Jane Street Group / JSG Finance Inc                                                                           | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $72976.26     | 0.01%             | 2032-11-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                                                  | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    425000 | PA      | $424275.08    | 0.06%             | 2030-10-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                         | Ford Motor Co                                                                                                 | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1211838.51   | 0.17%             | 2032-02-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| WEYERHAEUSER CO                                            | Weyerhaeuser Co                                                                                               | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     38000 | PA      | $29520.96     | 0.00%             | 2052-03-09      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL HEALTH INVESTOR                                   | National Health Investors Inc                                                                                 | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |     14000 | PA      | $13886.81     | 0.00%             | 2033-02-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                                                | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55206.10     | 0.01%             | 2034-08-14      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                                            | McDonald's Corp                                                                                               | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137875.80    | 0.02%             | 2028-08-14      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36292LDU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3114 | PA      | $3269.75      | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                   | Builders FirstSource Inc                                                                                      | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    745000 | PA      | $737425.29    | 0.10%             | 2030-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BRAVO Residential Funding Trust                            | BRAVO Residential Funding Trust 2021-NQM2                                                                     | CUSIP: 10569EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54061 | PA      | $52803.37     | 0.01%             | 2060-03-25      | Variable      | 0.97%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                              | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15973.58     | 0.00%             | 2046-12-07      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES INC                                      | American Airlines Inc                                                                                         | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27660.29     | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                   | Saudi Government International Bond                                                                           | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $130724.90    | 0.02%             | 2061-02-02      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                   | Embraer Netherlands Finance BV                                                                                | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     38000 | PA      | $37833.94     | 0.01%             | 2038-01-09      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                                                                     | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11766.93     | 0.00%             | 2046-04-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Mexico Government International Bonds                      | Mexico Government International Bonds                                                                         | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1170000 | PA      | $1261845.00   | 0.18%             | 2037-05-13      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36200NTS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5274 | PA      | $5327.64      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Aligned Data Centers Issuers LLC                           | Aligned Data Centers Issuer LLC                                                                               | CUSIP: 01627AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485000 | PA      | $490043.47    | 0.07%             | 2048-08-17      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                         | Meta Platforms Inc                                                                                            | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    903000 | PA      | $896365.30    | 0.13%             | 2064-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| HUNGARY                                                    | Hungary Government International Bond                                                                         | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $209229.45    | 0.03%             | 2035-09-26      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| HUDBAY MINERALS INC                                        | Hudbay Minerals Inc                                                                                           | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |     32000 | PA      | $32261.17     | 0.00%             | 2029-04-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| VIASAT INC                                                 | Viasat Inc                                                                                                    | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57766.35     | 0.01%             | 2027-04-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                             | CUSIP: 3136A36C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42391 | PA      | $40229.99     | 0.01%             | 2041-09-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36176HFT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11344 | PA      | $11240.80     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DELL INT LLC / EMC CORP                                    | Dell International LLC / EMC Corp                                                                             | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     67000 | PA      | $81643.34     | 0.01%             | 2036-07-15      | Fixed         | 8.10%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31419FJ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24209 | PA      | $23662.37     | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                                              | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    730000 | PA      | $649688.43    | 0.09%             | 2031-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                          | EURO-OAT FUTURE DEC25                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -32 | NC      | $-48969.65    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| LEVIATHAN BOND LTD                                         | Leviathan Bond Ltd                                                                                            | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    330000 | PA      | $330742.50    | 0.05%             | 2027-06-30      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                                           | Duke Energy Corp                                                                                              | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    865000 | PA      | $782001.81    | 0.11%             | 2031-06-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5272000 | PA      | $4945383.15   | 0.70%             | 2027-10-31      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 3620ALG40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20428 | PA      | $19907.35     | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                                | Aker BP ASA                                                                                                   | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $182892.79    | 0.03%             | 2031-07-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                       | Bank of America Corp                                                                                          | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    119000 | PA      | $128361.58    | 0.02%             | 2037-01-29      | Fixed         | 6.11%                 | No            | 2                  | On Loan: No      |
| NOVELIS CORP                                               | Novelis Corp                                                                                                  | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42434.10     | 0.01%             | 2033-08-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                            | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1160733 | PA      | $959991.30    | 0.14%             | 2050-11-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2022-HQA2                                                                       | CUSIP: 35564KB32<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-MBS          | USGSE             | US        |    335000 | PA      | $352670.38    | 0.05%             | 2042-07-25      | Floating      | 8.36%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    325000 | PA      | $329297.00    | 0.05%             | 2028-07-25      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                                     | Cox Communications Inc                                                                                        | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    457000 | PA      | $455345.92    | 0.06%             | 2034-09-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3138E9QD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89810 | PA      | $85269.85     | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                                                  | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    321000 | PA      | $340397.39    | 0.05%             | 2054-06-27      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                  | Retained Vantage Data Centers Issuer LLC                                                                      | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    675000 | PA      | $675657.59    | 0.10%             | 2048-09-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36176WYJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7906 | PA      | $7580.38      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Abu Dhabi Government International Bonds                   | Abu Dhabi Government International Bonds                                                                      | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $188908.32    | 0.03%             | 2028-06-02      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| PUGET ENERGY INC                                           | Puget Energy Inc                                                                                              | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153228.73    | 0.02%             | 2032-03-15      | Fixed         | 4.22%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4527000 | PA      | $4704543.28   | 0.66%             | 2035-02-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                                                 | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    260000 | PA      | $251102.35    | 0.04%             | 2053-12-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ZIONS BANCORP NA                                           | Zions Bancorp NA                                                                                              | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234805.68    | 0.03%             | 2029-10-29      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                                                  | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     57000 | PA      | $53721.69     | 0.01%             | 2064-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                          | Citigroup Mortgage Loan Trust 2018-RP3                                                                        | CUSIP: 17327DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171996 | PA      | $169153.52    | 0.02%             | 2061-03-25      | Variable      | 3.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3138WFHF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123365 | PA      | $115976.69    | 0.02%             | 2045-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MCKESSON CORP                                              | McKesson Corp                                                                                                 | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79870.86     | 0.01%             | 2032-05-30      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| ASSURANT INC                                               | Assurant Inc                                                                                                  | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13174.84     | 0.00%             | 2036-02-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $954323.16    | 0.13%             | 2032-11-08      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2018-B1 Mortgage Trust                                                                              | CUSIP: 08162PAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1658722 | PA      | $15686.37     | 0.00%             | 2051-01-15      | Variable      | 0.67%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES INC                                        | Gilead Sciences Inc                                                                                           | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35959.21     | 0.01%             | 2035-06-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2022-3                                                                             | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    308486 | PA      | $296958.96    | 0.04%             | 2067-02-25      | Variable      | 4.13%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                                                | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165960.42    | 0.02%             | 2055-03-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                                                               | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    295000 | PA      | $305294.28    | 0.04%             | 2031-02-13      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                           | Peruvian Government International Bond                                                                        | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    120000 | PA      | $112440.00    | 0.02%             | 2030-06-20      | Fixed         | 2.84%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128LXH78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43989 | PA      | $45822.66     | 0.01%             | 2036-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank Securities, Inc.                             | DEUTSCHE REPO                                                                                                 | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | RA               | CORP              | US        |    255000 | PA      | $255000.00    | 0.04%             |  |  |  | No            | N/A                | On Loan: No      |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                                                 | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     91000 | PA      | $71203.44     | 0.01%             | 2043-03-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Starwood Mortgage Residential Trust                        | Starwood Mortgage Residential Trust 2021-6                                                                    | CUSIP: 85573RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540300 | PA      | $476989.82    | 0.07%             | 2066-11-25      | Variable      | 1.92%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                              | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1446056 | PA      | $1458515.59   | 0.21%             | 2055-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| NORTHERN OIL & GAS INC                                     | Northern Oil & Gas Inc                                                                                        | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41833.82     | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                                               | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23011.89     | 0.00%             | 2031-06-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Cleveland-Cliffs Inc                                       | Cleveland-Cliffs Inc                                                                                          | CUSIP: 18683KAC5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5102.95      | 0.00%             | 2040-10-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| AUTOZONE INC                                               | AutoZone Inc                                                                                                  | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245374.14    | 0.03%             | 2033-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC Trust 2016-NXSR                                                                                          | CUSIP: 12594PAV3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1536000 | PA      | $1524059.90   | 0.21%             | 2049-12-15      | Variable      | 3.79%                 | No            | 2                  | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                   | Avis Budget Rental Car Funding AESOP LLC                                                                      | CUSIP: 05377RJL9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $134016.06    | 0.02%             | 2030-12-20      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9922000 | PA      | $9549149.89   | 1.35%             | 2029-07-31      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                                   | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17032.04     | 0.00%             | 2053-02-06      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| LXP INDUSTRIAL TRUST                                       | LXP Industrial Trust                                                                                          | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |     37000 | PA      | $32097.48     | 0.00%             | 2031-10-01      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                                                            | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    460000 | PA      | $498555.35    | 0.07%             | 2030-12-01      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| QUALCOMM INC                                               | QUALCOMM Inc                                                                                                  | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    477000 | PA      | $485838.16    | 0.07%             | 2032-05-20      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CF Hippolyta Issuer LLC                                    | CF Hippolyta Issuer LLC                                                                                       | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    196033 | PA      | $168381.22    | 0.02%             | 2060-07-15      | Fixed         | 1.69%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION BRANDS INC                                   | Constellation Brands Inc                                                                                      | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32092.08     | 0.00%             | 2027-05-09      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                                   | International Business Machines Corp                                                                          | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    655000 | PA      | $670281.03    | 0.09%             | 2030-02-10      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2154000 | PA      | $2261615.86   | 0.32%             | 2037-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Chile Government International Bonds                       | Chile Government International Bonds                                                                          | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $204480.00    | 0.03%             | 2029-01-22      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418EEB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    657497 | PA      | $629782.15    | 0.09%             | 2037-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Boca Commercial Mortgage Trust                             | BOCA Commercial Mortgage Trust 2024-BOCA                                                                      | CUSIP: 096817AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $321600.00    | 0.05%             | 2041-08-15      | Floating      | 6.49%                 | No            | 2                  | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                      | NGL Energy Operating LLC / NGL Energy Finance Corp                                                            | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50240.58     | 0.01%             | 2029-02-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                    | Consolidated Energy Finance SA                                                                                | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $124948.71    | 0.02%             | 2028-10-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                                                           | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72693.26     | 0.01%             | 2032-03-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                    | Arthur J Gallagher & Co                                                                                       | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45797.68     | 0.01%             | 2053-03-02      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36176Q2A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30672 | PA      | $29619.18     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                   | Public Service Enterprise Group Inc                                                                           | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    795000 | PA      | $812615.34    | 0.11%             | 2030-03-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| TEXAS Commercial Mortgage Trust                            | TEXAS Commercial Mortgage Trust 2025-TWR                                                                      | CUSIP: 88231WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $104475.69    | 0.01%             | 2042-04-15      | Floating      | 5.74%                 | No            | 2                  | On Loan: No      |
