# EDGAR Filing Document

**Accession Number:** 0001872555
**File Stem:** 0001752724-25-159843
**Filing Date:** 2025-6
**Character Count:** 635477
**Document Hash:** b7bbd434cc482a7973a842d53eb33eda
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-159843.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-159843

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23718
- **FILM NUMBER:** 251079774

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 6106761000

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-04-30

**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:** $2413866103.73

**Total Liabilities:** $37380056.14

**Net Assets:** $2376486047.59

**Cash Not Reported:** $192.93

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2641.56189186 | **1-Year:** -64043.15950217 | **5-Year:** -198750.94599095 | **10-Year:** -241973.79104192 | **30-Year:** -94931.47910039

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

- **3-Month:** -2056.43003282 | **1-Year:** -30413.52035005 | **5-Year:** -71869.82337935 | **10-Year:** -71508.10954759 | **30-Year:** -17856.98223834

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000230947 | 0.20%                | -0.05%               | 2.13%                |
| Class ID C000230946 | 0.19%                | -0.06%               | 2.12%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5823837.88             | $158934.47                                 |
| Month 2  | $-819080.84              | $-9526380.98                               |
| Month 3  | $774557.88               | $39618161.08                               |

**Designated Index Information**

- **Index Name:** Bloomberg Aggregate Bond Index

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CITIGROUP INC.                                                                             | CITIGROUP INC 4.000000% MATURITY: PERPETUAL                                       | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2038930.13   | 0.09%             | 2174-03-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WLB Asset VI Pte. Ltd.                                                                     | WLB ASSET VI PTE LTD 144A 7.250000% 12/21/2027                                    | CUSIP: ZG6473158<br>LEI: 254900M29A8RHZTF4J92 | Long             | DBT              | NUSS              | MU        |   1500000 | PA      | $1555102.89   | 0.07%             | 2027-12-21      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2013-128 CF                                                 | CUSIP: 3136AHPA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    211230 | PA      | $210301.60    | 0.01%             | 2043-12-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AO2296                                                         | CUSIP: 3138LSRS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       624 | PA      | $638.26       | 0.00%             | 2044-02-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AE0287                                                         | CUSIP: 31419AJ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2111 | PA      | $2129.94      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8265                                                        | CUSIP: 3132DWFE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.03         | 0.00%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                      | WELLS FARGO & CO 6.303000% 10/23/2029                                             | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    580000 | PA      | $612094.33    | 0.03%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 2B3821                                               | CUSIP: 31326JG61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     10528 | PA      | $10872.38     | 0.00%             | 2045-02-01      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                       | M&T BANK CORP MTN 5.385000% 01/16/2036                                            | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    885000 | PA      | $860195.95    | 0.04%             | 2036-01-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.375000% 08/15/2043                                              | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2740000 | PA      | $2641959.38   | 0.11%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 2084 ZC                                                    | CUSIP: 3133TG5U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     17717 | PA      | $18072.31     | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                                   | STATE STREET CORP 4.834000% 04/24/2030                                            | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    620000 | PA      | $628022.54    | 0.03%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                            | HERTZ VEHICLE FINANCING LLC HERTZ 2022-2A A                                       | CUSIP: 42806MAN9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1235000 | PA      | $1179142.43   | 0.05%             | 2028-06-26      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                      | DOMINION ENERGY INC 2.250000% 08/15/2031                                          | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $3970758.50   | 0.17%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 0.625000% 05/15/2030                                              | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1775000 | PA      | $1523171.88   | 0.06%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.250000% 08/15/2031                                              | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2895000 | PA      | $2472737.09   | 0.10%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                                    | ROYAL BANK OF CANADA MTN 5.153000% 02/04/2031                                     | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | CA        |   1985000 | PA      | $2016947.46   | 0.08%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                                   | TOTALENERGIES CAPITAL SA 5.275000% 09/10/2054                                     | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | NUSS              | FR        |    680000 | PA      | $626578.92    | 0.03%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                        | COMM 2022-HC MORTGAGE TRUST COMM 2022-HC A                                        | CUSIP: 12659DAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1390000 | PA      | $1308761.17   | 0.06%             | 2039-01-10      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                             | CHARLES SCHWAB CORP/THE 4.000000% MATURITY: PERPETUAL                             | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   4030000 | PA      | $3902605.66   | 0.16%             | 2173-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 1Q0044                                               | CUSIP: 3128S4BM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      4960 | PA      | $5058.70      | 0.00%             | 2036-04-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                  | ARES CAPITAL CORP 7.000000% 01/15/2027                                            | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    487000 | PA      | $500401.09    | 0.02%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CB4038                                                         | CUSIP: 3140QPPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1317568 | PA      | $1300797.74   | 0.05%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                                               | ALCOA NEDERLAND HOLDING BV 144A 7.125000% 03/15/2031                              | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | NUSS              | US        |   1030000 | PA      | $1061300.67   | 0.04%             | 2031-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2010-136 BA                                                 | CUSIP: 31398SSG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    117006 | PA      | $115287.30    | 0.00%             | 2030-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                             | ELEMENT FLEET MANAGEMENT CORP 144A 5.037000% 03/25/2030                           | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | NUSS              | CA        |    715000 | PA      | $710409.19    | 0.03%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE TRUST 2004-W2 FNW 2004-W2 2A2                                          | CUSIP: 31393XGQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      8525 | PA      | $8860.61      | 0.00%             | 2044-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL1900                                                         | CUSIP: 3138EJDE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      7609 | PA      | $7594.44      | 0.00%             | 2026-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONE BRYANT PARK TRUST                                                                      | ONE BRYANT PARK TRUST 2019-OBP OBP 2019-OBP A                                     | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3385000 | PA      | $3019291.71   | 0.13%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BM5704                                                         | CUSIP: 3140JAKS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    129017 | PA      | $128567.30    | 0.01%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                       | FREMF 2019-K96 MORTGAGE TRUST FREMF 2019-K96 C                                    | CUSIP: 30314DAG4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1910000 | PA      | $1788276.27   | 0.08%             | 2056-08-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2025-1 VERUS 2025-1 A3                                 | CUSIP: 92540TAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1962948 | PA      | $1969904.08   | 0.08%             | 2070-01-25      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 735503                                                         | CUSIP: 31402RDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     28762 | PA      | $30052.37     | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                      | ATHENE GLOBAL FUNDING 144A 5.380000% 01/07/2030                                   | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1455998.14   | 0.06%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG H09203                                                   | CUSIP: 3128UNGL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      2840 | PA      | $2859.76      | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PORT LIONS ALASKA REV                                                                      | PORT LIONS AK REVENUE CITY OF PORT LIONS AK                                       | CUSIP: 734707AB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3025000 | PA      | $3159696.60   | 0.13%             | 2052-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                              | FORD MOTOR CREDIT CO LLC 5.303000% 09/06/2029                                     | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1089478.87   | 0.05%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8147                                                      | CUSIP: 36179XBQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1317348 | PA      | $1120971.68   | 0.05%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA7655                                                        | CUSIP: 3133KPQG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   8374576 | PA      | $7578514.39   | 0.32%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GALLATIN CNTY MONT INDL DEV REV                                                            | GALLATIN CNTY MT INDL DEV REVE COUNTY OF GALLATIN MT                              | CUSIP: 363671BM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $516520.90    | 0.02%             | 2027-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2024-P0 FHMR 2024-P016 A2              | CUSIP: 3137HDJU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2500000 | PA      | $2520631.25   | 0.11%             | 2033-09-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY CMNTY FACS DIST NO 2014-1 SPL TAX                          | SAN FRANCISCO CITY & CNTY CA C CITY & COUNTY OF SAN FRANCISCO CA COMMUNITY FACILI | CUSIP: 79772EEU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1287096.63   | 0.05%             | 2051-09-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07504                                                   | CUSIP: 3128M9U59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     15699 | PA      | $15552.60     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 2.850000% 09/03/2041                                   | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1747534.35   | 0.07%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.125000% 02/15/2031                                              | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2385000 | PA      | $2057435.16   | 0.09%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MONTGOMERY CNTY MD HSG OPPTYS COMMN LTD OBLIG                                              | MONTGOMERY CNTY MD HSG OPPORTU MONTGOMERY COUNTY HOUSING OPPORTUNITIES COMMISSION | CUSIP: 61335AAS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $980443.60    | 0.04%             | 2044-12-01      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.625000% 04/30/2029                                              | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  15315000 | PA      | $15857605.70  | 0.67%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                                 | TORONTO-DOMINION BANK/THE 4.568000% 12/17/2026                                    | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |   9100000 | PA      | $9137751.90   | 0.38%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                        | COMM 2022-HC MORTGAGE TRUST COMM 2022-HC C                                        | CUSIP: 12659DAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1570000 | PA      | $1436474.48   | 0.06%             | 2039-01-10      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| VOLOFIN FINANCE (IRELAND) DESIGNATED ACTIVITY COMPANY                                      | VOLOFIN FINANCE DESIGNATED ACTIVITY CO VFIN 2024-1A A                             | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    634977 | PA      | $639239.67    | 0.03%             | 2037-06-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS MORTGAGE TRUST 2024-C26 BBCMS 2024-C26 C                                    | CUSIP: 05555AAK1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1300000 | PA      | $1267666.79   | 0.05%             | 2057-05-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                                         | SOUTHERN CALIFORNIA EDISON CO 3.650000% 06/01/2051                                | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2013913.23   | 0.08%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WKJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $814901.46    | 0.03%             | 2054-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Citibank National Association                                                              | CITIBANK NA 4.876000% 11/19/2027                                                  | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1424212.19   | 0.06%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2006-20G 1                       | CUSIP: 83162CQK2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       755 | PA      | $755.25       | 0.00%             | 2026-07-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                   | EUROPEAN INVESTMENT BANK 0.875000% 05/17/2030                                     | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   3500000 | PA      | $3029492.48   | 0.13%             | 2030-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                                                     | NSTAR ELECTRIC CO 3.100000% 06/01/2051                                            | CUSIP: 67021CAQ0<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    175000 | PA      | $114174.60    | 0.00%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                          | NATWEST GROUP PLC 8.000000% MATURITY: PERPETUAL                                   | CUSIP: 780099CK1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | NUSS              | GB        |   2390000 | PA      | $2396323.94   | 0.10%             | 2173-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                                 | UNUM GROUP 6.750000% 12/15/2028                                                   | CUSIP: 903192AA0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    465000 | PA      | $491231.34    | 0.02%             | 2028-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                           | SAN DIEGO GAS & ELECTRIC CO 2.950000% 08/15/2051                                  | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1535680.78   | 0.06%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| International Development Association                                                      | INTERNATIONAL DEVELOPMENT ASSOCIATION 144A 0.875000% 04/28/2026                   | CUSIP: 45939EAD2<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $970001.08    | 0.04%             | 2026-04-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S.A.                                                                | TYCO ELECTRONICS GROUP SA 4.625000% 02/01/2030                                    | CUSIP: 902133BA4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | NUSS              | CH        |   1025000 | PA      | $1031009.75   | 0.04%             | 2030-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G60480                                                   | CUSIP: 31335AQ92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    142873 | PA      | $139934.74    | 0.01%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                                   | HYATT HOTELS CORP 5.750000% 03/30/2032                                            | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    395000 | PA      | $395005.33    | 0.02%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                    | CANADIAN IMPERIAL BANK OF COMMERCE 4.857000% 03/30/2029                           | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | NUSS              | CA        |   1475000 | PA      | $1486643.56   | 0.06%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                                                             | CITIZENS FINANCIAL GROUP INC 5.841000% 01/23/2030                                 | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1218148.27   | 0.05%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.875000% 05/15/2043                                              | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5705000 | PA      | $4434300.36   | 0.19%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                           | SMB PRIVATE EDUCATION LOAN TRUST 2018-A SMB 2018-A A2A                            | CUSIP: 78449PAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    346867 | PA      | $341889.10    | 0.01%             | 2036-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)                                                                   | NATURE CONSERVANCY/THE 3.957000% 03/01/2052                                       | CUSIP: 63902HBF5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $1956150.80   | 0.08%             | 2052-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-H09 FG                          | CUSIP: 38380LUC5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    303043 | PA      | $305402.97    | 0.01%             | 2069-05-20      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-S3 SDART 2024-S3 R2                   | CUSIP: 80288CAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1411838 | PA      | $1410716.77   | 0.06%             | 2028-10-16      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                         | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.300000% 01/30/2032           | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   1655000 | PA      | $1462316.67   | 0.06%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7368                                                      | CUSIP: 36179WFH6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1058676 | PA      | $938051.18    | 0.04%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G60701                                                   | CUSIP: 31335AX60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     70417 | PA      | $68896.84     | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                                 | TORONTO-DOMINION BANK/THE 5.298000% 01/30/2032                                    | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |    900000 | PA      | $915880.99    | 0.04%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-H24 FQ                          | CUSIP: 38375U3B4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    636888 | PA      | $641441.99    | 0.03%             | 2067-11-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                  | AT&T INC 4.350000% 06/15/2045                                                     | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2198742.79   | 0.09%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ambipar Lux S.a r.l.                                                                       | AMBIPAR LUX SARL 144A 9.875000% 02/06/2031                                        | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | NUSS              | BR        |    490000 | PA      | $470295.88    | 0.02%             | 2031-02-06      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-20 IC                           | CUSIP: 38381RAQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1663692 | PA      | $356186.16    | 0.01%             | 2049-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST                                                               | WORLD OMNI SELECT AUTO TRUST 2024-A WOSAT 2024-A A3                               | CUSIP: 98164LAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    460000 | PA      | $463218.11    | 0.02%             | 2030-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 BT1891                                                      | CUSIP: 3617MQC46<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1399073 | PA      | $1170472.74   | 0.05%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN ZERO COUPON 03/31/2027         | CUSIP: 45906M3A7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2360652.50   | 0.10%             | 2027-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANQUE DEVELOPPT CONSEIL EUROPE 9                                                          | COUNCIL OF EUROPE DEVELOPMENT BANK 3.000000% 06/16/2025                           | CUSIP: 222213BA7<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $998074.72    | 0.04%             | 2025-06-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                          | CAPITAL ONE FINANCIAL CORP 6.312000% 06/08/2029                                   | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $364372.02    | 0.02%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                      | DOMINION ENERGY INC 5.450000% 03/15/2035                                          | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1644800.78   | 0.07%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA3580                                                        | CUSIP: 3133KJ6R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1105417 | PA      | $888909.42    | 0.04%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                               | UBS GROUP AG 144A 3.875000% MATURITY: PERPETUAL                                   | CUSIP: 902613AG3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |   2970000 | PA      | $2865650.83   | 0.12%             | 2173-12-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD7528                                                        | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1209156 | PA      | $976076.46    | 0.04%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                  | OBX 2022-NQM1 TRUST OBX 2022-NQM1 M1                                              | CUSIP: 67114VAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1010000 | PA      | $713696.30    | 0.03%             | 2061-11-25      | Floating      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| HP INC.                                                                                    | HP INC 6.100000% 04/25/2035                                                       | CUSIP: 40434LAS4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    880000 | PA      | $888617.11    | 0.04%             | 2035-04-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY MTN 2.239000% 07/21/2032                                           | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1449547.70   | 0.06%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2001-T1 FNGT 2001-T1 A1                                  | CUSIP: 31358S4W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     99051 | PA      | $99727.08     | 0.00%             | 2040-10-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CPTS MORTGAGE TRUST                                                                        | CENTURY PLAZA TOWERS 2019-CPT CPTS 2019-CPT C                                     | CUSIP: 12654YAG4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $432067.30    | 0.02%             | 2039-11-13      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 10/31/2029                                              | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   6770000 | PA      | $6889797.25   | 0.29%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                   | BENCHMARK 2024-V7 MORTGAGE TRUST BMARK 2024-V7 A3                                 | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400000 | PA      | $421347.56    | 0.02%             | 2056-05-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| TOLEDO LUCAS CNTY OHIO PORT AUTH DEV REV                                                   | TOLEDO-LUCAS CNTY OH PORT AUTH TOLEDO-LUCAS COUNTY PORT AUTHORITY                 | CUSIP: 889251JM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1322834.90   | 0.06%             | 2044-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| State of California                                                                        | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    675000 | PA      | $784259.96    | 0.03%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL9781                                                         | CUSIP: 3138ER2P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     52282 | PA      | $51550.21     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                  | ARES CAPITAL CORP 5.800000% 03/08/2032                                            | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    580000 | PA      | $566933.32    | 0.02%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8244                                                        | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.02         | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                                        | HOTWIRE FUNDING LLC HWIRE 2024-1A A2                                              | CUSIP: 44148JAH2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1820000 | PA      | $1844135.57   | 0.08%             | 2054-06-20      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Union Pacific Railroad Company 2005-1 Pass Through Trust                                   | UNION PACIFIC RAILROAD CO 2005 PASS THROUGH TRUST 5.082000% 01/02/2029            | CUSIP: 90783VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9755 | PA      | $9825.75      | 0.00%             | 2029-01-02      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2021-2 VERUS 2021-2 M1                                 | CUSIP: 92538FAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2910000 | PA      | $2279793.52   | 0.10%             | 2066-02-25      | Floating      | 2.19%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                      | SUMITOMO MITSUI FINANCIAL GROUP INC 5.632000% 01/15/2035                          | CUSIP: 86562MDU1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | NUSS              | JP        |    705000 | PA      | $723938.94    | 0.03%             | 2035-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7367                                                      | CUSIP: 36179WFG8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    726330 | PA      | $619367.15    | 0.03%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BR2619                                                         | CUSIP: 3140L04D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1101438 | PA      | $885179.32    | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-1 WLAKE 2023-1A D                      | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1925000 | PA      | $1972780.62   | 0.08%             | 2028-11-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Banco Centroamericano de Integracion Economica                                             | CENTRAL AMERICAN BANK FOR ECONOMIC INTEGRATION 144 5.000000% 02/09/2026           | CUSIP: 15238PAH9<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $502484.01    | 0.02%             | 2026-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                    | HYUNDAI CAPITAL AMERICA 144A 5.150000% 03/27/2030                                 | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1914401.76   | 0.08%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5749                                                         | CUSIP: 3138ENL72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    158971 | PA      | $157229.30    | 0.01%             | 2042-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC                                                   | SIERRA TIMESHARE 2024-1 RECEIVABLES FUNDING LLC SRFC 2024-1A C                    | CUSIP: 826935AC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    985458 | PA      | $998490.35    | 0.04%             | 2043-01-20      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2021-R3 VERUS 2021-R3 M1                               | CUSIP: 92538EAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2745000 | PA      | $2390543.09   | 0.10%             | 2064-04-25      | Floating      | 2.41%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                        | FRONTIER ISSUER LLC FYBR 2023-1 A2                                                | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1015632.30   | 0.04%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                                 | TORONTO-DOMINION BANK/THE 5.146000% 09/10/2034                                    | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |   2825000 | PA      | $2799073.28   | 0.12%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY 3.217000% 04/22/2042                                               | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1185380.68   | 0.05%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                       | ONEMAIN FINANCE CORP 6.625000% 05/15/2029                                         | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    850000 | PA      | $852511.73    | 0.04%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 545874                                                         | CUSIP: 31385JMX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3575 | PA      | $3684.49      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                             | BLACKSTONE PRIVATE CREDIT FUND 6.000000% 01/29/2032                               | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252434.84    | 0.01%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA8099                                                         | CUSIP: 3140QF7M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    461838 | PA      | $372077.33    | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                               | BARCLAYS PLC 5.674000% 03/12/2028                                                 | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |   1340000 | PA      | $1365340.97   | 0.06%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 735415                                                         | CUSIP: 31402RAQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5950 | PA      | $6257.57      | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.250000% 11/15/2034                                              | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3195000 | PA      | $3219461.72   | 0.14%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7135                                                      | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1993823 | PA      | $1626936.32   | 0.07%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                                         | BMO 2023-C7 MORTGAGE TRUST BMO 2023-C7 C                                          | CUSIP: 05593FAK4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2250000 | PA      | $2361470.85   | 0.10%             | 2056-12-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                                              | TRANSCANADA PIPELINES LTD 4.625000% 03/01/2034                                    | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | NUSS              | CA        |   1345000 | PA      | $1262750.00   | 0.05%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK, NATIONAL ASSOCIATION                                                     | FIFTH THIRD BANK NA 4.967000% 01/28/2028                                          | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    430000 | PA      | $432436.30    | 0.02%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3 SDART 2024-3 D                      | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3200000 | PA      | $3266995.52   | 0.14%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD, L.P.                                                                    | CANTOR FITZGERALD LP 144A 7.200000% 12/12/2028                                    | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    750000 | PA      | $789713.10    | 0.03%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.625000% 02/15/2055                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1650000 | PA      | $1632726.56   | 0.07%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                      | BOSTON PROPERTIES LP 3.250000% 01/30/2031                                         | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $2990478.33   | 0.13%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-41 2A                     | CUSIP: 31392MEM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     16998 | PA      | $15955.91     | 0.00%             | 2032-07-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| BANQUE DE MONTREAL                                                                         | BANK OF MONTREAL 5.004000% 01/27/2029                                             | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | NUSS              | CA        |    575000 | PA      | $583033.27    | 0.02%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4 EART 2023-4A D                         | CUSIP: 30166TAF0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1100000 | PA      | $1130096.55   | 0.05%             | 2029-12-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                                        | STWD 2021-LIH MORTGAGE TRUST STWD 2021-LIH AS                                     | CUSIP: 78486EAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $990000.00    | 0.04%             | 2036-11-15      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI HC FINANCE AMERICA LLC                                                          | MITSUBISHI HC FINANCE AMERICA LLC 144A 5.150000% 10/24/2029                       | CUSIP: 606790AC7<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | JP        |   1105000 | PA      | $1119901.58   | 0.05%             | 2029-10-24      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD3875                                                        | CUSIP: 3132E0JU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2454190 | PA      | $2225199.22   | 0.09%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US 5YR NOTE (CBT) JUN25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1095 | NC      | $119568867.19 | 5.03%             |  |  |  | No            |                  1 | On Loan: No      |
| European Investment Bank                                                                   | EUROPEAN INVESTMENT BANK 3.250000% 11/15/2027                                     | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1800000 | PA      | $1781971.13   | 0.07%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G14759                                                   | CUSIP: 3128MDQL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |        66 | PA      | $66.00        | 0.00%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                       | M&T BANK CORP MTN 5.385000% 01/16/2036                                            | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1995388.74   | 0.08%             | 2036-01-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH N H INDL DEV REV                                                         | NATIONAL FIN AUTH NH INDL DEVR NEW HAMPSHIRE BUSINESS FINANCE AUTHORITY           | CUSIP: 63609FAC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $850000.00    | 0.04%             | 2033-07-01      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE-ACES FNA 2021-M1G A2                                                   | CUSIP: 3136BFRV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3100000 | PA      | $2670786.71   | 0.11%             | 2030-11-25      | Floating      | 1.52%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL, INC.                                                             | ZF NORTH AMERICA CAPITAL INC 144A 7.125000% 04/14/2030                            | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | DE        |    320000 | PA      | $294735.87    | 0.01%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                                                           | WORLD OMNI AUTO RECEIVABLES TRUST 2024-C WOART 2024-C A3                          | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $501760.50    | 0.02%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.000000% 02/15/2049                                              | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    615000 | PA      | $457718.55    | 0.02%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                          | INTEL CORP 4.150000% 08/05/2032                                                   | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2303589.88   | 0.10%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AJ5417                                                         | CUSIP: 3138AXAT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     21355 | PA      | $21083.26     | 0.00%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                               | NORFOLK SOUTHERN CORP 5.100000% 05/01/2035                                        | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | NUSS              | US        |    255000 | PA      | $255573.92    | 0.01%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CB3605                                                         | CUSIP: 3140QPAF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1053847 | PA      | $953690.84    | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8647                                                      | CUSIP: 36179XTC0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    583050 | PA      | $572442.04    | 0.02%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                                      | WHIRLPOOL CORP 2.400000% 05/15/2031                                               | CUSIP: 963320AY2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2025086.33   | 0.09%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                                             | PROTECTIVE LIFE GLOBAL FUNDING 144A 4.772000% 12/09/2029                          | CUSIP: 74368CCA0<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    965000 | PA      | $971951.71    | 0.04%             | 2029-12-09      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                                  | BPR TRUST 2022-OANA BPR 2022-OANA A                                               | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    235000 | PA      | $235151.34    | 0.01%             | 2037-04-15      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM8857                                                         | CUSIP: 3140XCZX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1728756 | PA      | $1396361.81   | 0.06%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CGI INC.                                                                                   | CGI INC 144A 4.950000% 03/14/2030                                                 | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | NUSS              | CA        |   1275000 | PA      | $1279675.03   | 0.05%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8200                                                      | CUSIP: 36179XDD5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   9193739 | PA      | $8580579.40   | 0.36%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                                                        | KINDER MORGAN ENERGY PARTNERS LP 6.500000% 09/01/2039                             | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51587.42     | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2022-C62 WFCM 2022-C62 A4                   | CUSIP: 95003MBS6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    420000 | PA      | $395435.00    | 0.02%             | 2055-04-15      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.000000% 11/15/2041                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1305000 | PA      | $905292.78    | 0.04%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                       | FREMF 2017-K69 MORTGAGE TRUST FREMF 2017-K69 C                                    | CUSIP: 30305KAJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2788000 | PA      | $2703885.20   | 0.11%             | 2049-10-25      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 4283 EW                                                    | CUSIP: 3137B6GQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     94776 | PA      | $93809.61     | 0.00%             | 2043-12-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-48 1A                     | CUSIP: 31392UZ56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    153397 | PA      | $147654.70    | 0.01%             | 2033-07-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                          | NATWEST GROUP PLC 4.964000% 08/15/2030                                            | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | NUSS              | GB        |    580000 | PA      | $581967.67    | 0.02%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | NW RE-REMIC TRUST 2021-FRR1 NW 2021-FRR1 AK88                                     | CUSIP: 62955LAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $2223758.00   | 0.09%             | 2051-12-18      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8347                                                      | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4355557 | PA      | $4185385.63   | 0.18%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA7127                                                        | CUSIP: 3133KN4L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   8824199 | PA      | $7976610.20   | 0.34%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED SECURITIES TRUST                                             | FINANCE OF AMERICA STRUCTURED SECURITIES TRUST 202 FASST 2021-S1 A2               | CUSIP: 31738QAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4518132 | PA      | $4398576.35   | 0.19%             | 2051-07-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| CPTS MORTGAGE TRUST                                                                        | CENTURY PLAZA TOWERS 2019-CPT CPTS 2019-CPT E                                     | CUSIP: 12654YAL3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1609727.40   | 0.07%             | 2039-11-13      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 4.032000% 07/24/2048                                          | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    830000 | PA      | $654120.30    | 0.03%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 889241                                                         | CUSIP: 31410G5A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3282 | PA      | $3403.15      | 0.00%             | 2038-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                                              | STARWOOD PROPERTY TRUST INC 144A 6.500000% 07/01/2030                             | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    380000 | PA      | $382072.16    | 0.02%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                                                        | CBRE SERVICES INC 5.500000% 06/15/2035                                            | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | NUSS              | US        |    415000 | PA      | $412531.14    | 0.02%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                      | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.125000% 07/01/2049           | CUSIP: 161175BS2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    725000 | PA      | $565469.60    | 0.02%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                          | CAPITAL ONE FINANCIAL CORP 5.268000% 05/10/2033                                   | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1297349.42   | 0.05%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMIC TRUST 2002-W6 FNW 2002-W6 2A1                                    | CUSIP: 31392DF49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4146 | PA      | $4128.10      | 0.00%             | 2042-06-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                        | FRONTIER ISSUER LLC FYBR 2023-1 C                                                 | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1048461.90   | 0.04%             | 2053-08-20      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FUNDING LLC                                                                  | PG&E RECOVERY FUNDING LLC 5.529000% 06/01/2049                                    | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2459085.48   | 0.10%             | 2049-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07775                                                   | CUSIP: 3128M96L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     99551 | PA      | $97649.36     | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.250000% 02/15/2054                                              | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    849000 | PA      | $787447.50    | 0.03%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 2295 BD                                                    | CUSIP: 3133TRQM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      6419 | PA      | $6591.94      | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                                       | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UVL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3090000 | PA      | $2711896.48   | 0.11%             | 2033-06-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G60034                                                   | CUSIP: 31335ABB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    503477 | PA      | $488928.99    | 0.02%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                                                            | SAN FRANCISCO CA CITY & CNTY CITY & COUNTY OF SAN FRANCISCO CA                    | CUSIP: 79773KME1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2000492.80   | 0.08%             | 2025-06-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 08/15/2033                                              | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  41610000 | PA      | $41083373.44  | 1.73%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AI8900                                                         | CUSIP: 3138AN3J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     27475 | PA      | $27680.14     | 0.00%             | 2031-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG H09117                                                   | CUSIP: 3128UNDW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1071 | PA      | $1099.08      | 0.00%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849536                                               | CUSIP: 31300MSZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     21137 | PA      | $21797.66     | 0.00%             | 2044-11-01      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                                   | OCTANE RECEIVABLES TRUST 2024-3 OCTL 2024-3A D                                    | CUSIP: 67571GAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1950000 | PA      | $1947534.03   | 0.08%             | 2031-10-20      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                             | BNP PARIBAS SA 144A 5.283000% 11/19/2030                                          | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |   1530000 | PA      | $1545364.67   | 0.07%             | 2030-11-19      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | INT DEVELOPMENT FIN CORP 1.790000% 10/15/2029                                     | CUSIP: 90376PAD3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    273654 | PA      | $260279.46    | 0.01%             | 2029-10-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SB0464                                                        | CUSIP: 3132CWQR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    824933 | PA      | $772420.55    | 0.03%             | 2036-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.375000% 02/15/2042                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    870000 | PA      | $637852.73    | 0.03%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                                                   | EASTMAN CHEMICAL CO 5.000000% 08/01/2029                                          | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    480000 | PA      | $482997.23    | 0.02%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA, INC.                                                                          | CRH AMERICA INC 144A 3.875000% 05/18/2025                                         | CUSIP: 12626PAM5<br>LEI: 549300RN11MJ182CNF63 | Long             | DBT              | CORP              | US        |    700000 | PA      | $699495.71    | 0.03%             | 2025-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 3143 BC                                                    | CUSIP: 31396NG75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     90798 | PA      | $94951.98     | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                       | FREMF 2018-K83 MORTGAGE TRUST FREMF 2018-K83 C                                    | CUSIP: 302958AQ6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2890000 | PA      | $2801509.93   | 0.12%             | 2051-11-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| OPEC Fund for International Development                                                    | OPEC FUND FOR INTERNATIONAL DEVELOPMENT/THE MTN 4.500000% 01/26/2026              | CUSIP: A6S71TAB2<br>LEI: HHX3T53LK1P186EUNV37 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1501855.10   | 0.06%             | 2026-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL6872                                                         | CUSIP: 3138EPT61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    165619 | PA      | $170837.88    | 0.01%             | 2045-05-01      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7534                                                      | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1402984 | PA      | $1195878.68   | 0.05%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD1556                                                        | CUSIP: 3132DNWR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4420306 | PA      | $3509223.20   | 0.15%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banque africaine de developpement                                                          | AFRICAN DEVELOPMENT BANK 5.750000% MATURITY: PERPETUAL                            | CUSIP: 008281BF3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   3750000 | PA      | $3584103.00   | 0.15%             | 2173-08-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2006-20H 1                       | CUSIP: 83162CQL0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       474 | PA      | $475.54       | 0.00%             | 2026-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.625000% 09/30/2031                                              | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  14825000 | PA      | $14600308.59  | 0.61%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank N.V.                                                           | NEDERLANDSE WATERSCHAPSBANK NV 144A 4.500000% 01/16/2030                          | CUSIP: 639832AJ3<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |   1000000 | PA      | $1025894.92   | 0.04%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LIMITED                                                      | MACQUARIE AIRFINANCE HOLDINGS LTD 144A 5.200000% 03/27/2028                       | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | NUSS              | GB        |    600000 | PA      | $599091.95    | 0.03%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 2.956000% 05/13/2031                                          | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $2943098.27   | 0.12%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8196                                                        | CUSIP: 3132DWC92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    463254 | PA      | $420062.96    | 0.02%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RJ0713                                                        | CUSIP: 3142GQYK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1672379 | PA      | $1730459.22   | 0.07%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                                                   | COX COMMUNICATIONS INC 144A 3.350000% 09/15/2026                                  | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    575000 | PA      | $566044.09    | 0.02%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 745942                                                         | CUSIP: 31403DWB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      8491 | PA      | $8805.21      | 0.00%             | 2034-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION                                   | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 4.150000% 12/15/2032            | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   5220000 | PA      | $4929778.02   | 0.21%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.625000% 05/15/2053                                              | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    165000 | PA      | $136556.84    | 0.01%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD3937                                                        | CUSIP: 3132E0LS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2426756 | PA      | $2047204.66   | 0.09%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM4422                                                         | CUSIP: 3140X74G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1629069 | PA      | $1374457.19   | 0.06%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                                         | FORD MOTOR CO 6.100000% 08/19/2032                                                | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $961454.20    | 0.04%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORPORATION                                                               | BLUE OWL CAPITAL CORP 2.875000% 06/11/2028                                        | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1377369.65   | 0.06%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                    | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 3.100000% 03/15/2032                       | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4055451.21   | 0.17%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                                   | OCTANE RECEIVABLES TRUST 2023-2 OCTL 2023-2A C                                    | CUSIP: 67571QAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3580000 | PA      | $3640928.74   | 0.15%             | 2031-06-20      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING V LLC                                                               | VIVINT SOLAR FINANCING VII LLC VSLR 2020-1A A                                     | CUSIP: 92855HAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1190266 | PA      | $1057355.86   | 0.04%             | 2051-07-31      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LENDING COMPANY, L.P.                                                      | ATLAS WAREHOUSE LENDING CO LP 144A 6.250000% 01/15/2030                           | CUSIP: 049463AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $445287.20    | 0.02%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7255                                                      | CUSIP: 36179WBY3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2541528 | PA      | $2167043.61   | 0.09%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                         | ORACLE CORP 3.900000% 05/15/2035                                                  | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2167675.80   | 0.09%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 4319 MA                                                    | CUSIP: 3137B8LR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     98131 | PA      | $97714.61     | 0.00%             | 2044-03-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Owens & Minor, Inc.                                                                        | OWENS & MINOR INC 144A 10.000000% 04/15/2030                                      | CUSIP: 690732AH5<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    635000 | PA      | $655206.98    | 0.03%             | 2030-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849207                                               | CUSIP: 31300MGQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      2194 | PA      | $2273.19      | 0.00%             | 2042-08-01      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                        | PENFED AUTO RECEIVABLES OWNER TRUST PNFED 2024-A A3                               | CUSIP: 70687FAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    340000 | PA      | $341529.42    | 0.01%             | 2029-06-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7989                                                      | CUSIP: 36179W2W7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3909364 | PA      | $3555558.04   | 0.15%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849506                                               | CUSIP: 31300MR39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    222305 | PA      | $229919.53    | 0.01%             | 2044-11-01      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMIC TRUST 2001-W3 FNW 2001-W3 A                                      | CUSIP: 3139216F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     52540 | PA      | $52731.97     | 0.00%             | 2041-09-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                          | CAPITAL ONE FINANCIAL CORP 6.377000% 06/08/2034                                   | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1163110.85   | 0.05%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                                                          | NFE FINANCING LLC MTN 12.000000% 11/15/2029                                       | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3549600 | PA      | $2443300.07   | 0.10%             | 2029-11-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5281                                                         | CUSIP: 3138EM2P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     37444 | PA      | $38686.41     | 0.00%             | 2044-05-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| NORDSTROM, INC.                                                                            | NORDSTROM INC 6.950000% 03/15/2028                                                | CUSIP: 655664AH3<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    865000 | PA      | $870231.52    | 0.04%             | 2028-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                                                        | KINDER MORGAN INC 5.150000% 06/01/2030                                            | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    470000 | PA      | $473870.21    | 0.02%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                      | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.100000% 06/01/2029           | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1687998.04   | 0.07%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED SECURITIES TRUST                                             | FASST 2021-JR1 A2 2% 04/25/2051                                                   | CUSIP: 31739MAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2338857 | PA      | $2316828.77   | 0.10%             | 2051-04-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07943                                                   | CUSIP: 3128MAEQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    360967 | PA      | $353921.30    | 0.01%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL7545                                                         | CUSIP: 3138EQL34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     47072 | PA      | $46638.50     | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                       | GLENCORE FUNDING LLC 144A 6.375000% 10/06/2030                                    | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |    390000 | PA      | $415425.02    | 0.02%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC.                                                                      | FREEPORT-MCMORAN INC 5.250000% 09/01/2029                                         | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1532000 | PA      | $1544421.46   | 0.06%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                                             | CME GROUP INC 4.400000% 03/15/2030                                                | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1481834.32   | 0.06%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP MTN 4.450000% 03/03/2026                                     | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1273709.57   | 0.05%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS, INC.                                                                         | SBL HOLDINGS INC 144A 7.200000% 10/30/2034                                        | CUSIP: 78397DAD0<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    835000 | PA      | $781957.45    | 0.03%             | 2034-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-51 2A                     | CUSIP: 31392W7D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     39805 | PA      | $41394.88     | 0.00%             | 2042-08-25      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                 | MIDAMERICAN ENERGY CO 5.850000% 09/15/2054                                        | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    975000 | PA      | $987106.23    | 0.04%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2001-T10 FNGT 2001-T10 A1                                | CUSIP: 3139216A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     61499 | PA      | $62816.42     | 0.00%             | 2041-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CB3576                                                         | CUSIP: 3140QN6N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    879400 | PA      | $769167.71    | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                                               | US BANCORP 5.300000% MATURITY: PERPETUAL                                          | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1808323.43   | 0.08%             | 2174-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7987                                                      | CUSIP: 36179W2U1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2277406 | PA      | $1937792.67   | 0.08%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                  | OBX 2021-NQM4 TRUST OBX 2021-NQM4 M1                                              | CUSIP: 67115DAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1750000 | PA      | $1162317.45   | 0.05%             | 2061-10-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC FINANCE ISSUANCE TRUST                                                            | REPUBLIC FINANCE ISSUANCE TRUST 2024-A REPS 2024-A A                              | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    405000 | PA      | $411357.73    | 0.02%             | 2032-08-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM4714                                                         | CUSIP: 3140X8GY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5400105 | PA      | $4538438.96   | 0.19%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                    | HYUNDAI CAPITAL AMERICA 144A 6.100000% 09/21/2028                                 | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1038686.76   | 0.04%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| WLB ASSET II D PTE. LTD.                                                                   | WLB ASSET II D PTE LTD 144A 6.500000% 12/21/2026                                  | CUSIP: ZN8384739<br>LEI: 549300RHQSFI6RYM6N43 | Long             | DBT              | NUSS              | SG        |   2500000 | PA      | $2383384.90   | 0.10%             | 2026-12-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE-ACES FNA 2021-M3G A2                                                   | CUSIP: 3136BG3C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2000000 | PA      | $1703964.80   | 0.07%             | 2031-01-25      | Floating      | 1.29%                 | No            |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                                                      | COCA-COLA CO/THE 1.450000% 06/01/2027                                             | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23785.80     | 0.00%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                              | FORD MOTOR CREDIT CO LLC 3.375000% 11/13/2025                                     | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444733.69    | 0.02%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                             | CITIGROUP INC 4.450000% 09/29/2027                                                | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1914235.89   | 0.08%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                                       | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE 4.875000% 09/14/2026                     | CUSIP: 04522KAK2<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1014082.15   | 0.04%             | 2026-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                                 | 3M CO 4.800000% 03/15/2030                                                        | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    870000 | PA      | $877826.81    | 0.04%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4732                                                         | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.01         | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AW4314                                                         | CUSIP: 3138XTYL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     79217 | PA      | $81910.13     | 0.00%             | 2044-04-01      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G03771                                                   | CUSIP: 3128M5QY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       574 | PA      | $599.47       | 0.00%             | 2038-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Family Forest Impact Foundation, LLC                                                       | FAMILY FOREST IMPACT FOUNDATION LLC 5.500000% 07/01/2032                          | CUSIP: 30701VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1237303.38   | 0.05%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                                                        | DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 6.600000% 06/01/2036                   | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    650000 | PA      | $637390.00    | 0.03%             | 2036-06-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-SVEN WFCM 2024-SVEN A                  | CUSIP: 949937AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1650000 | PA      | $1700319.06   | 0.07%             | 2037-06-10      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA2962                                                         | CUSIP: 31418CJG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    280630 | PA      | $272006.03    | 0.01%             | 2037-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                                                     | TIME WARNER CABLE LLC 6.750000% 06/15/2039                                        | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $797191.06    | 0.03%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                      | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.125000% 07/01/2049           | CUSIP: 161175BS2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $958169.80    | 0.04%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-S2 SDART 2024-S2 R1                   | CUSIP: 80287MAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5654391 | PA      | $5650844.72   | 0.24%             | 2028-12-16      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.000000% 12/15/2027                                              | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  18240000 | PA      | $18434512.45  | 0.78%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS, LLC                                                                 | MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECT 6.500000% 06/20/2027           | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3582000 | PA      | $3593225.99   | 0.15%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                      | KEURIG DR PEPPER INC 