| SELECT MEDICAL CORP                                        | Select Medical Corp                                                                                           | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62025.98     | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                                | Oracle Corp                                                                                                   | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    560000 | PA      | $527651.58    | 0.07%             | 2030-04-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP                                                  | Sunoco LP                                                                                                     | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39653.67     | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                   | Archrock Partners LP / Archrock Partners Finance Corp                                                         | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $58469.57     | 0.01%             | 2032-09-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| CF Industries Inc                                          | CF Industries Inc                                                                                             | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     88000 | PA      | $84852.77     | 0.01%             | 2044-03-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Republic of Poland Government International Bonds          | Republic of Poland Government International Bonds                                                             | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    250000 | PA      | $267852.08    | 0.04%             | 2032-11-16      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227328.12    | 0.03%             | 2029-07-20      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                           | Paramount Global                                                                                              | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    138000 | PA      | $126041.60    | 0.02%             | 2043-09-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36294NZK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6299 | PA      | $6503.15      | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                        | New Residential Mortgage Loan Trust 2022-NQM2                                                                 | CUSIP: 64831MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    447655 | PA      | $424988.51    | 0.06%             | 2062-03-27      | Variable      | 3.08%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                    | Public Service Electric and Gas Co                                                                            | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23213.83     | 0.00%             | 2034-08-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| QUANTA SERVICES INC                                        | Quanta Services Inc                                                                                           | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     43000 | PA      | $31968.28     | 0.00%             | 2041-10-01      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| VISTRA CORP                                                | Vistra Operations Co LLC                                                                                      | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44851.08     | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418EFF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    557793 | PA      | $524748.41    | 0.07%             | 2037-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                   | Thermo Fisher Scientific Inc                                                                                  | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43222.52     | 0.01%             | 2029-01-31      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140EUGY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9761 | PA      | $9384.36      | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                                | Oracle Corp                                                                                                   | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     81000 | PA      | $62774.55     | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MINERAL RESOURCES LTD                                      | Mineral Resources Ltd                                                                                         | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $20803.00     | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                             | CUSIP: 3136A4TG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79947 | PA      | $75287.75     | 0.01%             | 2041-12-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                                     | Cox Communications Inc                                                                                        | CUSIP: 224044CN5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    390000 | PA      | $347553.98    | 0.05%             | 2031-06-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Corp II                                                                                | CUSIP: 36269JAE8<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $486531.92    | 0.07%             | 2041-03-10      | Variable      | 5.89%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                            | CUSIP: 36179RJD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10051 | PA      | $9125.51      | 0.00%             | 2045-07-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HF SINCLAIR CORP                                           | HF Sinclair Corp                                                                                              | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38676.06     | 0.01%             | 2035-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| HP ENTERPRISE CO                                           | Hewlett Packard Enterprise Co                                                                                 | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    800000 | PA      | $765091.00    | 0.11%             | 2054-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| ZOETIS INC                                                 | Zoetis Inc                                                                                                    | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37223.90     | 0.01%             | 2032-11-16      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                   | Agilent Technologies Inc                                                                                      | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107705.92    | 0.02%             | 2031-03-12      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    953000 | PA      | $943060.51    | 0.13%             | 2040-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                                                        | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    220000 | PA      | $211790.16    | 0.03%             | 2064-04-18      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2381000 | PA      | $2429457.06   | 0.34%             | 2028-08-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| NYC Commercial Mortgage Trust                              | NYC Commercial Mortgage Trust 2025-3BP                                                                        | CUSIP: 67120UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590000 | PA      | $589499.62    | 0.08%             | 2042-02-15      | Floating      | 5.84%                 | No            | 2                  | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                   | Canadian Pacific Railway Co                                                                                   | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     21000 | PA      | $21643.00     | 0.00%             | 2035-03-30      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Mexico Government International Bonds                      | Mexico Government International Bonds                                                                         | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $439004.00    | 0.06%             | 2055-05-13      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| GEORGIA-PACIFIC LLC                                        | Georgia-Pacific LLC                                                                                           | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20170.92     | 0.00%             | 2028-06-30      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2018000 | PA      | $1285134.93   | 0.18%             | 2040-05-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                                                        | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    455000 | PA      | $436969.00    | 0.06%             | 2054-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                    | CUSIP: 21H0326A3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14300000 | PA      | $13036109.52  | 1.84%             | 2055-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2021-HQA3                                                                       | CUSIP: 35564KKK4<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | USGSE             | US        |    845000 | PA      | $859525.55    | 0.12%             | 2041-09-25      | Floating      | 7.71%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                                              | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     57000 | PA      | $57800.89     | 0.01%             | 2028-01-11      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BREAD FINANCIAL HLDGS                                      | Bread Financial Holdings Inc                                                                                  | CUSIP: 018581AP3<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32021.58     | 0.00%             | 2029-03-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                                       | Keurig Dr Pepper Inc                                                                                          | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    270000 | PA      | $218119.55    | 0.03%             | 2052-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                   | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70594.48     | 0.01%             | 2032-01-27      | Fixed         | 1.99%                 | No            | 2                  | On Loan: No      |
| Zayo Issuer LLC                                            | Zayo Issuer LLC                                                                                               | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    440000 | PA      | $448112.37    | 0.06%             | 2055-03-20      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust                    | DBJPM 20-C9 Mortgage Trust                                                                                    | CUSIP: 233063AW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    756910 | PA      | $34382.05     | 0.00%             | 2053-09-15      | Variable      | 1.70%                 | No            | 2                  | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                   | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                           | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $415560.48    | 0.06%             | 2031-03-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 3620A2UE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1173 | PA      | $1167.67      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    530000 | PA      | $553433.72    | 0.08%             | 2030-04-18      | Fixed         | 5.66%                 | No            | 2                  | On Loan: No      |
| GLS Auto Receivables Trust                                 | GLS Auto Receivables Issuer Trust 2025-1                                                                      | CUSIP: 36271KAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    435000 | PA      | $439694.78    | 0.06%             | 2029-07-16      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                | AASET 2020-1 Trust                                                                                            | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46557 | PA      | $45810.11     | 0.01%             | 2040-01-16      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                    | Howard Midstream Energy Partners LLC                                                                          | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10195.75     | 0.00%             | 2034-01-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Trust 2015-GS1                                                                         | CUSIP: 36252AAC0<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |    146177 | PA      | $145908.19    | 0.02%             | 2048-11-10      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| NVENT FINANCE SARL                                         | nVent Finance Sarl                                                                                            | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     76000 | PA      | $67813.23     | 0.01%             | 2031-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93276 | PA      | $92002.16     | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                                   | Equitable America Global Funding                                                                              | CUSIP: 29446Q2E2<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    845000 | PA      | $840540.11    | 0.12%             | 2032-09-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| BANKUNITED INC                                             | BankUnited Inc                                                                                                | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    129000 | PA      | $129594.25    | 0.02%             | 2030-06-11      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| TRAVEL + LEISURE CO                                        | Travel + Leisure Co                                                                                           | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24923.75     | 0.00%             | 2033-09-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| EDGEWELL PERSONAL CARE                                     | Edgewell Personal Care Co                                                                                     | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     61000 | PA      | $58020.24     | 0.01%             | 2029-04-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| HERTZ CORP/THE                                             | Hertz Corp/The                                                                                                | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29684.12     | 0.00%             | 2029-07-15      | Fixed         | 12.63%                | No            | 2                  | On Loan: No      |
| SONOCO PRODUCTS CO                                         | Sonoco Products Co                                                                                            | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44509.65     | 0.01%             | 2034-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| EOG RESOURCES INC                                          | EOG Resources Inc                                                                                             | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    470000 | PA      | $482575.44    | 0.07%             | 2036-01-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                   | Long: B9D107ZT0 IRS USD R V 12MSOFR 99D107ZW3 CCPOIS / Short: B9D107ZT0 IRS USD P F  4.16000 99D107ZT0 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5995000 | OU      | $-165172.44   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4183000 | PA      | $3880876.30   | 0.55%             | 2029-08-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| MBANK SA                                                   | mBank SA                                                                                                      | CUSIP: 000000000<br>LEI: 259400DZXF7UJKK2AY35 | Long             | DBT              | CORP              | PL        |    300000 | PA      | $345389.29    | 0.05%             | 2027-09-21      | Fixed         | 0.97%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $492187.50    | 0.07%             | 2027-07-31      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                                                  | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    950000 | PA      | $979071.05    | 0.14%             | 2035-07-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                                     | Williams Cos Inc/The                                                                                          | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     88000 | PA      | $88793.33     | 0.01%             | 2044-06-24      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                              | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    365000 | PA      | $405548.84    | 0.06%             | 2034-10-23      | Fixed         | 6.49%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                                                             | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $274963.66    | 0.04%             | 2044-03-09      | Fixed         | 6.33%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36290XJH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2179 | PA      | $2194.86      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MURPHY OIL USA INC                                         | Murphy Oil USA Inc                                                                                            | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37202.14     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INC                                             | Mastercard Inc                                                                                                | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69311.14     | 0.01%             | 2032-01-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR NOTE (CBT)DEC25                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -355 | NC      | $-65156.25    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140JAR42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155135 | PA      | $149112.99    | 0.02%             | 2048-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                              | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    828000 | PA      | $841188.82    | 0.12%             | 2033-07-25      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL                                     | Marriott International Inc/MD                                                                                 | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25548.47     | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ADOBE INC                                                  | Adobe Inc                                                                                                     | CUSIP: 00724PAE9<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29425.47     | 0.00%             | 2027-04-04      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                   | Columbia Pipelines Holding Co LLC                                                                             | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    283000 | PA      | $287367.07    | 0.04%             | 2031-10-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                   | Standard Industries Inc/NY                                                                                    | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23544.77     | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - SCRT                                         | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-1                                                 | CUSIP: 35563PNP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    226671 | PA      | $210452.29    | 0.03%             | 2059-08-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                              | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61542.10     | 0.01%             | 2030-10-30      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Greensky Home Improvement Issuer Trust                     | GreenSky Home Improvement Issuer Trust 2025-2                                                                 | CUSIP: 39571VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101359.30    | 0.01%             | 2060-06-25      | Fixed         | 5.02%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                                           | COLT 2021-3 Mortgage Loan Trust                                                                               | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    553510 | PA      | $464910.48    | 0.07%             | 2066-09-27      | Variable      | 0.96%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                                                    | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    205000 | PA      | $212657.80    | 0.03%             | 2036-01-30      | Fixed         | 6.18%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                     | ConocoPhillips Co                                                                                             | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    660000 | PA      | $654412.85    | 0.09%             | 2063-09-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| BLOCK INC                                                  | Block Inc                                                                                                     | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10240.40     | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                                                     | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36912.15     | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Bank                                                       | BANK 2017-BNK8                                                                                                | CUSIP: 06650AAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6887646 | PA      | $75235.13     | 0.01%             | 2050-11-15      | Variable      | 0.84%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    381000 | PA      | $290066.01    | 0.04%             | 2047-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                                                 | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59009.55     | 0.01%             | 2052-06-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| MARS INC                                                   | Mars Inc                                                                                                      | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1352000 | PA      | $1371504.19   | 0.19%             | 2045-05-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| FEDEX 2020-1 PASS TST                                      | Federal Express Corp 2020-1 Pass Through Trusts                                                               | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148725 | PA      | $128705.20    | 0.02%             | 2034-02-20      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                              | Carnival Corp                                                                                                 | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     30000 | PA      | $30751.08     | 0.00%             | 2033-02-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140L8ZL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    448357 | PA      | $364166.05    | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                    | Public Service Co of Oklahoma                                                                                 | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     84000 | PA      | $73964.51     | 0.01%             | 2031-08-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| XCEL ENERGY INC                                            | Xcel Energy Inc                                                                                               | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446461.77    | 0.06%             | 2032-06-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| WHISTLER PIPELINE LLC                                      | Whistler Pipeline LLC                                                                                         | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    232000 | PA      | $239121.62    | 0.03%             | 2034-09-30      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                          | BARCLAYS CAPITAL REPO                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |    365000 | PA      | $365000.00    | 0.05%             |  |  |  | No            | N/A                | On Loan: No      |
| Chase Issuance Trust                                       | Chase Issuance Trust                                                                                          | CUSIP: 161571HW7<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $204418.42    | 0.03%             | 2031-01-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| BLOCK INC                                                  | Block Inc                                                                                                     | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36225.21     | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                    | CUSIP: 21H0206A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4500000 | PA      | $3718752.12   | 0.52%             | 2055-10-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1239000 | PA      | $1214147.41   | 0.17%             | 2026-05-31      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36213WKF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6316 | PA      | $6244.39      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36296QLK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8091 | PA      | $7855.45      | 0.00%             | 2039-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BACARDI LTD / MARTINI BV                                   | Bacardi Ltd / Bacardi-Martini BV                                                                              | CUSIP: 05635JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $102043.25    | 0.01%             | 2029-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| SHERWIN-WILLIAMS CO                                        | Sherwin-Williams Co/The                                                                                       | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1165041.47   | 0.16%             | 2035-08-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                 | Progress Residential 2024-SFR2 Trust                                                                          | CUSIP: 74290XAA9<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    297259 | PA      | $285811.72    | 0.04%             | 2041-04-17      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                                                | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    192000 | PA      | $189979.42    | 0.03%             | 2028-07-22      | Variable      | 3.59%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                               | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $27322.65     | 0.00%             | 2055-12-01      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Philadelphia Authority for Industrial Development          | PHILADELPHIA PA AUTH FOR INDL DEV PENSION FUNDING                                                             | CUSIP: 71781LBH1<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |   1260000 | PA      | $1337998.28   | 0.19%             | 2028-10-15      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| LEIDOS INC                                                 | Leidos Inc                                                                                                    | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70777.01     | 0.01%             | 2030-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132XYTE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85179 | PA      | $84223.80     | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HP ENTERPRISE CO                                           | Hewlett Packard Enterprise Co                                                                                 | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218289.38    | 0.03%             | 2034-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CENCORA INC                                                | Cencora Inc                                                                                                   | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41633.12     | 0.01%             | 2047-12-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                                                    | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78302.36     | 0.01%             | 2035-04-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| GACI FIRST INVESTMENT                                      | Gaci First Investment Co                                                                                      | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $199232.97    | 0.03%             | 2035-02-14      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| MAGNERA CORP                                               | Magnera Corp                                                                                                  | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     52000 | PA      | $46035.76     | 0.01%             | 2029-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140QST43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7512657 | PA      | $7604067.24   | 1.07%             | 2053-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| EXCELERATE ENERGY LP                                       | Excelerate Energy LP                                                                                          | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53223.45     | 0.01%             | 2030-05-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                    | O'Reilly Automotive Inc                                                                                       | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43741.27     | 0.01%             | 2026-11-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2890000 | PA      | $2716825.77   | 0.38%             | 2028-05-31      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                             | CUSIP: 3136APKJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61365 | PA      | $60304.12     | 0.01%             | 2043-02-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Hess Corp                                                  | Hess Corp                                                                                                     | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    694000 | PA      | $805373.35    | 0.11%             | 2033-03-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36296NWT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4023 | PA      | $4105.22      | 0.00%             | 2038-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                   | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                    | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    335000 | PA      | $370343.69    | 0.05%             | 2034-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                                                    | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47406.50     | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36294TJ97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9219 | PA      | $9592.37      | 0.00%             | 2036-09-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                   | OBX 2021-NQM2 Trust                                                                                           | CUSIP: 670857AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    471604 | PA      | $391449.27    | 0.06%             | 2061-05-25      | Variable      | 1.10%                 | No            | 2                  | On Loan: No      |
| KENTUCKY POWER CO                                          | Kentucky Power Co                                                                                             | CUSIP: 491386AP3<br>LEI: JHOZYZ5WPEXWR477VH72 | Long             | DBT              | CORP              | US        |    106000 | PA      | $116099.90    | 0.02%             | 2033-11-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 3620ADBR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7367 | PA      | $7291.27      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128MJWP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    233668 | PA      | $212511.36    | 0.03%             | 2045-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| O'Reilly Automotive Inc                                    | O'Reilly Automotive Inc                                                                                       | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80278.31     | 0.01%             | 2027-09-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                    | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                          | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $25354.24     | 0.00%             | 2029-03-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| WOODSIDE FINANCE LTD                                       | Woodside Finance Ltd                                                                                          | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    127000 | PA      | $130420.80    | 0.02%             | 2030-05-19      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                   | Citizens Financial Group Inc                                                                                  | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    161000 | PA      | $168106.28    | 0.02%             | 2032-07-23      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| VITAL ENERGY INC                                           | Vital Energy Inc                                                                                              | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63097.92     | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| MATCH GROUP HLD II LLC                                     | Match Group Holdings II LLC                                                                                   | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36835.21     | 0.01%             | 2030-08-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36200XJR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1295 | PA      | $1318.02      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| QUEST DIAGNOSTICS INC                                      | Quest Diagnostics Inc                                                                                         | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58706.24     | 0.01%             | 2034-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                     | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                         | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76702.50     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                                               | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     57000 | PA      | $50958.39     | 0.01%             | 2031-06-10      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                   | OBX 2021-NQM4 Trust                                                                                           | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169985 | PA      | $145752.29    | 0.02%             | 2061-10-25      | Variable      | 1.96%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1496000 | PA      | $1458892.18   | 0.21%             | 2027-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| UNION ELECTRIC CO                                          | Union Electric Co                                                                                             | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     41000 | PA      | $32047.56     | 0.00%             | 2052-04-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                                                           | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     94000 | PA      | $96724.85     | 0.01%             | 2029-02-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                              | CUSIP: 3132DMXG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    520331 | PA      | $444354.29    | 0.06%             | 2051-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ALLEGION US HOLDING CO                                     | Allegion US Holding Co Inc                                                                                    | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40705.29     | 0.01%             | 2034-05-29      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Chile Government International Bonds                       | Chile Government International Bonds                                                                          | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    300000 | PA      | $301065.00    | 0.04%             | 2036-01-05      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| BROOKLYN UNION GAS CO                                      | Brooklyn Union Gas Co/The                                                                                     | CUSIP: 114259AY0<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35827.54     | 0.01%             | 2054-07-18      | Fixed         | 6.42%                 | No            | 2                  | On Loan: No      |
| LENNAR CORP                                                | Lennar Corp                                                                                                   | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30898.68     | 0.00%             | 2030-07-30      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| KENVUE INC                                                 | Kenvue Inc                                                                                                    | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44635.20     | 0.01%             | 2032-05-22      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                 | Progress Residential 2022-SFR7 Trust                                                                          | CUSIP: 74333CAA4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    303829 | PA      | $305281.12    | 0.04%             | 2039-10-27      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Amgen Inc                                                  | Amgen Inc                                                                                                     | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19103.20     | 0.00%             | 2045-05-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                            | CUSIP: 36179RJE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16932 | PA      | $15779.48     | 0.00%             | 2045-07-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MINERAL RESOURCES LTD                                      | Mineral Resources Ltd                                                                                         | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     29000 | PA      | $30386.46     | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                                                     | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    635000 | PA      | $637387.40    | 0.09%             | 2035-10-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC 2017-FHA1 Trust                                                                                          | CUSIP: 12651RAA5<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    257118 | PA      | $236625.50    | 0.03%             | 2047-04-25      | Variable      | 3.25%                 | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                                                | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47183.88     | 0.01%             | 2030-02-12      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BECTON DICKINSON & CO                                      | Becton Dickinson & Co                                                                                         | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33471.82     | 0.00%             | 2032-08-22      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                | BBCMS Mortgage Trust 2025-C32                                                                                 | CUSIP: 07337AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1263833 | PA      | $106201.14    | 0.01%             | 2062-02-15      | Variable      | 1.36%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11421000 | PA      | $8353390.78   | 1.18%             | 2052-08-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    906000 | PA      | $786415.08    | 0.11%             | 2044-02-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association                                                                         | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2260000 | PA      | $2594599.01   | 0.37%             | 2030-05-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| PRP Advisors, LLC                                          | PRPM 2025-5 LLC                                                                                               | CUSIP: 69392RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    191986 | PA      | $192165.63    | 0.03%             | 2030-07-25      | Variable      | 5.73%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO Ltd                            | Benefit Street Partners CLO XXXI Ltd                                                                          | CUSIP: 08183DAS2<br>LEI: 254900SVG14IYL7QTZ56 | Long             | ABS-CBDO         | CORP              | JE        |    515000 | PA      | $517944.26    | 0.07%             | 2038-04-25      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                                               | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110244.45    | 0.02%             | 2029-08-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| 1211 Avenue of the Americas Trust                          | 1211 Avenue of the Americas Trust 2015-1211                                                                   | CUSIP: 90117PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1440000 | PA      | $1386000.00   | 0.20%             | 2035-08-10      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| DB Master Finance LLC                                      | DB Master Finance LLC                                                                                         | CUSIP: 233046AS0<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   1342688 | PA      | $1191647.51   | 0.17%             | 2051-11-20      | Fixed         | 2.79%                 | No            | 2                  | On Loan: No      |
| ARES STRATEGIC INCOME FU                                   | Ares Strategic Income Fund                                                                                    | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    470000 | PA      | $464403.19    | 0.07%             | 2031-01-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| WARRIOR MET COAL INC                                       | Warrior Met Coal Inc                                                                                          | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16239.03     | 0.00%             | 2028-12-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                   | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    391000 | PA      | $395983.17    | 0.06%             | 2030-10-23      | Fixed         | 4.69%                 | No            | 2                  | On Loan: No      |
| BALDWIN INSUR GRP/FIN                                      | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance                               | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $37369.80     | 0.01%             | 2031-05-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5545000 | PA      | $5562761.30   | 0.78%             | 2028-05-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                   | National Rural Utilities Cooperative Finance Corp                                                             | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25368.59     | 0.00%             | 2028-02-07      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                    | Bristol-Myers Squibb Co                                                                                       | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     84000 | PA      | $89843.09     | 0.01%             | 2031-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| IMOLA MERGER CORP                                          | Imola Merger Corp                                                                                             | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $52521.73     | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PARK RIVER HOLDINGS INC                                    | Park River Holdings Inc                                                                                       | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35443.60     | 0.00%             | 2031-03-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4383000 | PA      | $4484356.88   | 0.63%             | 2034-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                              | CUSIP: 3132DWEB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    571005 | PA      | $556539.28    | 0.08%             | 2052-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2022-HC Mortgage Trust                                                                                   | CUSIP: 12659DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186000 | PA      | $178177.32    | 0.03%             | 2039-01-10      | Fixed         | 2.82%                 | No            | 2                  | On Loan: No      |
| WEX INC                                                    | WEX Inc                                                                                                       | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42893.89     | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                                        | Ashtead Capital Inc                                                                                           | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    435000 | PA      | $385825.69    | 0.05%             | 2031-08-12      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                                        | Synchrony Financial                                                                                           | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27512.08     | 0.00%             | 2031-03-06      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Extended Stay America Trust                                | Extended Stay America Trust 2025-ESH                                                                          | CUSIP: 30227TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100187.46    | 0.01%             | 2042-10-15      | Floating      | 5.75%                 | No            | 2                  | On Loan: No      |
| Entergy Texas Inc                                          | Entergy Texas Inc                                                                                             | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102289.71    | 0.01%             | 2039-03-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                               | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $425498.66    | 0.06%             | 2029-03-30      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| CF Hippolyta Issuer LLC                                    | CF Hippolyta Issuer LLC                                                                                       | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    221292 | PA      | $186248.54    | 0.03%             | 2060-07-15      | Fixed         | 1.99%                 | No            | 2                  | On Loan: No      |