5.150000% 05/15/2035                                         | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | NUSS              | US        |    310000 | PA      | $308921.00    | 0.01%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.875000% 11/15/2051                                              | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3200000 | PA      | $1801000.00   | 0.08%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-S1 SDART 2023-S1 R1                   | CUSIP: 80286QAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1850984 | PA      | $1869254.31   | 0.08%             | 2028-04-18      | Fixed         | 8.14%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL6720                                                         | CUSIP: 3138EPPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    451902 | PA      | $447271.18    | 0.02%             | 2034-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GPS BLUE FINANCING DESIGNATED ACTIVITY COMPANY                                             | GPS BLUE FINANCING DAC 144A 5.645000% 11/09/2041                                  | CUSIP: 38403FAA7<br>LEI: 635400J1S8CE6RWLCE97 | Long             | DBT              | NUSS              | EC        |   2500000 | PA      | $2437000.00   | 0.10%             | 2041-11-09      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORPORATION                                                                   | USAA CAPITAL CORP 144A 2.125000% 05/01/2030                                       | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4510274.20   | 0.19%             | 2030-05-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-2 WLAKE 2024-2A D                      | CUSIP: 96042YAG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1005000 | PA      | $1021342.51   | 0.04%             | 2030-04-15      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9242                                                      | CUSIP: 36179YHT4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4423301 | PA      | $4496533.63   | 0.19%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4600                                                         | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2755348 | PA      | $2484757.57   | 0.10%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM8348                                                         | CUSIP: 3140XCH27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    965208 | PA      | $813825.31    | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G06570                                                   | CUSIP: 3128M8T38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     11161 | PA      | $11682.38     | 0.00%             | 2039-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRUST                                                      | MISSION LANE CREDIT CARD MASTER TRUST MLANE 2024-B A                              | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    610000 | PA      | $613554.71    | 0.03%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9489                                                      | CUSIP: 36179YRJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  17681524 | PA      | $17945389.27  | 0.76%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                               | PAGAYA AI DEBT GRANTOR TRUST 2024-10 PAID 2024-10 D                               | CUSIP: 69544MAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3449708 | PA      | $3454410.03   | 0.15%             | 2032-06-15      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RJ0867                                                        | CUSIP: 3142GQ6D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1609421 | PA      | $1682201.34   | 0.07%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                                           | NIAGARA MOHAWK POWER CORP 144A 1.960000% 06/27/2030                               | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3053254.93   | 0.13%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                                                                      | SBNA AUTO LEASE TRUST 2024-C SBALT 2024-C A3                                      | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    195000 | PA      | $195222.81    | 0.01%             | 2028-02-22      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC.                                                                                  | AT&T INC 2.550000% 12/01/2033                                                     | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123627.73    | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                    | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A 5.625000% 01/13/2035                 | CUSIP: 233853BF6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | DE        |   1545000 | PA      | $1543838.98   | 0.06%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                | HUDSON YARDS 2016-10HY MORTGAGE TRUST HY 2016-10HY A                              | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1750000 | PA      | $1700787.03   | 0.07%             | 2038-08-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                                               | GUARDIAN LIFE GLOBAL FUNDING 144A 4.798000% 04/28/2030                            | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    940000 | PA      | $950875.51    | 0.04%             | 2030-04-28      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                                | PROSUS NV 144A 4.850000% 07/06/2027                                               | CUSIP: 62856RAD7<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | NUSS              | CN        |    500000 | PA      | $498125.00    | 0.02%             | 2027-07-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                             | CITIGROUP INC 2.666000% 01/29/2031                                                | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $2002760.27   | 0.08%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849096                                               | CUSIP: 31300MC92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      3995 | PA      | $4121.00      | 0.00%             | 2041-10-01      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2024-3 GCAR 2024-3A B                           | CUSIP: 37989AAG9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    365000 | PA      | $366970.71    | 0.02%             | 2029-01-16      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                                               | MASSMUTUAL GLOBAL FUNDING II MTN 4.950000% 01/10/2030                             | CUSIP: 57629TBV8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1452733.20   | 0.06%             | 2030-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                                 | CONSTELLATION BRANDS INC 4.800000% 05/01/2030                                     | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | NUSS              | US        |    315000 | PA      | $315036.48    | 0.01%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                             | BNP PARIBAS SA MTN 4.375000% 05/12/2026                                           | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |    250000 | PA      | $248370.10    | 0.01%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5407                                                         | CUSIP: 3138ENAH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     35853 | PA      | $36964.14     | 0.00%             | 2044-06-01      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                            | INTER-AMERICAN DEVELOPMENT BANK MTN 1.125000% 01/13/2031                          | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2147460.60   | 0.09%             | 2031-01-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SHOPS AT CRYSTALS TRUST                                                                    | SHOPS AT CRYSTALS TRUST 2016-CSTL SHOPS 2016-CSTL C                               | CUSIP: 82510WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2800000 | PA      | $2714967.92   | 0.11%             | 2036-07-05      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH, INC.                                                                      | CARDINAL HEALTH INC 5.000000% 11/15/2029                                          | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1573860.56   | 0.07%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                 | MIDAMERICAN ENERGY CO 4.250000% 07/15/2049                                        | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $995563.39    | 0.04%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                                        | ANTARES HOLDINGS LP 144A 6.350000% 10/23/2029                                     | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | CA        |    720000 | PA      | $716854.59    | 0.03%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   7103281 | PA      | $7103281.12   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL4002                                                         | CUSIP: 3138ELNU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2708 | PA      | $2782.71      | 0.00%             | 2043-08-01      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 03/15/2028                                              | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2070000 | PA      | $2086980.46   | 0.09%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                 | ANGLO AMERICAN CAPITAL PLC 144A 2.625000% 09/10/2030                              | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |    500000 | PA      | $444921.36    | 0.02%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 889072                                                         | CUSIP: 31410GW90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     11354 | PA      | $11989.43     | 0.00%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.000000% 10/31/2029                                              | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   4922000 | PA      | $4982755.94   | 0.21%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST                                                     | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2024-2 GSKY 2024-2 A4                      | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    114763 | PA      | $115268.89    | 0.00%             | 2059-10-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                            | SANTANDER UK GROUP HOLDINGS PLC 5.694000% 04/15/2031                              | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | NUSS              | GB        |    945000 | PA      | $967348.58    | 0.04%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8648                                                      | CUSIP: 36179XTD8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1683035 | PA      | $1686047.64   | 0.07%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 745869                                                         | CUSIP: 31403DT25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       132 | PA      | $138.15       | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 3.328000% 04/22/2052                                          | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1425296.38   | 0.06%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2006-20B 1                       | CUSIP: 83162CQB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       350 | PA      | $350.11       | 0.00%             | 2026-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| IRV TRUST                                                                                  | IRV TRUST 2025-200P IRV 2025-200P C                                               | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2725000 | PA      | $2689576.36   | 0.11%             | 2047-03-14      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS MORTGAGE TRUST 2022-C17 BBCMS 2022-C17 C                                    | CUSIP: 054976AL9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2200000 | PA      | $2061321.90   | 0.09%             | 2055-09-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                             | BNP PARIBAS SA 144A 1.675000% 06/30/2027                                          | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |   2450000 | PA      | $2367666.16   | 0.10%             | 2027-06-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                               | BARCLAYS PLC 5.690000% 03/12/2030                                                 | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |   1240000 | PA      | $1273951.68   | 0.05%             | 2030-03-12      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                                | TRUIST BANK 4.632000% 09/17/2029                                                  | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2735000 | PA      | $2675936.88   | 0.11%             | 2029-09-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                       | GLENCORE FUNDING LLC 144A 5.893000% 04/04/2054                                    | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |   1930000 | PA      | $1820185.47   | 0.08%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                      | REPUBLIC OF COLOMBIA 8.750000% 11/14/2053                                         | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1375000 | PA      | $1314214.10   | 0.06%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UNICREDIT, SOCIETA PER AZIONI                                                              | UNICREDIT SPA MTN 7.296000% 04/02/2034                                            | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | NUSS              | IT        |   2400000 | PA      | $2509928.18   | 0.11%             | 2034-04-02      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 5133 BD                                                    | CUSIP: 3137H1MA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2222285 | PA      | $2061208.23   | 0.09%             | 2041-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BU8845                                                         | CUSIP: 3140MAZK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.03         | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2020-61 NI                                                  | CUSIP: 3136BBF98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1680189 | PA      | $273720.54    | 0.01%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST                                                 | SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-5A SFAVE 2015-5AVE C              | CUSIP: 78413MAN8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2565000 | PA      | $2134064.10   | 0.09%             | 2043-01-05      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                                                   | COX COMMUNICATIONS INC 144A 1.800000% 10/01/2030                                  | CUSIP: 224044CL9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    650000 | PA      | $553729.59    | 0.02%             | 2030-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                     | FEDERAL HOME LOAN MTGE CORP MU FREDDIE MAC MULTIFAMILY ML CERTIFICATES            | CUSIP: 3137H9MG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    682902 | PA      | $647630.11    | 0.03%             | 2038-08-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTH DAKOTA HSG DEV AUTH                                                                  | SOUTH DAKOTA ST HSG DEV AUTH SOUTH DAKOTA HOUSING DEVELOPMENT AUTHORITY           | CUSIP: 83756CY90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $266108.02    | 0.01%             | 2053-05-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7768                                                      | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4948386 | PA      | $4375481.20   | 0.18%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                            | INTER-AMERICAN DEVELOPMENT BANK MTN 3.500000% 04/12/2033                          | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2390319.63   | 0.10%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                     | CVS HEALTH CORP 3.750000% 04/01/2030                                              | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166248.77    | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL7205                                                         | CUSIP: 3138EQAF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    107506 | PA      | $106357.03    | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                           | OCCIDENTAL PETROLEUM CORP 6.625000% 09/01/2030                                    | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1344573.17   | 0.06%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-29 AE                           | CUSIP: 38381KAJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2924319 | PA      | $2805403.47   | 0.12%             | 2064-05-16      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 889984                                                         | CUSIP: 31410KXM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     10412 | PA      | $10938.20     | 0.00%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                      | WELLS FARGO & CO MTN 3.350000% 03/02/2033                                         | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    525000 | PA      | $470878.54    | 0.02%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                                      | VALE OVERSEAS LTD 6.400000% 06/28/2054                                            | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | NUSS              | BR        |    880000 | PA      | $849607.09    | 0.04%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9363                                                      | CUSIP: 36179YML5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3864313 | PA      | $3926377.26   | 0.17%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                             | BLACKSTONE PRIVATE CREDIT FUND 2.625000% 12/15/2026                               | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2729288.90   | 0.11%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HAWAII ST DEPT BUSINESS ECONOMIC DEV & TOURISM GREEN ENERGY MKT SECURITIZATION             | HAWAII ST DEPT BUSINESS ECON D STATE OF HAWAII DEPARTMENT OF BUSINESS ECONOMIC DE | CUSIP: 41980UAB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    737744 | PA      | $721545.96    | 0.03%             | 2031-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.250000% 06/30/2029                                              | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  14210000 | PA      | $14503636.29  | 0.61%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                 | CSMC 2021-NQM5 TRUST CSMC 2021-NQM5 M1                                            | CUSIP: 22946DAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1310000 | PA      | $827020.29    | 0.03%             | 2066-05-25      | Floating      | 2.17%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 1Q1008                                               | CUSIP: 3128S5DM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1223 | PA      | $1252.76      | 0.00%             | 2040-04-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.500000% 11/15/2054                                              | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2960000 | PA      | $2870275.00   | 0.12%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 1Q1313                                               | CUSIP: 3128S5N67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1623 | PA      | $1657.52      | 0.00%             | 2037-09-01      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                  | ARES CAPITAL CORP 2.875000% 06/15/2028                                            | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1225484.71   | 0.05%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BF0171                                                         | CUSIP: 3140FXFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5354719 | PA      | $4990461.82   | 0.21%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                                                   | GS MORTGAGE SECURITIES CORP TRUST 2013-PEMB GSMS 2013-PEMB A                      | CUSIP: 36197VAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    110000 | PA      | $95106.00     | 0.00%             | 2033-03-05      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2021-5 VERUS 2021-5 A2                                 | CUSIP: 92538KAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1898646 | PA      | $1631394.90   | 0.07%             | 2066-09-25      | Floating      | 1.22%                 | Yes           |                  2 | On Loan: No      |
| Prosus N.V.                                                                                | PROSUS NV 144A 3.680000% 01/21/2030                                               | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | NUSS              | CN        |    200000 | PA      | $185356.68    | 0.01%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS3549                                                         | CUSIP: 3140XJ5K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4116301 | PA      | $3434019.71   | 0.14%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citizens Bank, National Association                                                        | CITIZENS BANK NA/PROVIDENCE RI 4.575000% 08/09/2028                               | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    940000 | PA      | $939491.79    | 0.04%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2014-1 KF                                                   | CUSIP: 3136AJAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    174417 | PA      | $172163.71    | 0.01%             | 2044-02-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST ECONOMIC DEV CORP REV                                                          | MARYLAND ST ECON DEV CORP MARYLAND ECONOMIC DEVELOPMENT CORP                      | CUSIP: 574205HW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2248719.98   | 0.09%             | 2057-05-31      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL4980                                                         | CUSIP: 3138EMRA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     13292 | PA      | $13762.12     | 0.00%             | 2044-02-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA3894                                                         | CUSIP: 31418DKG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     94060 | PA      | $93668.05     | 0.00%             | 2031-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 5092 BC                                                    | CUSIP: 3137FYAY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     82225 | PA      | $81643.37     | 0.00%             | 2036-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG V83115                                                   | CUSIP: 3132L8N86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    121374 | PA      | $118152.76    | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CROCKETT PARTNERS EQUIPMENT COMPANY IIA LLC                                                | CROCKETT PARTNERS EQUIPMENT CO IIA LLC EQS 2024-1C A                              | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    571282 | PA      | $580434.85    | 0.02%             | 2031-01-20      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| ENFIN RESIDENTIAL SOLAR RECEIVABLES TRUST                                                  | ENFIN RESIDENTIAL SOLAR RECEIVABLES TRUST 2024-2 ENFIN 2024-2A A                  | CUSIP: 29281EAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1440672 | PA      | $1358404.43   | 0.06%             | 2055-09-20      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5441                                                         | CUSIP: 3138ENBK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     10919 | PA      | $10696.01     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR QE0359                                                        | CUSIP: 3133B9MG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1579905 | PA      | $1431902.95   | 0.06%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                             | ENTERPRISE FLEET FINANCING 2024-3 LLC EFF 2024-3 A4                               | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    840000 | PA      | $857604.80    | 0.04%             | 2031-03-20      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                     | GENERAL MOTORS FINANCIAL CO INC 5.050000% 04/04/2028                              | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1286149.63   | 0.05%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 1.745000% 07/31/2033           | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2515333.04   | 0.11%             | 2033-07-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIERE INC.                                                                        | CDP FINANCIAL INC MTN 1.000000% 05/26/2026                                        | CUSIP: 125094AV4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   2500000 | PA      | $2423255.78   | 0.10%             | 2026-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 05/15/2043                                              | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3615000 | PA      | $3263808.39   | 0.14%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                                    | GA GLOBAL FUNDING TRUST 144A 5.500000% 04/01/2032                                 | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    915000 | PA      | $920789.84    | 0.04%             | 2032-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 555531                                                         | CUSIP: 31385XEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     23304 | PA      | $23896.03     | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA                                    | CUSIP: 01F050650<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              |  | US        |   4500000 | PA      | $4397925.20   | 0.19%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA4119                                                        | CUSIP: 3133KKSG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2062110 | PA      | $1662908.02   | 0.07%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 08/15/2044                                              | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3320000 | PA      | $3077225.00   | 0.13%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                        | ONCOR ELECTRIC DELIVERY CO LLC 0.550000% 10/01/2025                               | CUSIP: 68233JBZ6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $1065974.70   | 0.04%             | 2025-10-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE I SPONSOR LLC                                                     | NEW ECONOMY ASSETS - PHASE 1 SPONSOR LLC USRE 2021-1 A1                           | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1090000 | PA      | $1023321.87   | 0.04%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST                                                               | DC COMMERCIAL MORTGAGE TRUST 2023-DC DC 2023-DC A                                 | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    820000 | PA      | $847257.54    | 0.04%             | 2040-09-12      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                            | AVOLON HOLDINGS FUNDING LTD 144A 4.375000% 05/01/2026                             | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |   1445000 | PA      | $1434071.23   | 0.06%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST                                              | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024 BLAST 2024-3 A3                | CUSIP: 10805NAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    480000 | PA      | $481445.81    | 0.02%             | 2028-04-17      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BM3899                                                         | CUSIP: 3140J8KM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    377960 | PA      | $360271.07    | 0.02%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                             | COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 4.423000% 03/14/2028                   | CUSIP: 20271RAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   1165000 | PA      | $1174958.50   | 0.05%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP.                                                                      | TARGA RESOURCES CORP 6.125000% 05/15/2055                                         | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1101038.47   | 0.05%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CPTS MORTGAGE TRUST                                                                        | CENTURY PLAZA TOWERS 2019-CPT CPTS 2019-CPT B                                     | CUSIP: 12654YAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    733000 | PA      | $653166.70    | 0.03%             | 2039-11-13      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                                                  | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2021-5 GOOD 2021-5CS B                  | CUSIP: 38237HAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2160061 | PA      | $1491202.86   | 0.06%             | 2048-10-20      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 BZ4054                                                      | CUSIP: 3617QYQF5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1403605 | PA      | $1130543.54   | 0.05%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS, LLC                                                              | FORTITUDE GROUP HOLDINGS LLC 144A 6.250000% 04/01/2030                            | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    340000 | PA      | $344614.99    | 0.01%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7937                                                      | CUSIP: 36179WZA9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1862364 | PA      | $1649433.88   | 0.07%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                                                    | MICRON TECHNOLOGY INC 6.050000% 11/01/2035                                        | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    405000 | PA      | $410097.55    | 0.02%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST                                                               | TESLA ELECTRIC VEHICLE TRUST 2023-1 TEVT 2023-1 A4                                | CUSIP: 881943AE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    900000 | PA      | $919302.30    | 0.04%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.750000% 11/15/2043                                              | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5420000 | PA      | $5475893.75   | 0.23%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.750000% 05/31/2029                                              | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   9035000 | PA      | $8723716.06   | 0.37%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                                 | CNH INDUSTRIAL CAPITAL LLC 4.750000% 03/21/2028                                   | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    505000 | PA      | $507124.78    | 0.02%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                                       | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE MTN VARIABLE RATE 08/16/2027             | CUSIP: Y0311ACX0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1006821.91   | 0.04%             | 2027-08-16      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN FINANCE CORPORATION                                                           | NEW MOUNTAIN FINANCE CORP 6.200000% 10/15/2027                                    | CUSIP: 647551AG5<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    550000 | PA      | $549436.05    | 0.02%             | 2027-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                               | NUTRIEN LTD 5.250000% 03/12/2032                                                  | CUSIP: 67077MBF4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | NUSS              | CA        |    845000 | PA      | $850560.24    | 0.04%             | 2032-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.375000% 11/30/2028                                              | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3995000 | PA      | $4092846.30   | 0.17%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 2.956000% 05/13/2031                                          | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    975000 | PA      | $891133.25    | 0.04%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.250000% 06/30/2031                                              | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  20325000 | PA      | $20714033.10  | 0.87%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST                                                            | M&T BANK AUTO RECEIVABLES TRUST 2025-1 MTBAT 2025-1A A3                           | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    290000 | PA      | $292298.69    | 0.01%             | 2030-06-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                                         | HARBOUR ENERGY PLC 144A 6.327000% 04/01/2035                                      | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | NUSS              | GB        |    430000 | PA      | $408509.46    | 0.02%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                    | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A 4.900000% 11/15/2027                 | CUSIP: 58769JAZ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | DE        |   1060000 | PA      | $1066358.23   | 0.04%             | 2027-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7990                                                      | CUSIP: 36179W2X5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     98478 | PA      | $92020.50     | 0.00%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4631                                                         | CUSIP: 31418EED8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2679400 | PA      | $2354663.80   | 0.10%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2009-11 MP                                                  | CUSIP: 31397NNF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4335 | PA      | $4666.95      | 0.00%             | 2049-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AT7040                                                         | CUSIP: 3138WUZE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       997 | PA      | $1025.26      | 0.00%             | 2044-09-01      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                                        | ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.450000% 01/23/2039                           | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |   2020000 | PA      | $2046877.11   | 0.09%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                                    | ROYAL BANK OF CANADA MTN 4.969000% 08/02/2030                                     | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | CA        |     25000 | PA      | $25286.84     | 0.00%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                               | PAGAYA AI DEBT GRANTOR TRUST 2025-1 PAID 2025-1 D                                 | CUSIP: 69544NAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2570000 | PA      | $2562742.58   | 0.11%             | 2032-07-15      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| DEVON FINANCING COMPANY, L.L.C.                                                            | DEVON ENERGY CORP 7.875000% 09/30/2031                                            | CUSIP: 25179SAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    830000 | PA      | $939955.50    | 0.04%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                     | SEMPRA 6.550000% 04/01/2055                                                       | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $942449.57    | 0.04%             | 2055-04-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 725019                                                         | CUSIP: 31402CPC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2265 | PA      | $2330.23      | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 786100                                                      | CUSIP: 3622ABUZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1480040 | PA      | $1253986.34   | 0.05%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                              | GOLDMAN SACHS GROUP INC/THE 4.017000% 10/31/2038                                  | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $1966459.78   | 0.08%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                  | AT&T INC 3.800000% 12/01/2057                                                     | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    750000 | PA      | $517163.36    | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                   | AMERICAN EXPRESS CO 5.016000% 04/25/2031                                          | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1917040.46   | 0.08%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AJ7670                                                         | CUSIP: 3138E0QY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     23653 | PA      | $23315.70     | 0.00%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2010-49 ZJ                                                  | CUSIP: 31398P5L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     35789 | PA      | $35844.41     | 0.00%             | 2040-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                        | SOCIETE GENERALE SA MTN 5.250000% 02/19/2027                                      | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | NUSS              | FR        |   1175000 | PA      | $1183364.85   | 0.05%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BH9347                                                         | CUSIP: 3140GYL56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     88617 | PA      | $90958.35     | 0.00%             | 2047-10-01      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AD0482                                                         | CUSIP: 31418MRC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      9261 | PA      | $9506.61      | 0.00%             | 2039-12-01      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| State of California                                                                        | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $724352.31    | 0.03%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 0.750000% 08/26/2030           | CUSIP: 459058JG9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2128873.25   | 0.09%             | 2030-08-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL2733                                                         | CUSIP: 3138EKBB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     32022 | PA      | $33118.20     | 0.00%             | 2041-07-01      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                          | HSBC HOLDINGS PLC 5.450000% 03/03/2036                                            | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   2045000 | PA      | $2028618.12   | 0.09%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST                                                           | ONEMAIN FINANCIAL ISSUANCE TRUST 2023-1 OMFIT 2023-1A A                           | CUSIP: 68269JAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2050000 | PA      | $2106008.67   | 0.09%             | 2038-06-14      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                              | FORD MOTOR CREDIT CO LLC 6.532000% 03/19/2032                                     | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1799889.28   | 0.08%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| The Arab Energy Fund                                                                       | ARAB ENERGY FUND /THE 5.428000% 05/02/2029                                        | CUSIP: N/A<br>LEI: 213800A54KIUYH5YD185       | Long             | DBT              | NUSS              | XX        |   2750000 | PA      | $2832401.00   | 0.12%             | 2029-05-02      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                                              | STARWOOD PROPERTY TRUST INC 144A 6.500000% 10/15/2030                             | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    420000 | PA      | $423150.00    | 0.02%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5861                                                         | CUSIP: 3138ENQP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4796 | PA      | $4806.48      | 0.00%             | 2031-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                   | BX TRUST 2024-VLT4 BX 2024-VLT4 A                                                 | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    685000 | PA      | $679860.72    | 0.03%             | 2029-07-15      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C91925                                                   | CUSIP: 3128P8D65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    319439 | PA      | $310361.99    | 0.01%             | 2037-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AE0601                                                         | CUSIP: 31419AU39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     46532 | PA      | $47648.46     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                                                    | MICRON TECHNOLOGY INC 5.800000% 01/15/2035                                        | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    960000 | PA      | $956333.40    | 0.04%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                                                         | NEUBERGER BERMAN LOAN ADVISERS CLO 47 LTD NEUB 2022-47A C                         | CUSIP: 64135DAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5976684.00   | 0.25%             | 2035-04-14      | Floating      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C01371                                                   | CUSIP: 31292HQY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     33764 | PA      | $35542.83     | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                        | COMCAST CORP 4.650000% 02/15/2033                                                 | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2452229.60   | 0.10%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                   | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 5.800000% 03/27/2035                 | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | DE        |    950000 | PA      | $943278.50    | 0.04%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GLOBAL FUNDING                                                           | AMERICAN NATIONAL GLOBAL FUNDING MTN 5.550000% 01/28/2030                         | CUSIP: 02771D2A1<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |    870000 | PA      | $887465.86    | 0.04%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                                  | APOLLO DEBT SOLUTIONS BDC 144A 6.550000% 03/15/2032                               | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    345000 | PA      | $346270.39    | 0.01%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                                                  | RAIZEN FUELS FINANCE SA 144A 6.950000% 03/05/2054                                 | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | NUSS              | BR        |   1075000 | PA      | $1016483.45   | 0.04%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                         | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028           | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    225000 | PA      | $212497.85    | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                               | TRUIST FINANCIAL CORP 4.950000% MATURITY: PERPETUAL                               | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3885000 | PA      | $3856325.59   | 0.16%             | 2173-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD1844                                                        | CUSIP: 3132DPBM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1542247 | PA      | $1348085.94   | 0.06%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-1 SDART 2023-1 C                      | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4340000 | PA      | $4358120.37   | 0.18%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                              | FORD MOTOR CREDIT CO LLC 5.125000% 06/16/2025                                     | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349733.18    | 0.01%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.750000% 02/15/2045                                              | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1140000 | PA      | $1147837.50   | 0.05%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 2.650000% 11/20/2040                                   | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $1680074.64   | 0.07%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| International Development Association                                                      | INTERNATIONAL DEVELOPMENT ASSOCIATION 144A 4.375000% 11/27/2029                   | CUSIP: 45939E2C3<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |   2125000 | PA      | $2169679.76   | 0.09%             | 2029-11-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07568                                                   | CUSIP: 3128M9W57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    111991 | PA      | $110936.53    | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.125000% 02/29/2028                                              | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   7330000 | PA      | $6848109.75   | 0.29%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                                                      | STARBUCKS CORP 4.450000% 08/15/2049                                               | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1993708.70   | 0.08%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CB1842                                                         | CUSIP: 3140QMBL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1203790 | PA      | $1065558.38   | 0.04%             | 2041-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR QD9791                                                        | CUSIP: 3133B72Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1689745 | PA      | $1341500.33   | 0.06%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTER ISSUER II LLC                                                           | COMPASS DATACENTERS ISSUER III LLC CMDC 2025-1A A2                                | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    245000 | PA      | $244554.25    | 0.01%             | 