| HESS MIDSTREAM OPERATION                                   | Hess Midstream Operations LP                                                                                  | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $581542.62    | 0.08%             | 2030-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| HOWARD UNIVERSITY                                          | Howard University                                                                                             | CUSIP: 442851AU5<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90992.35     | 0.01%             | 2030-10-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Georgia Power Co                                           | Georgia Power Co                                                                                              | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264809.65    | 0.04%             | 2042-03-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| STAR LEASING CO LLC                                        | Star Leasing Co LLC                                                                                           | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54416.98     | 0.01%             | 2030-02-15      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34790.95     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                                     | Cox Communications Inc                                                                                        | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    425000 | PA      | $394931.62    | 0.06%             | 2054-09-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                   | Ford Credit Floorplan Master Owner Trust A                                                                    | CUSIP: 34528PAK2<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $175023.03    | 0.02%             | 2030-11-15      | Fixed         | 4.06%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                         | Vodafone Group PLC                                                                                            | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     87000 | PA      | $86598.39     | 0.01%             | 2064-06-28      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31419FFY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24445 | PA      | $25251.93     | 0.00%             | 2040-10-01      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| TRITON CONTAINER/TAL INT                                   | Triton Container International Ltd / TAL International Container Corp                                         | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     49000 | PA      | $43752.05     | 0.01%             | 2032-03-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    830000 | PA      | $866923.89    | 0.12%             | 2030-04-22      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| COTERRA ENERGY INC                                         | Coterra Energy Inc                                                                                            | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    694000 | PA      | $713411.96    | 0.10%             | 2034-03-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| LAMAR MEDIA CORP                                           | Lamar Media Corp                                                                                              | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $525692.72    | 0.07%             | 2031-01-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 3620AFPL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1851 | PA      | $1845.87      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 3620A2VA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2359 | PA      | $2279.90      | 0.00%             | 2039-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Navient Refinance Loan Trust                               | Navient Refinance Loan Trust 2025-B                                                                           | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99777.22     | 0.01%             | 2055-09-15      | Fixed         | 4.72%                 | No            | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                   | Saudi Government International Bond                                                                           | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $180835.99    | 0.03%             | 2053-01-18      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Bonds                                                                         | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1857307 | PA      | $1587325.77   | 0.22%             | 2044-02-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                                         | Royalty Pharma PLC                                                                                            | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    102000 | PA      | $88810.25     | 0.01%             | 2031-09-02      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                                        | Synchrony Financial                                                                                           | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    563000 | PA      | $575859.62    | 0.08%             | 2036-07-29      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| GATX Corp                                                  | GATX Corp                                                                                                     | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     68000 | PA      | $67472.07     | 0.01%             | 2026-09-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1082000 | PA      | $1073208.75   | 0.15%             | 2039-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES INC                                      | American Airlines Inc                                                                                         | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46941.89     | 0.01%             | 2029-05-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36177PMD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3115 | PA      | $2984.80      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp                                                                               | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    100000 | PA      | $114302.14    | 0.02%             | 2031-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    599000 | PA      | $576748.09    | 0.08%             | 2054-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CREDIT ACCEPTANC                                           | Credit Acceptance Corp                                                                                        | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26265.78     | 0.00%             | 2028-12-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| HERC HOLDINGS INC                                          | Herc Holdings Inc                                                                                             | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41756.08     | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                                                             | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    920000 | PA      | $946726.68    | 0.13%             | 2031-05-13      | Fixed         | 5.24%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    365000 | PA      | $385175.31    | 0.05%             | 2029-10-23      | Fixed         | 6.09%                 | No            | 2                  | On Loan: No      |
| NRTH PARK Mortgage Trust                                   | NRTH Commercial Mortgage Trust 2025-PARK                                                                      | CUSIP: 669985AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $59850.00     | 0.01%             | 2040-10-15      | Floating      | 5.79%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36294RR84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6097 | PA      | $6295.95      | 0.00%             | 2036-10-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                   | Plains All American Pipeline LP / PAA Finance Corp                                                            | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $35852.36     | 0.01%             | 2043-01-31      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| GXO LOGISTICS INC                                          | GXO Logistics Inc                                                                                             | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47257.21     | 0.01%             | 2029-05-06      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| HESS MIDSTREAM OPERATION                                   | Hess Midstream Operations LP                                                                                  | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $536294.20    | 0.08%             | 2029-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                                                    | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    280000 | PA      | $165923.76    | 0.02%             | 2060-02-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT CORP                                             | Open Text Corp                                                                                                | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $1944.86      | 0.00%             | 2028-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Sapphire Aviation Finance I Limited                        | SAPPHIRE AVIATION FINANCE II LTD                                                                              | CUSIP: 80307AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123046 | PA      | $117540.51    | 0.02%             | 2040-03-15      | Fixed         | 3.23%                 | No            | 2                  | On Loan: No      |
| VONTIER CORP                                               | Vontier Corp                                                                                                  | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    109000 | PA      | $99560.05     | 0.01%             | 2031-04-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                    | Energean Israel Finance Ltd                                                                                   | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    175000 | PA      | $184732.31    | 0.03%             | 2033-09-30      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| ECOLAB INC                                                 | Ecolab Inc                                                                                                    | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57518.83     | 0.01%             | 2028-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| QUANTA SERVICES INC                                        | Quanta Services Inc                                                                                           | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     58000 | PA      | $54145.61     | 0.01%             | 2030-10-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| JONES DESLAURIERS INSURA                                   | Jones Deslauriers Insurance Management Inc                                                                    | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     31000 | PA      | $32568.91     | 0.00%             | 2030-03-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                     | CNH Industrial Capital LLC                                                                                    | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47899.65     | 0.01%             | 2030-10-16      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4249000 | PA      | $2999362.47   | 0.42%             | 2046-02-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| IBM INTERNAT CAPITAL                                       | IBM International Capital Pte Ltd                                                                             | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    170000 | PA      | $173382.31    | 0.02%             | 2031-02-05      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    458558 | PA      | $469483.53    | 0.07%             | 2053-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36176C6E0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8090 | PA      | $8012.80      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| OWENS CORNING                                              | Owens Corning                                                                                                 | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30647.78     | 0.00%             | 2027-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                    | Columbia Pipelines Operating Co LLC                                                                           | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $426814.52    | 0.06%             | 2033-11-15      | Fixed         | 6.04%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                                                           | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    674000 | PA      | $694884.41    | 0.10%             | 2031-01-30      | Fixed         | 5.09%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                                                        | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    285000 | PA      | $237719.59    | 0.03%             | 2039-08-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36202UE90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46012 | PA      | $47498.81     | 0.01%             | 2034-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                      | Venture Global Plaquemines LNG LLC                                                                            | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8840.08      | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3840000 | PA      | $3767700.02   | 0.53%             | 2026-11-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2022-DNA4                                                                       | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |    440000 | PA      | $456636.40    | 0.06%             | 2042-05-25      | Floating      | 7.71%                 | No            | 2                  | On Loan: No      |
| STANLEY BLACK & DECKER I                                   | Stanley Black & Decker Inc                                                                                    | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79262.36     | 0.01%             | 2060-03-15      | Fixed         | 6.71%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                                              | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     60000 | PA      | $40758.29     | 0.01%             | 2060-11-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 3622AD4U9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73779 | PA      | $76473.69     | 0.01%             | 2041-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MARS INC                                                   | Mars Inc                                                                                                      | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1478332.57   | 0.21%             | 2032-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CAPSTONE BORROWER INC                                      | Capstone Borrower Inc                                                                                         | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57518.51     | 0.01%             | 2030-06-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| F&G GLOBAL FUNDING                                         | F&G Global Funding                                                                                            | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     99000 | PA      | $96027.40     | 0.01%             | 2027-04-11      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                   | Ameriprise Financial Inc                                                                                      | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    480000 | PA      | $488958.12    | 0.07%             | 2035-04-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3565000 | PA      | $3565557.03   | 0.50%             | 2028-05-31      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| PEAC Solutions Receivables LLC                             | PEAC Solutions Receivables 2025-1 LLC                                                                         | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    415000 | PA      | $422452.69    | 0.06%             | 2032-07-20      | Fixed         | 5.04%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP                                                  | Sunoco LP                                                                                                     | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9926.23      | 0.00%             | 2031-03-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| JANE STREET GRP/JSG FIN                                    | Jane Street Group / JSG Finance Inc                                                                           | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $29368.98     | 0.00%             | 2031-04-30      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                   | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    101000 | PA      | $101117.84    | 0.01%             | 2029-05-01      | Fixed         | 4.22%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1783000 | PA      | $1335021.25   | 0.19%             | 2049-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CLEVELAND-CLIFFS INC                                       | Cleveland-Cliffs Inc                                                                                          | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4999.91      | 0.00%             | 2027-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 3620C0V39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17251 | PA      | $17236.19     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                                   | Marsh & McLennan Cos Inc                                                                                      | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50556.52     | 0.01%             | 2027-11-08      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    697000 | PA      | $704618.72    | 0.10%             | 2030-10-18      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| CHEVRON CORP                                               | Chevron Corp                                                                                                  | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122000 | PA      | $112819.33    | 0.02%             | 2030-05-11      | Fixed         | 2.24%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                     | US 2YR NOTE (CBT) DEC25                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -133 | NC      | $16401.76     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GEN DIGITAL INC                                            | Gen Digital Inc                                                                                               | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38098.53     | 0.01%             | 2030-09-30      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418DY30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    339926 | PA      | $313236.84    | 0.04%             | 2036-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| DELL INT LLC / EMC CORP                                    | Dell International LLC / EMC Corp                                                                             | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     96000 | PA      | $73613.42     | 0.01%             | 2041-12-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| MFRA Trust                                                 | MFA 2020-NQM3 Trust                                                                                           | CUSIP: 552757AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22855 | PA      | $21719.14     | 0.00%             | 2065-01-26      | Variable      | 1.01%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                                                  | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $56769.22     | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36210B3H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10795 | PA      | $10440.47     | 0.00%             | 2039-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                                                                     | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73735.62     | 0.01%             | 2031-01-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                   | Amcor Flexibles North America Inc                                                                             | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24544.31     | 0.00%             | 2030-03-17      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Republic of Kazakhstan                                     | Kazakhstan Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $224957.53    | 0.03%             | 2045-07-21      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    285000 | PA      | $287420.87    | 0.04%             | 2035-10-22      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                     | ConocoPhillips Co                                                                                             | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    305000 | PA      | $299173.71    | 0.04%             | 2065-01-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| KENTUCKY UTILITIES CO                                      | Kentucky Utilities Co                                                                                         | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18494.62     | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36176WHT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4628 | PA      | $4462.44      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    451934 | PA      | $463025.84    | 0.07%             | 2053-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                               | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $160853.65    | 0.02%             | 2032-02-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| MARS INC                                                   | Mars Inc                                                                                                      | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36466.06     | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    117000 | PA      | $120249.60    | 0.02%             | 2030-01-16      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 3620AS3K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19167 | PA      | $18357.19     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36291CSN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16060 | PA      | $16578.70     | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| AUTOZONE INC                                               | AutoZone Inc                                                                                                  | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35293.69     | 0.00%             | 2032-08-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 3620ASXT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9253 | PA      | $8869.30      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2022-DNA3                                                                       | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |    780000 | PA      | $802425.00    | 0.11%             | 2042-04-25      | Floating      | 7.26%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    756641 | PA      | $750765.47    | 0.11%             | 2054-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PINNACLE WEST CAPITAL                                      | Pinnacle West Capital Corp                                                                                    | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    171000 | PA      | $173719.46    | 0.02%             | 2028-05-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                                                 | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    297000 | PA      | $304768.21    | 0.04%             | 2030-05-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| RR Ltd                                                     | RR 23 Ltd                                                                                                     | CUSIP: 75000GBK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    990000 | PA      | $994248.09    | 0.14%             | 2037-07-15      | Floating      | 5.97%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                                  | Kroger Co/The                                                                                                 | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     18000 | PA      | $14004.49     | 0.00%             | 2046-10-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| AMERICAN AXLE & MFG INC                                    | American Axle & Manufacturing Inc                                                                             | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33942.59     | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| MASTEC INC                                                 | MasTec Inc                                                                                                    | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47100.40     | 0.01%             | 2029-06-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                                                 | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56942.72     | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| AUTONATION INC                                             | AutoNation Inc                                                                                                | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $21701.33     | 0.00%             | 2035-03-15      | Fixed         | 5.89%                 | No            | 2                  | On Loan: No      |
| PUGET ENERGY INC                                           | Puget Energy Inc                                                                                              | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1217668.20   | 0.17%             | 2035-03-15      | Fixed         | 5.73%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                   | Service Properties Trust                                                                                      | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     52000 | PA      | $52292.19     | 0.01%             | 2032-06-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                                                    | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    131000 | PA      | $95419.58     | 0.01%             | 2041-09-03      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1488000 | PA      | $1191388.12   | 0.17%             | 2044-08-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ECOLAB INC                                                 | Ecolab Inc                                                                                                    | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23183.34     | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                                                       | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    310000 | PA      | $315918.22    | 0.04%             | 2034-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                                                 | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     93000 | PA      | $68710.26     | 0.01%             | 2050-02-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                    | Jersey Central Power & Light Co                                                                               | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126684.58    | 0.02%             | 2035-01-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36294QAA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7594 | PA      | $7841.74      | 0.00%             | 2036-08-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                              | CUSIP: 3132D6BQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    818822 | PA      | $732610.61    | 0.10%             | 2037-04-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                                               | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    435000 | PA      | $442657.01    | 0.06%             | 2035-09-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2019-B11 Mortgage Trust                                                                             | CUSIP: 08162BBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7970 | PA      | $7931.10      | 0.00%             | 2052-05-15      | Fixed         | 3.41%                 | No            | 2                  | On Loan: No      |
| XPLR INFRAST OPERATING                                     | XPLR Infrastructure Operating Partners LP                                                                     | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62880.00     | 0.01%             | 2031-01-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418DZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    524409 | PA      | $424469.65    | 0.06%             | 2051-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36291J2C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4154 | PA      | $4225.73      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                                         | Ally Financial Inc                                                                                            | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54981.09     | 0.01%             | 2040-01-17      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                                                     | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53213.94     | 0.01%             | 2028-03-02      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                                   | Univision Communications Inc                                                                                  | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37298.35     | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| CORNING INC                                                | Corning Inc                                                                                                   | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     39000 | PA      | $30534.08     | 0.00%             | 2049-11-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| ALA Trust                                                  | ALA Trust 2025-OANA                                                                                           | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $236175.00    | 0.03%             | 2040-06-15      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 3620ABG91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8414 | PA      | $8126.84      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| American Tower Corp                                        | American Tower Corp                                                                                           | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     49000 | PA      | $48320.69     | 0.01%             | 2027-01-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7415000 | PA      | $7575072.57   | 1.07%             | 2054-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Mineral Resources Ltd                                      | Mineral Resources Ltd                                                                                         | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     41000 | PA      | $40998.61     | 0.01%             | 2027-05-01      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140EUKN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85918 | PA      | $80559.80     | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GLS Auto Receivables Trust                                 | GLS Auto Receivables Issuer Trust 2024-4                                                                      | CUSIP: 36270YAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $277082.60    | 0.04%             | 2029-04-16      | Fixed         | 4.89%                 | No            | 2                  | On Loan: No      |
| Amazon.com Inc                                             | Amazon.com Inc                                                                                                | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21205.75     | 0.00%             | 2037-08-22      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| L3HARRIS TECH INC                                          | L3Harris Technologies Inc                                                                                     | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    320000 | PA      | $328992.90    | 0.05%             | 2029-06-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140MPWD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1975512 | PA      | $1596382.11   | 0.23%             | 2052-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ENTERGY TEXAS INC                                          | Entergy Texas Inc                                                                                             | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22547.08     | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| GOVT OF BERMUDA                                            | Bermuda Government International Bond                                                                         | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $204736.00    | 0.03%             | 2032-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                     | Kazakhstan Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $198475.67    | 0.03%             | 2035-04-09      | Fixed         | 4.71%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                                  | Apple Inc                                                                                                     | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131249.09    | 0.02%             | 2028-08-05      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| SOUTHERN POWER CO                                          | Southern Power Co                                                                                             | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202171.18    | 0.03%             | 2035-10-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                    | Philippine Government International Bond                                                                      | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    300000 | PA      | $257888.86    | 0.04%             | 2041-04-28      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1817000 | PA      | $1907920.97   | 0.27%             | 2027-08-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                                   | RTX Corp                                                                                                      | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68414.41     | 0.01%             | 2053-02-27      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Post Road Equipment Finance                                | Post Road Equipment Finance 2025-1 LLC                                                                        | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $115900.43    | 0.02%             | 2031-05-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                                       | Targa Resources Corp                                                                                          | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    160000 | PA      | $170153.49    | 0.02%             | 2033-03-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                            | CUSIP: 36179RJF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75850 | PA      | $72944.26     | 0.01%             | 2045-07-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                   | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co                                 | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1048600.80   | 0.15%             | 2066-04-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 3620C6GA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11522 | PA      | $11104.05     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MURPHY OIL USA INC                                         | Murphy Oil USA Inc                                                                                            | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8874.27      | 0.00%             | 2029-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2095000 | PA      | $2036732.81   | 0.29%             | 2027-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Paragon Offshore Finance Company                           | Paragon Offshore Finance Company Term Loan B                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |       587 | PA      | $0.00         | 0.00%             | 2026-07-18      | Floating      | 0.00%                 | No            | N/A                | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140QNE99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1553016 | PA      | $1324562.15   | 0.19%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3138AWCR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18258 | PA      | $17757.56     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC 2021-NQM2                                                                                                | CUSIP: 12662EAA1<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    398869 | PA      | $357940.00    | 0.05%             | 2066-02-25      | Variable      | 1.18%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                                               | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22920.57     | 0.00%             | 2031-02-08      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                    | Royal Caribbean Cruises Ltd                                                                                   | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     82000 | PA      | $84089.49     | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418DQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397469 | PA      | $338755.26    | 0.05%             | 2050-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137FUZE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1102795 | PA      | $66916.03     | 0.01%             | 2030-05-25      | Variable      | 1.67%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                                                        | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57449.67     | 0.01%             | 2063-02-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp                                           | FirstEnergy Corp                                                                                              | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     64000 | PA      | $56650.10     | 0.01%             | 2047-07-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Tricon Residential                                         | Tricon Residential 2023-SFR1 Trust                                                                            | CUSIP: 89616WAA6<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |    263903 | PA      | $266124.36    | 0.04%             | 2040-07-17      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1966000 | PA      | $2068907.81   | 0.29%             | 2029-02-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                   | SeaWorld Parks & Entertainment Inc                                                                            | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59002.42     | 0.01%             | 2029-08-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31416JAW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51517 | PA      | $53603.06     | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ATHENE GLOBAL FUNDING                                      | Athene Global Funding                                                                                         | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57369.75     | 0.01%             | 2026-08-27      | Fixed         | 4.86%                 | No            | 2                  | On Loan: No      |
| CENCORA INC                                                | Cencora Inc                                                                                                   | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     72000 | PA      | $73716.02     | 0.01%             | 2034-02-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| EVERGY KANSAS CENTRAL                                      | Evergy Kansas Central Inc                                                                                     | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18219.85     | 0.00%             | 2028-03-13      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                   | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                 | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $71002.30     | 0.01%             | 2028-08-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31415MLP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14046 | PA      | $14560.40     | 0.00%             | 2036-11-01      | Floating      | 6.39%                 | No            | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                   | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $48054.33     | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128M84R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3216 | PA      | $3392.28      | 0.00%             | 2040-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BELL CANADA                                                | Bell Telephone Co of Canada or Bell Canada                                                                    | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $31353.18     | 0.00%             | 2055-09-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| KENNEDY-WILSON INC                                         | Kennedy-Wilson Inc                                                                                            | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     77000 | PA      | $73570.94     | 0.01%             | 2029-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0606B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7410000 | PA      | $7568517.39   | 1.07%             | 2054-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418EZL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    779653 | PA      | $788055.96    | 0.11%             | 2054-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    712000 | PA      | $581142.19    | 0.08%             | 2043-02-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| AON NORTH AMERICA INC                                      | Aon North America Inc                                                                                         | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $29205.35     | 0.00%             | 2054-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                                                  | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $180471.10    | 0.03%             | 2035-06-20      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 312942NF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44058 | PA      | $43119.58     | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                                           | Duke Energy Corp                                                                                              | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    495000 | PA      | $491751.54    | 0.07%             | 2035-09-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| XCEL ENERGY INC                                            | Xcel Energy Inc                                                                                               | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222713.29    | 0.03%             | 2028-03-21      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1074000 | PA      | $1077356.25   | 0.15%             | 2055-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140LQTK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1095983 | PA      | $883692.15    | 0.12%             | 2052-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                                   | HLF Financing Sarl LLC / Herbalife International Inc                                                          | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $71218.57     | 0.01%             | 2029-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                                              | Aircastle Ltd                                                                                                 | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     89000 | PA      | $88511.77     | 0.01%             | 2026-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                    | CUSIP: 21H0426A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6800000 | PA      | $6593291.36   | 0.93%             | 2055-10-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                   | Angel Oak Mortgage Trust 2021-2                                                                               | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196291 | PA      | $170391.17    | 0.02%             | 2066-04-25      | Variable      | 0.99%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                        | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    528000 | PA      | $508424.69    | 0.07%             | 2035-03-24      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                    | Zayo Group Holdings Inc                                                                                       | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     12372 | PA      | $11846.18     | 0.00%             | 2030-03-09      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                                   | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38103.17     | 0.01%             | 2045-09-26      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| DC Commercial Mortgage Trust                               | DC Trust 2024-HLTN                                                                                            | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $151639.25    | 0.02%             | 2040-04-13      | Variable      | 5.93%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1990000 | PA      | $2012465.23   | 0.28%             | 2034-11-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Toyota Auto Receivables Owner Trust                        | Toyota Auto Receivables 2023-B Owner Trust                                                                    | CUSIP: 891941AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $141275.55    | 0.02%             | 2028-09-15      | Fixed         | 4.66%                 | No            | 2                  | On Loan: No      |
| APA CORP                                                   | APA Corp                                                                                                      | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    330000 | PA      | $332655.05    | 0.05%             | 2055-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                   | Prime Security Services Borrower LLC / Prime Finance Inc                                                      | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $75933.45     | 0.01%             | 2028-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                                                       | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39022.64     | 0.01%             | 2028-07-14      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                           | BAT Capital Corp                                                                                              | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    395000 | PA      | $417775.26    | 0.06%             | 2031-02-20      | Fixed         | 5.83%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                   | FirstEnergy Transmission LLC                                                                                  | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     84000 | PA      | $71704.96     | 0.01%             | 2049-04-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| CENCORA INC                                                | Cencora Inc                                                                                                   | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    690000 | PA      | $704035.15    | 0.10%             | 2029-12-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| FORTESCUE TREASURY PTY L                                   | Fortescue Treasury Pty Ltd                                                                                    | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     93000 | PA      | $88790.59     | 0.01%             | 2031-04-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES PARTNERS                                   | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                           | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $550039.52    | 0.08%             | 2032-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2349000 | PA      | $1181106.56   | 0.17%             | 2050-08-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140EXEW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81116 | PA      | $73305.49     | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER CO                                           | Georgia Power Co                                                                                              | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87276.74     | 0.01%             | 2031-03-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3138WD4J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26728 | PA      | $25755.47     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                    | BPCE SA                                                                                                       | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    280000 | PA      | $297247.77    | 0.04%             | 2029-10-19      | Fixed         | 6.71%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                   | FirstEnergy Pennsylvania Electric Co                                                                          | CUSIP: 591894CE8<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |     89000 | PA      | $91010.86     | 0.01%             | 2028-04-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| WISCONSIN POWER & LIGHT                                    | Wisconsin Power and Light Co                                                                                  | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    440000 | PA      | $456896.11    | 0.06%             | 2034-03-30      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 3620A3YN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3127 | PA      | $3124.63      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                         | Vodafone Group PLC                                                                                            | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     43000 | PA      | $41879.43     | 0.01%             | 2063-02-10      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                                                        | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    198000 | PA      | $202775.63    | 0.03%             | 2053-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                   | Long: B9D0WFLF4 IRS USD R V 12MSOFR 99D0WFLG2 CCPOIS / Short: B9D0WFLF4 IRS USD P F  3.59000 99D0WFLF4 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1530000 | OU      | $92819.59     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36241LNL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2545 | PA      | $2460.44      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FISERV INC                                                 | Fiserv Inc                                                                                                    | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     81000 | PA      | $66784.54     | 0.01%             | 2049-07-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                               | Ecopetrol SA                                                                                                  | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    260000 | PA      | $268523.62    | 0.04%             | 2036-01-19      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| EASTMAN CHEMICAL CO                                        | Eastman Chemical Co                                                                                           | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     63000 | PA      | $66151.74     | 0.01%             | 2033-03-08      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132HXC62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165092 | PA      | $150748.16    | 0.02%             | 2043-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                    | Booz Allen Hamilton Inc                                                                                       | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     81000 | PA      | $84443.04     | 0.01%             | 2035-04-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| NCL CORPORATION LTD                                        | NCL Corp Ltd                                                                                                  | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      2000 | PA      | $2010.35      | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                                                     | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75805.61     | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140XCLC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    640321 | PA      | $540453.31    | 0.08%             | 2051-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| INTERSTATE POWER & LIGHT                                   | Interstate Power and Light Co                                                                                 | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54454.67     | 0.01%             | 2049-09-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132QNGH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52658 | PA      | $49565.29     | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| WENDYS FUNDING LLC                                         | Wendy's Funding LLC                                                                                           | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    415015 | PA      | $408908.09    | 0.06%             | 2048-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5117000 | PA      | $4810779.53   | 0.68%             | 2032-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    105000 | PA      | $78471.65     | 0.01%             | 2047-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| HPS CORPORATE LENDING FU                                   | HPS Corporate Lending Fund                                                                                    | CUSIP: 40440VAN5<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    480000 | PA      | $488537.98    | 0.07%             | 2030-06-05      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                                                        | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    875000 | PA      | $651987.00    | 0.09%             | 2040-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                            | CUSIP: 3137F7GL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    625195 | PA      | $512385.30    | 0.07%             | 2050-12-25      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                                                    | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    550000 | PA      | $650282.01    | 0.09%             | 2034-11-02      | Fixed         | 7.96%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140JAAY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166934 | PA      | $150865.51    | 0.02%             | 2048-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Dominos Pizza Master Issuer LLC                            | Domino's Pizza Master Issuer LLC                                                                              | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    486250 | PA      | $459680.04    | 0.06%             | 2051-04-25      | Fixed         | 2.66%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC                                               | NiSource Inc                                                                                                  | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17240.21     | 0.00%             | 2055-04-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP                                    | Marathon Petroleum Corp                                                                                       | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     68000 | PA      | $70191.69     | 0.01%             | 2035-03-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| BAYTEX ENERGY CORP                                         | Baytex Energy Corp                                                                                            | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     51000 | PA      | $49934.45     | 0.01%             | 2032-03-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                                                    | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84712.16     | 0.01%             | 2050-03-25      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                    | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                         | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $45491.20     | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| INSULET CORPORATION                                        | Insulet Corp                                                                                                  | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     51000 | PA      | $53021.23     | 0.01%             | 2033-04-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SUZANO NETHERLANDS BV                                      | Suzano Netherlands BV                                                                                         | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |     38000 | PA      | $38038.00     | 0.01%             | 2036-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140EVUL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148177 | PA      | $134000.54    | 0.02%             | 2046-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| QUANTA SERVICES INC                                        | Quanta Services Inc                                                                                           | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52664.52     | 0.01%             | 2032-01-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| NY STATE ELECTRIC & GAS                                    | New York State Electric & Gas Corp                                                                            | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53257.96     | 0.01%             | 2033-08-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132JNEF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86981 | PA      | $80060.84     | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                                 | Navient Private Education Refi Loan Trust 2021-F                                                              | CUSIP: 63942GAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    291397 | PA      | $259873.38    | 0.04%             | 2070-02-18      | Fixed         | 1.11%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132JNZP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24689 | PA      | $23138.78     | 0.00%             | 2043-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MATTAMY GROUP CORP                                         | Mattamy Group Corp                                                                                            | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     56000 | PA      | $54048.51     | 0.01%             | 2030-03-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                  | Towd Point Mortgage Trust 2023-1                                                                              | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360153 | PA      | $349373.11    | 0.05%             | 2063-01-25      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                   | Performance Food Group Inc                                                                                    | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28928.29     | 0.00%             | 2027-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FORTRESS INTERMEDIATE                                      | Fortress Intermediate 3 Inc                                                                                   | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36646.44     | 0.01%             | 2031-06-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| GENERAL ELECTRIC CO                                        | General Electric Co                                                                                           | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19264.72     | 0.00%             | 2036-01-29      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| BACARDI LTD / MARTINI BV                                   | Bacardi Ltd / Bacardi-Martini BV                                                                              | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    221000 | PA      | $223269.56    | 0.03%             | 2033-06-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                   | Burford Capital Global Finance LLC                                                                            | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30053.37     | 0.00%             | 2028-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| VIATRIS INC                                                | Viatris Inc                                                                                                   | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    550000 | PA      | $419421.17    | 0.06%             | 2040-06-22      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC                                               | NiSource Inc                                                                                                  | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    320000 | PA      | $331739.14    | 0.05%             | 2033-06-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36200VPV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       679 | PA      | $699.09       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Qatar Government International Bonds                       | Qatar Government International Bonds                                                                          | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $178661.02    | 0.03%             | 2050-04-16      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36213TFS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3629 | PA      | $3774.80      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36210QXE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2695 | PA      | $2722.67      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140QNGW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379923 | PA      | $348104.64    | 0.05%             | 2052-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| COMSTOCK RESOURCES INC                                     | Comstock Resources Inc                                                                                        | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3993.47      | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1145000 | PA      | $1122010.55   | 0.16%             | 2027-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                                                 | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30970.98     | 0.00%             | 2050-05-01      | Fixed         | 5.81%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1283000 | PA      | $902159.49    | 0.13%             | 2046-05-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36202TQE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13901 | PA      | $14239.33     | 0.00%             | 2036-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                                                             | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $271397.68    | 0.04%             | 2031-03-03      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                      | Gildan Activewear Inc                                                                                         | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    445000 | PA      | $445061.81    | 0.06%             | 2035-10-07      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                                                  | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     23000 | PA      | $23270.14     | 0.00%             | 2028-06-20      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| RFR Trust                                                  | RFR Trust 2025-SGRM                                                                                           | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177130 | PA      | $181112.59    | 0.03%             | 2041-03-11      | Variable      | 5.56%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                       | PRET 2025-NPL9 LLC                                                                                            | CUSIP: 740937AA5<br>LEI: 254900IWII23Q41Y2V47 | Long             | ABS-O            | CORP              | US        |    711382 | PA      | $711919.53    | 0.10%             | 2055-08-25      | Variable      | 5.39%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                              | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    550456 | PA      | $555378.04    | 0.08%             | 2054-11-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                             | CUSIP: 3136AVZX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    515000 | PA      | $461851.02    | 0.07%             | 2047-03-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                                                | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26802.19     | 0.00%             | 2027-04-13      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| VFH PARENT / VALOR CO                                      | VFH Parent LLC / Valor Co-Issuer Inc                                                                          | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $55851.34     | 0.01%             | 2031-06-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36291ETD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1629 | PA      | $1673.46      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2601093.75   | 0.37%             | 2030-11-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2022-HC Mortgage Trust                                                                                   | CUSIP: 12659DAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $177510.03    | 0.03%             | 2039-01-10      | Variable      | 4.08%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                                                       | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66861.34     | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GRAY OAK PIPELINE LLC                                      | Gray Oak Pipeline LLC                                                                                         | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134000 | PA      | $132091.69    | 0.02%             | 2027-10-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                                       | Targa Resources Corp                                                                                          | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    690000 | PA      | $703744.69    | 0.10%             | 2035-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                        | New Residential Mortgage Loan Trust 2019-5                                                                    | CUSIP: 64830MAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    202690 | PA      | $193051.41    | 0.03%             | 2059-08-25      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| SOLVENTUM CORP                                             | Solventum Corp                                                                                                | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    283000 | PA      | $292053.26    | 0.04%             | 2029-03-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1240000 | PA      | $937954.93    | 0.13%             | 2041-04-14      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| BANCA COMERCIALA ROMANA                                    | Banca Comerciala Romana SA                                                                                    | CUSIP: 000000000<br>LEI: 549300ORLU6LN5YD8X90 | Long             | DBT              | CORP              | RO        |    200000 | PA      | $241351.33    | 0.03%             | 2027-05-19      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1840000 | PA      | $1698550.00   | 0.24%             | 2054-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                            | CUSIP: 36179Q3H2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53404 | PA      | $48393.55     | 0.01%             | 2045-02-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                                                            | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100688.57    | 0.01%             | 2047-10-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1014000 | PA      | $794405.63    | 0.11%             | 2043-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Indonesia Government International Bonds                   | Indonesia Government International Bonds                                                                      | CUSIP: 455780DX1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $199522.23    | 0.03%             | 2034-09-10      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Wingstop Funding LLC                                       | Wingstop Funding LLC                                                                                          | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $175925.33    | 0.02%             | 2054-12-05      | Fixed         | 5.86%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co                                    | Bristol-Myers Squibb Co                                                                                       | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19287.54     | 0.00%             | 2042-08-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Corp Trust 2012-BWTR                                                                   | CUSIP: 36192RAA0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   1225972 | PA      | $1051137.68   | 0.15%             | 2034-11-05      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| CROWN AMERICAS LLC                                         | Crown Americas LLC                                                                                            | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20202.22     | 0.00%             | 2033-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| PFIZER INVESTMENT ENTER                                    | Pfizer Investment Enterprises Pte Ltd                                                                         | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     77000 | PA      | $74621.56     | 0.01%             | 2043-05-19      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                            | CUSIP: 3137FCC44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19038 | PA      | $18757.89     | 0.00%             | 2045-09-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                                                  | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $83504.42     | 0.01%             | 2034-04-05      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                      | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                                                      | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $220605.49    | 0.03%             | 2035-04-20      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                              | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89719.28     | 0.01%             | 2029-09-15      | Fixed         | 4.08%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3417000 | PA      | $2970387.44   | 0.42%             | 2030-05-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| Qatar Government International Bonds                       | Qatar Government International Bonds                                                                          | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $200737.36    | 0.03%             | 2029-03-14      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    212000 | PA      | $224379.45    | 0.03%             | 2033-01-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| DEERE & COMPANY                                            | Deere & Co                                                                                                    | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45262.49     | 0.01%             | 2035-01-16      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| CRH SMW FINANCE DAC                                        | CRH SMW Finance DAC                                                                                           | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206197.67    | 0.03%             | 2029-05-21      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                                                       | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69469.01     | 0.01%             | 2031-09-08      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126396 | PA      | $114225.19    | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION BRANDS INC                                   | Constellation Brands Inc                                                                                      | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    345000 | PA      | $331787.68    | 0.05%             | 2029-08-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                                                     | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    136000 | PA      | $107041.18    | 0.02%             | 2040-02-21      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| FOX CORP                                                   | Fox Corp                                                                                                      | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55495.41     | 0.01%             | 2049-01-25      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| BLOCK INC                                                  | Block Inc                                                                                                     | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136779.03    | 0.02%             | 2030-08-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                                                    | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    535000 | PA      | $530672.57    | 0.07%             | 2031-09-11      | Fixed         | 4.49%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                       | Glencore Funding LLC                                                                                          | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    510000 | PA      | $525502.26    | 0.07%             | 2029-04-04      | Fixed         | 5.37%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                               | Ecopetrol SA                                                                                                  | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    415000 | PA      | $429447.40    | 0.06%             | 2032-02-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1255000 | PA      | $947721.09    | 0.13%             | 2048-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31416YYX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5099 | PA      | $5068.06      | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2021-DNA5                                                                       | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |     36610 | PA      | $36724.17     | 0.01%             | 2034-01-25      | Floating      | 6.01%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36204DUA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2520 | PA      | $2502.28      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HOWDEN UK REFINANCE / US                                   | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC                                 | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     30000 | PA      | $30887.13     | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| CarMax Auto Owner Trust                                    | Carmax Auto Owner Trust 2025-1                                                                                | CUSIP: 14319WAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    267000 | PA      | $271059.33    | 0.04%             | 2030-01-15      | Fixed         | 4.84%                 | No            | 2                  | On Loan: No      |
| NCL CORPORATION LTD                                        | NCL Corp Ltd                                                                                                  | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     73000 | PA      | $75075.51     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                          | Iron Mountain Inc                                                                                             | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    390000 | PA      | $397805.85    | 0.06%             | 2033-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1945000 | PA      | $1805355.07   | 0.25%             | 2044-08-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                                                       | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     89000 | PA      | $60886.32     | 0.01%             | 2051-07-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                    | CUSIP: 21H0306A7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20300000 | PA      | $18119296.25  | 2.55%             | 2055-10-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MATCH GROUP HLD II LLC                                     | Match Group Holdings II LLC                                                                                   | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11782.21     | 0.00%             | 2031-10-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Post Road Equipment Finance                                | Post Road Equipment Finance 2025-1 LLC                                                                        | CUSIP: 73747LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101372.80    | 0.01%             | 2031-05-15      | Fixed         | 5.04%                 | No            | 2                  | On Loan: No      |
| Saudi Government International Bonds                       | Saudi Government International Bonds                                                                          | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $190621.85    | 0.03%             | 2030-10-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                                                | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20759.97     | 0.00%             | 2027-05-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                   | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                            | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              |  | US        |     24000 | PA      | $23788.04     | 0.00%             | 2027-02-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NUSTAR LOGISTICS LP                                        | NuStar Logistics LP                                                                                           | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37281.38     | 0.01%             | 2030-10-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                         | Ellington Financial Mortgage Trust 2021-2                                                                     | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141312 | PA      | $118842.46    | 0.02%             | 2066-06-25      | Variable      | 0.93%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                          | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    393000 | PA      | $402549.36    | 0.06%             | 2035-10-25      | Fixed         | 5.52%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR ULTRA FUT DEC25                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -97 | NC      | $-121250.00   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                              | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22948.00     | 0.00%             | 2035-01-23      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $100304.69    | 0.01%             | 2028-04-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                          | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    520000 | PA      | $461848.47    | 0.07%             | 2031-10-24      | Fixed         | 1.92%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                                | Oracle Corp                                                                                                   | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    105000 | PA      | $72205.28     | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                             | NRG Energy Inc                                                                                                | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     86000 | PA      | $79509.11     | 0.01%             | 2031-02-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                                                 | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    158000 | PA      | $159282.88    | 0.02%             | 2055-09-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31416L4C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5472 | PA      | $5648.42      | 0.00%             | 2037-05-01      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| SYSCO CORPORATION                                          | Sysco Corp                                                                                                    | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67015.02     | 0.01%             | 2030-09-23      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                                         | Royalty Pharma PLC                                                                                            | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1245000 | PA      | $1243942.97   | 0.18%             | 2035-09-25      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                                                      | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     29000 | PA      | $20619.75     | 0.00%             | 2060-06-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                                               | Comcast Corp                                                                                                  | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     81000 | PA      | $76318.80     | 0.01%             | 2038-10-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| NUCOR CORP                                                 | Nucor Corp                                                                                                    | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62282.19     | 0.01%             | 2027-05-23      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| AUTOZONE INC                                               | AutoZone Inc                                                                                                  | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18511.40     | 0.00%             | 2029-07-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                                                  | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    208000 | PA      | $194475.14    | 0.03%             | 2035-09-23      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36292L4B7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2914 | PA      | $3000.58      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Cent CLO LP                                                | Columbia Cent CLO 27 Ltd                                                                                      | CUSIP: 19736RAS0<br>LEI: 549300066YASG4MIU864 | Long             | ABS-CBDO         | CORP              | KY        |    720000 | PA      | $720848.16    | 0.10%             | 2035-01-25      | Floating      | 5.77%                 | No            | 2                  | On Loan: No      |
| WEATHERFORD INTERNATIONA                                   | Weatherford International Ltd                                                                                 | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     62000 | PA      | $63379.56     | 0.01%             | 2030-04-30      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| HERSHEY COMPANY                                            | Hershey Co/The                                                                                                | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37587.18     | 0.01%             | 2028-02-24      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    580000 | PA      | $597591.63    | 0.08%             | 2029-07-24      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| GE HEALTHCARE TECH INC                                     | GE HealthCare Technologies Inc                                                                                | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103064.28    | 0.01%             | 2027-11-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                   | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                 | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30852.68     | 0.00%             | 2029-03-30      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    635000 | PA      | $624185.15    | 0.09%             | 2055-02-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    504000 | PA      | $493264.41    | 0.07%             | 2026-06-30      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                                                  | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127331.77    | 0.02%             | 2031-02-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                                  | CUSIP: 3137BXR20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4494507 | PA      | $30804.00     | 0.00%             | 2027-03-25      | Variable      | 0.72%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                   | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236562.47    | 0.03%             | 2035-10-23      | Fixed         | 5.02%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                                           | NTT Finance Corp                                                                                              | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1935000 | PA      | $1981764.21   | 0.28%             | 2032-07-16      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| MAYA SAS/FRANCE                                            | Maya SAS/Paris France                                                                                         | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $203960.80    | 0.03%             | 2032-04-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| STONEPEAK NILE PARENT                                      | Stonepeak Nile Parent LLC                                                                                     | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58969.79     | 0.01%             | 2032-03-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                      | Duke Energy Carolinas LLC                                                                                     | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43275.12     | 0.01%             | 2038-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                               | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $74450.89     | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                          | EURO-BTP FUTURE DEC25                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -18 | NC      | $-26431.93    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                                                             | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101638.75    | 0.01%             | 2036-01-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                         | CUSIP: 01F0226A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16000000 | PA      | $13477433.60  | 1.90%             | 2055-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| RFR Trust                                                  | RFR Trust 2025-SGRM                                                                                           | CUSIP: 74984NAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510000 | PA      | $521859.90    | 0.07%             | 2041-03-11      | Variable      | 5.86%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4996000 | PA      | $3259499.72   | 0.46%             | 2040-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                                              | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309966.81    | 0.04%             | 2032-07-22      | Fixed         | 5.06%                 | No            | 2                  | On Loan: No      |
| SFS Auto Receivables Securitization Trust                  | SFS Auto Receivables Securitization Trust 2023-1                                                              | CUSIP: 78398AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $220518.36    | 0.03%             | 2030-01-22      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    276000 | PA      | $261890.83    | 0.04%             | 2029-06-01      | Fixed         | 2.07%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                                                     | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $44816.99     | 0.01%             | 2051-01-15      | Fixed         | 7.15%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    270000 | PA      | $235636.49    | 0.03%             | 2032-04-28      | Fixed         | 1.93%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                                                 | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71330.39     | 0.01%             | 2030-09-19      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| ROPER TECHNOLOGIES INC                                     | Roper Technologies Inc                                                                                        | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34158.83     | 0.00%             | 2028-09-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140XG5C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1693988 | PA      | $1372428.84   | 0.19%             | 2052-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                     | Venture Global LNG Inc                                                                                        | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110246.88    | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1153000 | PA      | $1042158.87   | 0.15%             | 2053-08-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                                                | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269843.72    | 0.04%             | 2035-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                                              | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127476.51    | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                                                  | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42965.48     | 0.01%             | 2032-07-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| NCL CORPORATION LTD                                        | NCL Corp Ltd                                                                                                  | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     32000 | PA      | $34070.50     | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                                                | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    159000 | PA      | $92564.82     | 0.01%             | 2050-12-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                                                        | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     57000 | PA      | $50251.36     | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO 23 Ltd                                         | Elmwood CLO 23 Ltd                                                                                            | CUSIP: 29003YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $450914.40    | 0.06%             | 2036-04-16      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| VMED O2 UK FINANCING I                                     | Vmed O2 UK Financing I PLC                                                                                    | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    202000 | PA      | $212228.88    | 0.03%             | 2032-04-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                                            | Cigna Group/The                                                                                               | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31490.41     | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| BofA Securities, Inc.                                      | BANK OF AMERICA MASTER NOTE                                                                                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |    255000 | PA      | $255000.00    | 0.04%             |  |  |  | No            | N/A                | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 3128MJXR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5813 | PA      | $5459.30      | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                           | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    146000 | PA      | $147200.88    | 0.02%             | 2044-02-25      | Floating      | 6.16%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $520468.75    | 0.07%             | 2031-04-30      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                              | CUSIP: 3133BAJF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1218105 | PA      | $982132.13    | 0.14%             | 2052-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6055000 | PA      | $5391551.77   | 0.76%             | 2031-05-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INC                                      | Texas Instruments Inc                                                                                         | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53912.70     | 0.01%             | 2028-02-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                           | Fannie Mae Connecticut Avenue Securities                                                                      | CUSIP: 20753UAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    110000 | PA      | $110897.60    | 0.02%             | 2044-01-25      | Floating      | 6.16%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                                                  | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    355000 | PA      | $365680.48    | 0.05%             | 2029-07-12      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                                                       | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38471.55     | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                   | Icon Investments Six DAC                                                                                      | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $204053.28    | 0.03%             | 2027-05-08      | Fixed         | 5.81%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140MA3A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    374847 | PA      | $303205.98    | 0.04%             | 2052-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                    | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                          | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $18827.12     | 0.00%             | 2032-06-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                           | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    315000 | PA      | $286276.30    | 0.04%             | 2032-04-22      | Fixed         | 2.58%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                                   | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    147000 | PA      | $140544.25    | 0.02%             | 2028-03-25      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                                                 | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    182000 | PA      | $176622.53    | 0.02%             | 2055-03-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3796000 | PA      | $3842856.88   | 0.54%             | 2027-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                     | Clearway Energy Operating LLC                                                                                 | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53858.32     | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                        | New Residential Mortgage Loan Trust 2017-5                                                                    | CUSIP: 64828NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205947 | PA      | $208488.00    | 0.03%             | 2057-06-25      | Floating      | 5.77%                 | No            | 2                  | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                    | Entergy Mississippi LLC                                                                                       | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23176.20     | 0.00%             | 2049-06-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                     | Cloud Software Group Inc                                                                                      | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53478.08     | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                                 | Humana Inc                                                                                                    | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65783.13     | 0.01%             | 2030-04-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    645000 | PA      | $484511.01    | 0.07%             | 2040-12-02      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                            | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52587 | PA      | $49109.42     | 0.01%             | 2045-04-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PepsiCo Inc                                                | PepsiCo Inc                                                                                                   | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17310.27     | 0.00%             | 2042-03-05      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC 2021-RPL4 Trust                                                                                          | CUSIP: 12662GAC2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    214360 | PA      | $213490.50    | 0.03%             | 2060-12-27      | Variable      | 4.14%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36290WJS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7695 | PA      | $7720.55      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                           | Paramount Global                                                                                              | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53226.72     | 0.01%             | 2057-02-28      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                   | Duke Energy Progress LLC                                                                                      | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165660.12    | 0.02%             | 2055-03-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| EZCORP INC                                                 | EZCORP Inc                                                                                                    | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31964.49     | 0.00%             | 2032-04-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Alabama Power Co                                           | Alabama Power Co                                                                                              | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    445000 | PA      | $377669.97    | 0.05%             | 2044-08-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| State Street Institutional US Government Money Market Fund | State Street Institutional US Government Money Market Fund                                                    | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | EC               | RF                | US        |   1759280 | NS      | $1759280.14   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1820000 | PA      | $1815236.71   | 0.26%             | 2034-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PINNACLE WEST CAPITAL                                      | Pinnacle West Capital Corp                                                                                    | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    478000 | PA      | $491569.57    | 0.07%             | 2030-05-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                                    | Starwood Property Trust Inc                                                                                   | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     52000 | PA      | $53785.85     | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3940000 | PA      | $3964932.79   | 0.56%             | 2030-04-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                                                   | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    884000 | PA      | $952463.78    | 0.13%             | 2053-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3138MJE54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19362 | PA      | $19264.56     | 0.00%             | 2027-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Tricon Residential                                         | Tricon Residential 2024-SFR1 Trust                                                                            | CUSIP: 89616UAA0<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |    164767 | PA      | $164393.55    | 0.02%             | 2041-04-17      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $5053.13      | 0.00%             | 2043-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| TTM TECHNOLOGIES INC                                       | TTM Technologies Inc                                                                                          | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |     56000 | PA      | $53840.13     | 0.01%             | 2029-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                                                | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26097.91     | 0.00%             | 2032-04-13      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| CF Hippolyta Issuer LLC                                    | CF Hippolyta Issuer LLC                                                                                       | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93809 | PA      | $78097.64     | 0.01%             | 2061-03-15      | Fixed         | 1.53%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                               | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $522921.79    | 0.07%             | 2047-05-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                                 | Humana Inc                                                                                                    | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15429.16     | 0.00%             | 2031-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Hungary Government International Bonds                     | Hungary Government International Bonds                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $204554.04    | 0.03%             | 2029-06-16      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418FAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    439540 | PA      | $454338.27    | 0.06%             | 2054-07-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| HARVEST MIDSTREAM I LP                                     | Harvest Midstream I LP                                                                                        | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     99000 | PA      | $101129.00    | 0.01%             | 2032-05-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                                    | Consolidated Edison Co of New York Inc                                                                        | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     31000 | PA      | $27321.18     | 0.00%             | 2044-03-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $963320.31    | 0.14%             | 2042-02-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                          | EURO-BUXL 30Y BND DEC25                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -15 | NC      | $-39294.58    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                                                           | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    530000 | PA      | $543359.28    | 0.08%             | 2030-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Metlife Securitization Trust                               | METLIFE SECURITIZATION TRUST                                                                                  | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86700 | PA      | $83552.63     | 0.01%             | 2055-04-25      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418CFV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168567 | PA      | $162064.80    | 0.02%             | 2047-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HERC HOLDINGS INC                                          | Herc Holdings Inc                                                                                             | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18697.07     | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2022-DNA5                                                                       | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |    535000 | PA      | $565893.52    | 0.08%             | 2042-06-25      | Floating      | 8.86%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    413000 | PA      | $319865.27    | 0.05%             | 2042-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| SERVICE CORP INTL                                          | Service Corp International/US                                                                                 | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    289000 | PA      | $288980.00    | 0.04%             | 2029-06-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Legacy Mortgage Asset Trust                                | Legacy Mortgage Asset Trust 2021-GS2                                                                          | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195308 | PA      | $195155.85    | 0.03%             | 2061-04-25      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                    | Astrazeneca Finance LLC                                                                                       | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92317.74     | 0.01%             | 2029-02-26      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES PARTNERS                                   | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                           | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $42721.55     | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                   | Bank Gospodarstwa Krajowego                                                                                   | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $206411.35    | 0.03%             | 2033-05-22      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                            | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    494078 | PA      | $500598.08    | 0.07%             | 2053-05-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                             | CUSIP: 36213FVK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       468 | PA      | $470.73       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| REGAL REXNORD CORP                                         | Regal Rexnord Corp                                                                                            | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    465000 | PA      | $481010.95    | 0.07%             | 2028-04-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140X6GP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247916 | PA      | $224051.13    | 0.03%             | 2048-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| METHANEX US OPERATIONS                                     | Methanex US Operations Inc                                                                                    | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55960.74     | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                                                 | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1290697.35   | 0.18%             | 2031-09-11      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| GENESIS ENERGY LP/FIN                                      | Genesis Energy LP / Genesis Energy Finance Corp                                                               | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15643.74     | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| HOWARD UNIVERSITY                                          | Howard University                                                                                             | CUSIP: 442851AQ4<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97664.39     | 0.01%             | 2026-10-01      | Fixed         | 2.29%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5180000 | PA      | $5222492.17   | 0.74%             | 2027-12-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                 | CAN 10YR BOND FUT DEC25                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |       119 | NC      | $232499.82    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                   | F&G Annuities & Life Inc                                                                                      | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $18357.07     | 0.00%             | 2034-10-04      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                                                             | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $325430.69    | 0.05%             | 2031-06-04      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| CARLISLE COS INC                                           | Carlisle Cos Inc                                                                                              | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17208.38     | 0.00%             | 2040-09-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Dominos Pizza Master Issuer LLC                            | Domino's Pizza Master Issuer LLC                                                                              | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    326400 | PA      | $313964.52    | 0.04%             | 2049-10-25      | Fixed         | 3.67%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                          | NatWest Group PLC                                                                                             | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $182923.46    | 0.03%             | 2035-11-28      | Fixed         | 3.03%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                           | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2725000 | PA      | $2274097.66   | 0.32%             | 2044-05-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                    | Duke Energy Indiana LLC                                                                                       | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    110000 | PA      | $76651.52     | 0.01%             | 2049-10-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                            | CUSIP: 3137ABM24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76311 | PA      | $73248.12     | 0.01%             | 2041-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3140FPAV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25197 | PA      | $24225.25     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MATCH GROUP HLD II LLC                                     | Match Group Holdings II LLC                                                                                   | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20175.70     | 0.00%             | 2033-09-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                             | CUSIP: 3136B1N26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223166 | PA      | $201590.40    | 0.03%             | 2048-05-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                         | CUSIP: 3132XULM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    176623 | PA      | $164914.46    | 0.02%             | 2047-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                                     | Williams Cos Inc/The                                                                                          | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48409.02     | 0.01%             | 2030-06-30      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                       | Edison International                                                                                          | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    520000 | PA      | $540714.25    | 0.08%             | 2030-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                   | Petrobras Global Finance BV                                                                                   | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $197370.00    | 0.03%             | 2036-01-10      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    422674 | PA      | $388423.59    | 0.05%             | 2037-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                               | CUSIP: 3138WFU79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157352 | PA      | $147928.58    | 0.02%             | 2045-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                                   | Pattern Energy Operations LP / Pattern Energy Operations Inc                                                  | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $91615.07     | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| COUSINS PROPERTIES LP                                      | Cousins Properties LP                                                                                         | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |    675000 | PA      | $692058.58    | 0.10%             | 2032-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| GOVT OF BERMUDA                                            | Bermuda Government International Bond                                                                         | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $182200.00    | 0.03%             | 2030-08-20      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                           | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $515957.03    | 0.07%             | 2029-04-30      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| NSTAR ELECTRIC CO                                          | NSTAR Electric Co                                                                                             | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    295000 | PA      | $307087.76    | 0.04%             | 2034-06-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER CO                                           | Georgia Power Co                                                                                              | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     97000 | PA      | $67805.15     | 0.01%             | 2051-03-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER CO                                           | Georgia Power Co                                                                                              | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    195000 | PA      | $185654.29    | 0.03%             | 2040-09-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                              | CUSIP: 3132D6N30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    497835 | PA      | $459367.77    | 0.06%             | 2036-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BPR Trust                                                  | BPR Trust 2024-PMDW                                                                                           | CUSIP: 05592VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $163566.69    | 0.02%             | 2041-11-05      | Variable      | 5.85%                 | No            | 2                  | On Loan: No      |
| CONCENTRA HEALTH SERVICE                                   | Concentra Health Services Inc                                                                                 | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62302.92     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                        | Petroleos Mexicanos                                                                                           | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     60000 | PA      | $48768.61     | 0.01%             | 2045-01-23      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                                    | Consolidated Edison Co of New York Inc                                                                        | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    485000 | PA      | $479542.00    | 0.07%             | 2055-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                              | CUSIP: 3132DMBM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46206 | PA      | $44337.53     | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-10-17

**Name of Applicant:** SEASONS SERIES TRUST

**Signature:** Donna McManus

**Name of Signer:** Donna McManus

**Title:** Assistant Treasurer