2050-02-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING V LLC                                                               | VIVINT SOLAR FINANCING V LLC VSLR 2018-1A B                                       | CUSIP: 92854VAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    366526 | PA      | $348197.68    | 0.01%             | 2048-04-30      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                                                   | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 4.800000% 03/15/2030                      | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    645000 | PA      | $654593.85    | 0.03%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUN PWR OHIO INC REV                                                              | AMERICAN MUNI PWR-OHIO INC OH AMERICAN MUNICIPAL POWER INC                        | CUSIP: 02765UEQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    730000 | PA      | $742027.33    | 0.03%             | 2050-02-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HESTIA I ISSUER LLC                                                                | SUNNOVA HESTIA I ISSUER LLC SNVA 2023-GRID1 1A                                    | CUSIP: 86746BAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1055109 | PA      | $1064931.44   | 0.04%             | 2050-12-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-98 BM                           | CUSIP: 38375GD24<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    175264 | PA      | $179037.06    | 0.01%             | 2042-08-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 CM4722                                                      | CUSIP: 3617YQG72<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2507175 | PA      | $2268376.94   | 0.10%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AASET TRUST                                                                                | AASET 2025-1 AASET 2025-1A A                                                      | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    404994 | PA      | $405464.27    | 0.02%             | 2050-02-16      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMIC TRUST 2002-W6 FNW 2002-W6 2A                                     | CUSIP: 31392DH70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4146 | PA      | $4154.30      | 0.00%             | 2042-06-25      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA0587                                                         | CUSIP: 31417YUM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    135489 | PA      | $135023.26    | 0.01%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 CO8601                                                      | CUSIP: 3617FLRW7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1166789 | PA      | $1094610.36   | 0.05%             | 2048-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2023-2 GCAR 2023-2A D                           | CUSIP: 379928AJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2341000 | PA      | $2388140.72   | 0.10%             | 2029-03-15      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES DEPARTMENT OF VETERANS AFFAIRS                                               | VENDEE MORTGAGE TRUST 2011-2 VENDE 2011-2 DZ                                      | CUSIP: 92262BAF2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1237411 | PA      | $1164720.84   | 0.05%             | 2041-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 995487                                                         | CUSIP: 31416B2U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     21682 | PA      | $22493.52     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                                                         | HUNTINGTON BANCSHARES INC/OH 5.272000% 01/15/2031                                 | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    285000 | PA      | $286951.98    | 0.01%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE TRUST 2003-W2 FNW 2003-W2 1A3                                          | CUSIP: 31392JAD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5870 | PA      | $6156.73      | 0.00%             | 2042-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM, INC.                                                                         | RYDER SYSTEM INC MTN 4.850000% 06/15/2030                                         | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    475000 | PA      | $475458.74    | 0.02%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 735765                                                         | CUSIP: 31402RMN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6332 | PA      | $6492.23      | 0.00%             | 2034-08-01      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 0.750000% 01/31/2028                                              | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1450000 | PA      | $1343062.50   | 0.06%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 01/31/2027                                              | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5825000 | PA      | $5868004.87   | 0.25%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA2141                                                         | CUSIP: 31418BLX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    807790 | PA      | $802247.26    | 0.03%             | 2035-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                                 | COOPERATIEVE RABOBANK UA 144A 1.004000% 09/24/2026                                | CUSIP: 74977RDJ0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | NUSS              | NL        |    444000 | PA      | $437364.40    | 0.02%             | 2026-09-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.625000% 05/15/2054                                              | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3100000 | PA      | $3062218.75   | 0.13%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                                            | MAREX GROUP PLC 6.404000% 11/04/2029                                              | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | NUSS              | GB        |    635000 | PA      | $648122.43    | 0.03%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                                | ILLINOIS ST STATE OF ILLINOIS                                                     | CUSIP: 452151LF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1741176 | PA      | $1740590.56   | 0.07%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                          | CAPITAL ONE FINANCIAL CORP 4.200000% 10/29/2025                                   | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1047974.18   | 0.04%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G01767                                                   | CUSIP: 31283H6C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     47861 | PA      | $50268.39     | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 2B3728                                               | CUSIP: 31326JD98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     30391 | PA      | $31241.32     | 0.00%             | 2044-12-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BJ9262                                                         | CUSIP: 3140HBJG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    238158 | PA      | $231445.64    | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                              | FORD MOTOR CREDIT CO LLC 4.134000% 08/04/2025                                     | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398190.56    | 0.02%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 976853                                                         | CUSIP: 31414UWN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2755 | PA      | $2798.99      | 0.00%             | 2029-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 11/30/2029                                              | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2615000 | PA      | $2658923.84   | 0.11%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                                        | OMERS FINANCE TRUST 3.500000% 04/19/2032                                          | CUSIP: C68012AF7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $4718198.15   | 0.20%             | 2032-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD2282                                                        | CUSIP: 3132DPRB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1235543 | PA      | $1125401.35   | 0.05%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |       288 | PA      | $287.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRIPS FHS 299 F1                                                     | CUSIP: 3132HTKA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    124352 | PA      | $122282.81    | 0.01%             | 2043-01-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS4140                                                         | CUSIP: 3140XKS68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2860890 | PA      | $2517380.54   | 0.11%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4514                                                         | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1874472 | PA      | $1702863.56   | 0.07%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LIMITED PARTNERSHIP                                                          | ERP OPERATING LP 4.150000% 12/01/2028                                             | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   3672000 | PA      | $3650512.26   | 0.15%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 08/15/2044                                              | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7900000 | PA      | $7322312.50   | 0.31%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 1.500000% 09/18/2030                                   | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2138034.60   | 0.09%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL9063                                                         | CUSIP: 3138ERB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    310592 | PA      | $307315.94    | 0.01%             | 2031-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC S.A.                                                                      | INVERSIONES CMPC SA 144A 6.125000% 06/23/2033                                     | CUSIP: 46128MAS0<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | NUSS              | CL        |   1060000 | PA      | $1076074.90   | 0.05%             | 2033-06-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BGC GROUP, INC.                                                                            | BGC GROUP INC 144A 6.150000% 04/02/2030                                           | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    305000 | PA      | $303381.13    | 0.01%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                                                             | CITIZENS FINANCIAL GROUP INC 5.253000% 03/05/2031                                 | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600007.21    | 0.03%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7829                                                      | CUSIP: 36179WVW5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1350000 | PA      | $1226685.63   | 0.05%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TCO COMMERCIAL MORTGAGE TRUST                                                              | TCO COMMERCIAL MORTGAGE TRUST 2024-DPM TCO 2024-DPM A                             | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    510000 | PA      | $506175.00    | 0.02%             | 2039-12-15      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| KfW                                                                                        | KREDITANSTALT FUER WIEDERAUFBAU 4.375000% 02/28/2034                              | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   2500000 | PA      | $2524533.28   | 0.11%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP 5.518000% 10/25/2035                                         | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    940000 | PA      | $920043.15    | 0.04%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                                                  | RAIZEN FUELS FINANCE SA 144A 6.450000% 03/05/2034                                 | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | NUSS              | BR        |    575000 | PA      | $571594.10    | 0.02%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                         | ORACLE CORP 5.375000% 09/27/2054                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2136023.10   | 0.09%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8140                                                        | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3204785 | PA      | $2553786.31   | 0.11%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                                                         | NLG GLOBAL FUNDING 144A 5.400000% 01/23/2030                                      | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1169193.37   | 0.05%             | 2030-01-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL9128                                                         | CUSIP: 3138EREA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     49135 | PA      | $48424.61     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.250000% 08/15/2046                                              | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1805000 | PA      | $1193908.78   | 0.05%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY FRN VARIABLE RATE 04/30/2026                                          | CUSIP: 91282CKM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  34610000 | PA      | $34616283.79  | 1.46%             | 2026-04-30      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                     | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2025-BMS A               | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    610000 | PA      | $603900.00    | 0.03%             | 2042-01-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM1769                                                         | CUSIP: 3140X46F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     72145 | PA      | $71024.95     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8108                                                        | CUSIP: 3132DWAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1565912 | PA      | $1374786.29   | 0.06%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER LIMITED                                                                   | CALIFORNIA BUYER LTD / ATLANTICA SUSTAINABLE INFRA 6.375000% 02/15/2032           | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | NUSS              | GB        |    675000 | PA      | $662623.61    | 0.03%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.500000% 09/30/2029                                              | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5715000 | PA      | $5663207.81   | 0.24%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA0634                                                         | CUSIP: 31417YV46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4968 | PA      | $5006.74      | 0.00%             | 2031-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR WA2804                                                        | CUSIP: 3132WWKS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    850561 | PA      | $816749.48    | 0.03%             | 2042-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES DEPARTMENT OF VETERANS AFFAIRS                                               | VENDEE MORTGAGE TRUST 1995-2 VENDE 1995-2C 3A                                     | CUSIP: 911760GJ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       308 | PA      | $307.85       | 0.00%             | 2025-06-15      | Fixed         | 8.79%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                                                  | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2023-1 GOOD 2023-1GS A                  | CUSIP: 38237VAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1525869 | PA      | $1415311.32   | 0.06%             | 2055-02-22      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST                                                 | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-1 ESART 2025-1 A3                 | CUSIP: 30185AAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    210000 | PA      | $210957.12    | 0.01%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 938012                                                         | CUSIP: 31412XR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     16520 | PA      | $17222.90     | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                         | ORACLE CORP 6.000000% 08/03/2055                                                  | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    965000 | PA      | $939052.60    | 0.04%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS, INC.                                                                         | LPL HOLDINGS INC 5.150000% 06/15/2030                                             | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    840000 | PA      | $841413.00    | 0.04%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MB0206                                                      | CUSIP: 3618N5GQ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7108979 | PA      | $7199732.29   | 0.30%             | 2055-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                                                      | ALABAMA POWER CO 3.700000% 12/01/2047                                             | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1379145.97   | 0.06%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2021-1 EART 2021-2A E                         | CUSIP: 30165XAG0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1590000 | PA      | $1554553.97   | 0.07%             | 2028-07-17      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA3019                                                        | CUSIP: 3133KJK84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    795191 | PA      | $667763.94    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM4184                                                         | CUSIP: 3140X7UJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1278917 | PA      | $1087009.69   | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS1626                                                         | CUSIP: 3140XGYY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4357644 | PA      | $3662669.91   | 0.15%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 4440 ZD                                                    | CUSIP: 3137BGGC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3273797 | PA      | $2897372.01   | 0.12%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                                             | MARATHON PETROLEUM CORP 5.150000% 03/01/2030                                      | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    875000 | PA      | $880092.96    | 0.04%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE                                                 | CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE 144A 1.000000% 10/21/2030              | CUSIP: 12802D2B1<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   2500000 | PA      | $2125293.15   | 0.09%             | 2030-10-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| International Development Association                                                      | INTERNATIONAL DEVELOPMENT ASSOCIATION 0.375000% 09/23/2025                        | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2460752.13   | 0.10%             | 2025-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 787155                                                      | CUSIP: 3622ACZU7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1873337 | PA      | $1908846.63   | 0.08%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8267                                                      | CUSIP: 36179XFG6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1898215 | PA      | $1771614.77   | 0.07%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                    | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 5.125000% 03/15/2053                       | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1157765.53   | 0.05%             | 2053-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                 | MIDAMERICAN ENERGY CO 2.700000% 08/01/2052                                        | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   2588000 | PA      | $1557212.10   | 0.07%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS INC.                                                                | METHANEX US OPERATIONS INC 144A 6.250000% 03/15/2032                              | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $605713.41    | 0.03%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2005-20E 1                       | CUSIP: 83162CPN7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |        80 | PA      | $80.06        | 0.00%             | 2025-05-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL0160                                                         | CUSIP: 3138EGFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    803337 | PA      | $793519.19    | 0.03%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINANCE CORP.                                                          | BLUE OWL TECHNOLOGY FINANCE CORP 6.750000% 04/04/2029                             | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    585000 | PA      | $585476.38    | 0.02%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5145                                                         | CUSIP: 3138EMWF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     36577 | PA      | $36142.58     | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY FRN VARIABLE RATE 01/31/2027                                          | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  31400000 | PA      | $31382848.38  | 1.32%             | 2027-01-31      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST ECONOMIC DEV CORP REV                                                          | MARYLAND ST ECON DEV CORP MARYLAND ECONOMIC DEVELOPMENT CORP                      | CUSIP: 574205JJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $474628.45    | 0.02%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONIC TECHNOLOGIES, LLC                                                         | MOLEX ELECTRONIC TECHNOLOGIES LLC 144A 5.250000% 04/30/2032                       | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    395000 | PA      | $399559.53    | 0.02%             | 2032-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                                 | HPS CORPORATE LENDING FUND 5.450000% 01/14/2028                                   | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1422690.72   | 0.06%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C91769                                                   | CUSIP: 3128P76E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     47384 | PA      | $47126.02     | 0.00%             | 2034-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN VARIABLE RATE 03/31/2028       | CUSIP: 459058KR3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $978934.00    | 0.04%             | 2028-03-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings S.A.                                                          | CONTOURGLOBAL POWER HOLDINGS SA 144A 6.750000% 02/28/2030                         | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | NUSS              | GB        |    500000 | PA      | $505956.05    | 0.02%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2005-20H 1                       | CUSIP: 83162CPS6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       607 | PA      | $606.42       | 0.00%             | 2025-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS3381                                                         | CUSIP: 3140XJXK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1227705 | PA      | $1026082.05   | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 840286                                               | CUSIP: 31347AJ70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     13089 | PA      | $13487.87     | 0.00%             | 2046-05-01      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2001-2 ZK                                                   | CUSIP: 31358S6H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     19871 | PA      | $20477.39     | 0.00%             | 2031-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND                                                                         | OWN EQUIPMENT FUND I LLC EQS 2024-2M A                                            | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    845855 | PA      | $854778.05    | 0.04%             | 2032-12-20      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                               | FORD CREDIT AUTO OWNER TRUST 2021-REV1 FORDR 2021-1 D                             | CUSIP: 345340AD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1750000 | PA      | $1699592.48   | 0.07%             | 2033-10-17      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY UNLIMITED COMPANY                                                   | SMURFIT KAPPA TREASURY ULC 144A 5.438000% 04/03/2034                              | CUSIP: 83272GAC5<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | NUSS              | IE        |   2250000 | PA      | $2253258.00   | 0.09%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                                      | GENUINE PARTS CO 4.950000% 08/15/2029                                             | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    830000 | PA      | $833518.68    | 0.04%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                            | HERTZ VEHICLE FINANCING III LLC HERTZ 2023-2A A                                   | CUSIP: 42806MBW8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $2042376.80   | 0.09%             | 2029-09-25      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                                    | GA GLOBAL FUNDING TRUST 144A 4.400000% 09/23/2027                                 | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1123881.91   | 0.05%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-4 SDART 2024-4 A3                     | CUSIP: 802919AC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      5000 | PA      | $5015.12      | 0.00%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                                               | US BANCORP 4.839000% 02/01/2034                                                   | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1438000 | PA      | $1396564.85   | 0.06%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CB0469                                                         | CUSIP: 3140QKQX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    796831 | PA      | $703701.41    | 0.03%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                                         | SOUTHERN CALIFORNIA EDISON CO 2.750000% 02/01/2032                                | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2129963.58   | 0.09%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                          | SYSCO CORP 2.400000% 02/15/2030                                                   | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2261545.63   | 0.10%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC                                                                         | HAT HOLDINGS I LLC / HAT HOLDINGS II LLC 144A 3.750000% 09/15/2030                | CUSIP: 418751AD5<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $878410.90    | 0.04%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA1814                                                         | CUSIP: 31418BAQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    180356 | PA      | $179208.25    | 0.01%             | 2034-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bacardi-Martini B.V.                                                                       | BACARDI-MARTINI BV 144A 5.550000% 02/01/2030                                      | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | NUSS              | BM        |   1620000 | PA      | $1649064.57   | 0.07%             | 2030-02-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                                          | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.500000% 06/01/2033            | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975000 | PA      | $848370.97    | 0.04%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                                                 | XPLR INFRASTRUCTURE OPERATING PARTNERS LP 144A 8.375000% 01/15/2031               | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1083000.24   | 0.05%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BV3091                                                         | CUSIP: 3140MGNH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1508889 | PA      | $1266391.87   | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                             | CITIGROUP INC 4.600000% 03/09/2026                                                | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39982.26     | 0.00%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                            | DANSKE BANK A/S MTN 5.019000% 03/04/2031                                          | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | NUSS              | DK        |    995000 | PA      | $996735.40    | 0.04%             | 2031-03-04      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S.A.                                                                | TYCO ELECTRONICS GROUP SA 5.000000% 05/09/2035                                    | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | NUSS              | CH        |    595000 | PA      | $587172.73    | 0.02%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                 | MIDAMERICAN ENERGY CO 3.950000% 08/01/2047                                        | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1934094.35   | 0.08%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                           | OCCIDENTAL PETROLEUM CORP 6.050000% 10/01/2054                                    | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    650000 | PA      | $560503.78    | 0.02%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G02385                                                   | CUSIP: 3128LXUJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     19689 | PA      | $20532.28     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |  23832234 | PA      | $23832233.81  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7420                                                      | CUSIP: 36179WG51<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1335120 | PA      | $1219756.59   | 0.05%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-142 KI                          | CUSIP: 38379QWD3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1857433 | PA      | $313499.70    | 0.01%             | 2045-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                               | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024- ACAR 2024-1 D                  | CUSIP: 02531AAG6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4560000 | PA      | $4618361.62   | 0.19%             | 2030-05-13      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG H09070                                                   | CUSIP: 3128UNCF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1014 | PA      | $1036.38      | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                            | ENEL FINANCE INTERNATIONAL NV 144A 5.000000% 06/15/2032                           | CUSIP: 29278GAX6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | NUSS              | IT        |   1100000 | PA      | $1085741.13   | 0.05%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                        | FRONTIER ISSUER LLC FYBR 2023-1 A2                                                | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    625000 | PA      | $634770.19    | 0.03%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2007-21 MT                                                  | CUSIP: 31396P3S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2736 | PA      | $2810.32      | 0.00%             | 2037-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                                      | TOPAZ SOLAR FARMS LLC 144A 5.750000% 09/30/2039                                   | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4731496 | PA      | $4435257.04   | 0.19%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE ELECTRIC & GAS CORPORATION                                                  | NEW YORK STATE ELECTRIC & GAS CORP 144A 2.150000% 10/01/2031                      | CUSIP: 649840CT0<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   3240000 | PA      | $2741779.08   | 0.12%             | 2031-10-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                            | HERTZ VEHICLE FINANCING III LLC HERTZ 2024-1A A                                   | CUSIP: 42806MCK3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1115000 | PA      | $1132754.59   | 0.05%             | 2029-01-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2005-20J 1                       | CUSIP: 83162CPV9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       828 | PA      | $827.77       | 0.00%             | 2025-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                                           | NRG ENERGY INC 144A 7.000000% 03/15/2033                                          | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $2192561.91   | 0.09%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS3088                                                         | CUSIP: 3140XJNE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1580769 | PA      | $1410965.33   | 0.06%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AO4105                                                         | CUSIP: 3138LUR31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5384 | PA      | $5517.89      | 0.00%             | 2042-06-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                                                      | PAYPAL HOLDINGS INC 5.100000% 04/01/2035                                          | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1078531.38   | 0.05%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                      | WELLS FARGO & CO MTN 5.198000% 01/23/2030                                         | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1452231.65   | 0.06%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                               | SANTANDER HOLDINGS USA INC 5.353000% 09/06/2030                                   | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2130456.04   | 0.09%             | 2030-09-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                                        | OMERS FINANCE TRUST 144A 4.000000% 04/19/2052                                     | CUSIP: 682142AH7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   3345000 | PA      | $2614654.87   | 0.11%             | 2052-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7828                                                      | CUSIP: 36179WVV7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2850372 | PA      | $2520706.24   | 0.11%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.500000% 02/15/2044                                              | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15453000 | PA      | $15100478.44  | 0.64%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                                                                     | KYNDRYL HOLDINGS INC 6.350000% 02/20/2034                                         | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1547710.85   | 0.07%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                             | ING GROEP NV 4.858000% 03/25/2029                                                 | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | NUSS              | NL        |    750000 | PA      | $754488.52    | 0.03%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| International Development Association                                                      | INTERNATIONAL DEVELOPMENT ASSOCIATION 144A 4.500000% 02/12/2035                   | CUSIP: 45939E2D1<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |   1425000 | PA      | $1444680.55   | 0.06%             | 2035-02-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                                                            | SAN FRANCISCO CA CITY & CNTY CITY & COUNTY OF SAN FRANCISCO CA                    | CUSIP: 79773KPV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1528512.00   | 0.06%             | 2045-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                 | ANGLO AMERICAN CAPITAL PLC 144A 3.875000% 03/16/2029                              | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |    420000 | PA      | $406674.13    | 0.02%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AD9135                                                         | CUSIP: 31418XEH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     11476 | PA      | $11561.14     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-H22 FH                          | CUSIP: 38375UY20<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    631277 | PA      | $634622.60    | 0.03%             | 2067-11-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G04710                                                   | CUSIP: 3128M6R75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      7674 | PA      | $8001.90      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                                                              | ALIMENTATION COUCHE-TARD INC 144A 3.625000% 05/13/2051                            | CUSIP: 01626PAQ9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $3323156.15   | 0.14%             | 2051-05-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORPORATION                                                               | BLUE OWL CAPITAL CORP 3.400000% 07/15/2026                                        | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1108047.99   | 0.05%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES (AUGUST 2006) PTY LTD                                                        | FMG RESOURCES AUGUST 2006 PTY LTD 144A 6.125000% 04/15/2032                       | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | NUSS              | AU        |   2500000 | PA      | $2463760.65   | 0.10%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C91746                                                   | CUSIP: 3128P75F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     13269 | PA      | $13407.02     | 0.00%             | 2033-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8044                                                        | CUSIP: 3132DV5D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5058517 | PA      | $4446378.29   | 0.19%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CB3332                                                         | CUSIP: 3140QNV25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6512216 | PA      | $5923223.33   | 0.25%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                                                  | RAIZEN FUELS FINANCE SA 144A 6.950000% 03/05/2054                                 | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $189113.20    | 0.01%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY 4.654000% 10/18/2030                                               | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1374207.49   | 0.06%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                               | NORFOLK SOUTHERN CORP 2.300000% 05/15/2031                                        | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3071363.54   | 0.13%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                          | NATWEST GROUP PLC 5.808000% 09/13/2029                                            | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | NUSS              | GB        |   3355000 | PA      | $3468973.95   | 0.15%             | 2029-09-13      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                  | SCF EQUIPMENT TRUST 2016-1 LLC SCFET 2025-1A A3                                   | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    615000 | PA      | $625180.71    | 0.03%             | 2033-11-21      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                             | CITIGROUP INC 3.400000% 05/01/2026                                                | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    330000 | PA      | $326813.33    | 0.01%             | 2026-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT FUND                                                              | OAKTREE STRATEGIC CREDIT FUND 8.400000% 11/14/2028                                | CUSIP: 67403AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1696312.61   | 0.07%             | 2028-11-14      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FRETE 2021-ML12 TRUST FREDDIE MAC MULTIFAMILY ML CERTIFICATES                     | CUSIP: 35833TAB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |   9764144 | PA      | $881836.95    | 0.04%             | 2041-07-25      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.250000% 05/15/2050                                              | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21670000 | PA      | $10541269.87  | 0.44%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G60153                                                   | CUSIP: 31335AE20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     20651 | PA      | $20234.00     | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | TSY INFL IX N/B 2.375000% 02/15/2055                                              | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |  23610000 | PA      | $23239852.22  | 0.98%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2 WLAKE 2023-2A D                      | CUSIP: 959926AG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2340000 | PA      | $2398891.48   | 0.10%             | 2028-11-15      | Fixed         | 7.01%                 | Yes           |                  2 | On Loan: No      |
| LOS ANGELES CALIF                                                                          | LOS ANGELES CA CITY OF LOS ANGELES CA                                             | CUSIP: 544351RH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2365819.00   | 0.10%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2006-20F 1                       | CUSIP: 83162CQH9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       248 | PA      | $248.83       | 0.00%             | 2026-06-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9726                                                      | CUSIP: 36179YYX6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7014436 | PA      | $7111133.66   | 0.30%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS, INC.                                                                        | GENERAL MILLS INC 4.875000% 01/30/2030                                            | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    530000 | PA      | $535118.79    | 0.02%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank N.V.                                                           | NEDERLANDSE WATERSCHAPSBANK NV 144A 1.000000% 05/28/2030                          | CUSIP: 63983TBU8<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |   2500000 | PA      | $2164185.00   | 0.09%             | 2030-05-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2001-T3 FNGT 2001-T3 A1                                  | CUSIP: 31358S7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5944 | PA      | $6058.87      | 0.00%             | 2040-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                                                            | BLACKSTONE SECURED LENDING FUND 5.300000% 06/30/2030                              | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    465000 | PA      | $452125.85    | 0.02%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4700                                                         | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.01         | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C01437                                                   | CUSIP: 31292HS21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      4726 | PA      | $4966.15      | 0.00%             | 2032-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| M.S.D. INVESTMENT CORP.                                                                    | MSD INVESTMENT CORP 144A 6.250000% 05/31/2030                                     | CUSIP: 55354LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $264260.55    | 0.01%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.625000% 05/15/2044                                              | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19110000 | PA      | $18960703.13  | 0.80%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2020-45 HD                                                  | CUSIP: 3136BA2Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1560828 | PA      | $1485392.47   | 0.06%             | 2040-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVANGRID, INC.                                                                             | AVANGRID INC 3.800000% 06/01/2029                                                 | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2418958.48   | 0.10%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4157                                                         | CUSIP: 31418DTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1675441 | PA      | $1263590.17   | 0.05%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NUCOR CORPORATION                                                                          | NUCOR CORP 5.100000% 06/01/2035                                                   | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1347082.26   | 0.06%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7650                                                      | CUSIP: 36179WQB7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1644625 | PA      | $1456752.32   | 0.06%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US, LLC                                                                        | RWE FINANCE US LLC 144A 6.250000% 04/16/2054                                      | CUSIP: 749983AB8<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $1940487.32   | 0.08%             | 2054-04-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                   | DOW CHEMICAL CO/THE 9.400000% 05/15/2039                                          | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    166000 | PA      | $211170.62    | 0.01%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG H01774                                                   | CUSIP: 3128MT6K9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      8723 | PA      | $8911.62      | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                                        | KINETIK HOLDINGS LP 144A 6.625000% 12/15/2028                                     | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    610000 | PA      | $614463.37    | 0.03%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY FRN VARIABLE RATE 10/31/2026                                          | CUSIP: 91282CLT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  22230000 | PA      | $22249998.33  | 0.94%             | 2026-10-31      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS, INC.                                                                    | ARROW ELECTRONICS INC 5.150000% 08/21/2029                                        | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    845000 | PA      | $850867.82    | 0.04%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMETLERI ANONIM SIRKETI                                                | TURKCELL ILETISIM HIZMETLERI AS 144A 7.650000% 01/24/2032                         | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | NUSS              | TR        |   1025000 | PA      | $1025373.10   | 0.04%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                           | SMB PRIVATE EDUCATION LOAN TRUST 2023-B SMB 2023-B A1A                            | CUSIP: 78449HAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1303753 | PA      | $1298087.51   | 0.05%             | 2056-10-16      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank N.V.                                                           | NEDERLANDSE WATERSCHAPSBANK NV 144A 4.375000% 02/28/2029                          | CUSIP: 63983TEJ0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |    500000 | PA      | $509415.00    | 0.02%             | 2029-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AGL CLO LTD                                                                                | AGL CLO 11 LTD AGL 2021-11A C                                                     | CUSIP: 00851TAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2738928.50   | 0.12%             | 2034-04-15      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST                                                                | SBNA AUTO RECEIVABLES TRUST 2024-A SBAT 2024-A D                                  | CUSIP: 78437PAG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2155000 | PA      | $2207360.47   | 0.09%             | 2030-04-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.000000% 02/29/2028                                              | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3130000 | PA      | $3163745.31   | 0.13%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2006-20C 1                       | CUSIP: 83162CQD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       354 | PA      | $353.38       | 0.00%             | 2026-03-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                             | CITIGROUP INC 5.950000% MATURITY: PERPETUAL                                       | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4480000 | PA      | $4472900.41   | 0.19%             | 2173-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                     | TESLA AUTO LEASE TRUST 2023-B TESLA 2023-B A3                                     | CUSIP: 88167QAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1024615 | PA      | $1028285.99   | 0.04%             | 2026-09-21      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 745329                                                         | CUSIP: 31403DA66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3458 | PA      | $3601.04      | 0.00%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                    | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A 4.650000% 04/01/2027                 | CUSIP: 58769JBC0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | DE        |   1870000 | PA      | $1874506.66   | 0.08%             | 2027-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                                                              | PEPSICO INC 2.875000% 10/15/2049                                                  | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   3340000 | PA      | $2173893.51   | 0.09%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY FINANCE, INC.                                                       | BAIN CAPITAL SPECIALTY FINANCE INC 5.950000% 03/15/2030                           | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342389.46    | 0.01%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 5.294000% 07/22/2035                                          | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1206951.63   | 0.05%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8199                                                      | CUSIP: 36179XDC7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2869209 | PA      | $2611752.00   | 0.11%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC.                                                          | NATIONSTAR MORTGAGE HOLDINGS INC 144A 6.500000% 08/01/2029                        | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1310058.21   | 0.06%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUN PWR OHIO INC REV                                                              | AMERICAN MUNI PWR-OHIO INC OH AMERICAN MUNICIPAL POWER INC                        | CUSIP: 02765UEK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1252682.20   | 0.05%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MB0093                                                      | CUSIP: 3618N5C72<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5107123 | PA      | $5168084.18   | 0.22%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MB0027                                                      | CUSIP: 3618N5A58<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  12893058 | PA      | $13048840.32  | 0.55%             | 2054-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                   | AMERICAN EXPRESS CO 3.550000% MATURITY: PERPETUAL                                 | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    675000 | PA      | $645862.20    | 0.03%             | 2173-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL, INC.                                                | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC 144A 6.375000% 07/01/2034               | CUSIP: 41068XAE0<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2399628.45   | 0.10%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUN PWR OHIO INC REV                                                              | AMERICAN MUNI PWR-OHIO INC OH AMERICAN MUNICIPAL POWER INC                        | CUSIP: 02765UCY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1740000 | PA      | $1840927.48   | 0.08%             | 2044-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                      | NEXTERA ENERGY CAPITAL HOLDINGS INC 4.625000% 07/15/2027                          | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100622.58    | 0.00%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                    | MPLX LP 5.500000% 02/15/2049                                                      | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1754434.54   | 0.07%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                                  | KRAFT HEINZ FOODS CO 5.400000% 03/15/2035                                         | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    950000 | PA      | $954390.89    | 0.04%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BM7080                                                         | CUSIP: 3140JB2N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3018649 | PA      | $2942162.96   | 0.12%             | 2052-10-01      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORPORATION                                                                        | NOVELIS CORP 144A 6.875000% 01/30/2030                                            | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    415000 | PA      | $420488.38    | 0.02%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                               | DNB BANK ASA 144A 4.853000% 11/05/2030                                            | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | NUSS              | NO        |    430000 | PA      | $433691.40    | 0.02%             | 2030-11-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 08/15/2034                                              | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  66070000 | PA      | $64717629.69  | 2.72%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G01976                                                   | CUSIP: 3128LXFR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      7212 | PA      | $7494.27      | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.125000% 08/15/2040                                              | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3465000 | PA      | $2146134.38   | 0.09%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 08/15/2053                                              | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6975000 | PA      | $6321638.64   | 0.27%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2021-4 VERUS 2021-4 M1                                 | CUSIP: 92538HAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1400000 | PA      | $904714.72    | 0.04%             | 2066-07-25      | Floating      | 2.19%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 745603                                                         | CUSIP: 31403DKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     16672 | PA      | $17187.00     | 0.00%             | 2035-05-01      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS3382                                                         | CUSIP: 3140XJXL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1635768 | PA      | $1307370.74   | 0.06%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA GAS AND ELECTRIC COMPANY                                                          | OKLAHOMA GAS AND ELECTRIC CO 5.800000% 04/01/2055                                 | CUSIP: 678858BZ3<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    455000 | PA      | $448299.02    | 0.02%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST                                                               | TESLA ELECTRIC VEHICLE TRUST 2023-1 TEVT 2023-1 A2A                               | CUSIP: 881943AB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    397640 | PA      | $398427.03    | 0.02%             | 2026-12-21      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                          | CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-3 CAALT 2024-3A A                          | CUSIP: 22535LAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2275000 | PA      | $2283334.69   | 0.10%             | 2034-09-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| KEYCORP                                                                                    | KEYCORP MTN 2.250000% 04/06/2027                                                  | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   4865000 | PA      | $4655126.33   | 0.20%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS MORTGAGE TRUST 2023-C19 BBCMS 2023-C19 C                                    | CUSIP: 05553RAJ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    590000 | PA      | $560173.55    | 0.02%             | 2056-04-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| OPEC Fund for International Development                                                    | OPEC FUND FOR INTERNATIONAL DEVELOPMENT/THE 144A 4.500000% 01/26/2026             | CUSIP: 683483AA9<br>LEI: HHX3T53LK1P186EUNV37 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1001236.73   | 0.04%             | 2026-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                             | BNP PARIBAS SA 144A 5.176000% 01/09/2030                                          | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |   1465000 | PA      | $1485214.91   | 0.06%             | 2030-01-09      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                          | CAPITAL ONE FINANCIAL CORP 4.927000% 05/10/2028                                   | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    675000 | PA      | $677369.01    | 0.03%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2007-20D 1                       | CUSIP: 83162CQY2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1763 | PA      | $1754.13      | 0.00%             | 2027-04-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.875000% 02/15/2051                                              | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    325000 | PA      | $184615.24    | 0.01%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9852                                                      | CUSIP: 36179Y5M2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  27382085 | PA      | $27714877.52  | 1.17%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                       | MITSUBISHI UFJ FINANCIAL GROUP INC 5.615000% 04/24/2036                           | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | NUSS              | JP        |   1455000 | PA      | $1483871.27   | 0.06%             | 2036-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                                                               | MARRIOTT INTERNATIONAL INC/MD 5.500000% 04/15/2037                                | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    895000 | PA      | $870606.61    | 0.04%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AB1763                                                         | CUSIP: 31416W5Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     97371 | PA      | $97035.51     | 0.00%             | 2030-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                           | SMB PRIVATE EDUCATION LOAN TRUST 2017-B SMB 2017-B A2A                            | CUSIP: 83189DAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     23625 | PA      | $23320.66     | 0.00%             | 2035-10-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL WIND, LLC                                                                      | CONTINENTAL WIND LLC 144A 6.000000% 02/28/2033                                    | CUSIP: 212168AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2254356 | PA      | $2333711.51   | 0.10%             | 2033-02-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA6417                                                         | CUSIP: 3140QEDX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    960811 | PA      | $845086.46    | 0.04%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                                                      | MASSACHUSETTS INSTITUTE OF TECHNOLOGY 3.959000% 07/01/2038                        | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   3181000 | PA      | $2889091.50   | 0.12%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Banque africaine de developpement                                                          | AFRICAN DEVELOPMENT BANK 3.500000% 09/18/2029                                     | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $987242.41    | 0.04%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                            | AVOLON HOLDINGS FUNDING LTD 144A 4.950000% 01/15/2028                             | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |    990000 | PA      | $984334.96    | 0.04%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                         | T-MOBILE USA INC 5.125000% 05/15/2032                                             | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    635000 | PA      | $640891.12    | 0.03%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                                   | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UGL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1204653.72   | 0.05%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LOW INCOME INVESTMENT FUND                                                                 | LOW INCOME INVESTMENT FUND 3.711000% 07/01/2029                                   | CUSIP: 54750AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2374795.83   | 0.10%             | 2029-07-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                 | ANGLO AMERICAN CAPITAL PLC 144A 5.750000% 04/05/2034                              | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |   1765000 | PA      | $1777200.53   | 0.07%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                      | WELLS FARGO & CO 5.605000% 04/23/2036                                             | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1313238.92   | 0.06%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| SAN JOSE CALIF FING AUTH LEASE REV                                                         | SAN JOSE CA FING AUTH LEASE RE SAN JOSE FINANCING AUTHORITY                       | CUSIP: 798153QF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $479452.90    | 0.02%             | 2037-05-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Citibank National Association                                                              | CITIBANK NA 4.876000% 11/19/2027                                                  | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1509765.57   | 0.06%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RB5145                                                        | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1544346 | PA      | $1319634.74   | 0.06%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST                                                                           | SLG OFFICE TRUST 2021-OVA SLG 2021-OVA C                                          | CUSIP: 78449RAG0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $2171708.00   | 0.09%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM4877                                                         | CUSIP: 3140X8M38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4719909 | PA      | $3978255.01   | 0.17%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07598                                                   | CUSIP: 3128M9X31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      8505 | PA      | $8421.84      | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                               | FORD CREDIT AUTO OWNER TRUST 2024-B FORDO 2024-B A3                               | CUSIP: 34531QAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1082000 | PA      | $1096434.31   | 0.05%             | 2029-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                             | CHARLES SCHWAB CORP/THE 5.375000% MATURITY: PERPETUAL                             | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   4830000 | PA      | $4813998.21   | 0.20%             | 2173-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD5603                                                        | CUSIP: 3132DTGL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1551280 | PA      | $1568202.15   | 0.07%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BF0045                                                         | CUSIP: 3140FXBP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    287267 | PA      | $275016.93    | 0.01%             | 2052-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                                                           | PRINCIPAL LIFE GLOBAL FUNDING II 144A 4.600000% 08/19/2027                        | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    485000 | PA      | $487493.57    | 0.02%             | 2027-08-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2000-T6 FNGT 2000-T6 A1                                  | CUSIP: 31358SR37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     11765 | PA      | $11700.39     | 0.00%             | 2040-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL4831                                                         | CUSIP: 3138EMLM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6933 | PA      | $7166.50      | 0.00%             | 2044-02-01      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 545996                                                         | CUSIP: 31385JRR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     41391 | PA      | $43206.90     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                               | MIZUHO FINANCIAL GROUP INC 5.748000% 07/06/2034                                   | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | NUSS              | JP        |   1650000 | PA      | $1700710.84   | 0.07%             | 2034-07-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                     | TESLA AUTO LEASE TRUST 2023-B TESLA 2023-B B                                      | CUSIP: 88167QAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    870000 | PA      | $879927.66    | 0.04%             | 2027-08-20      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| THE ROCKEFELLER FOUNDATION                                                                 | ROCKEFELLER FOUNDATION/THE 2.492000% 10/01/2050                                   | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $591786.19    | 0.02%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7938                                                      | CUSIP: 36179WZB7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1752052 | PA      | $1595569.36   | 0.07%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                 | LAD AUTO RECEIVABLES TRUST 2025-1 LADAR 2025-1A A3                                | CUSIP: 505712AC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    910000 | PA      | $913386.47    | 0.04%             | 2029-07-16      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2024-9 VERUS 2024-9 M1                                 | CUSIP: 92540RAF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1820000 | PA      | $1817266.54   | 0.08%             | 2069-11-25      | Floating      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                               | SANTANDER HOLDINGS USA INC 3.244000% 10/05/2026                                   | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $2955549.03   | 0.12%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C01376                                                   | CUSIP: 31292HQ56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1963 | PA      | $2053.79      | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849526                                               | CUSIP: 31300MSP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    201854 | PA      | $208597.59    | 0.01%             | 2044-08-01      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| SOLAR STAR FUNDING, LLC                                                                    | SOLAR STAR FUNDING LLC 144A 3.950000% 06/30/2035                                  | CUSIP: 83416WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    855090 | PA      | $804887.93    | 0.03%             | 2035-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE OR FREDDIE MAC 30YR TBA (MAY)                                          | CUSIP: 01F060659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4456000 | PA      | $4515861.81   | 0.19%             | 2055-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4492                                                         | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1524408 | PA      | $1210927.49   | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 2957 VZ                                                    | CUSIP: 31395TLJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     31198 | PA      | $31898.81     | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS MORTGAGE TRUST 2024-5C27 BBCMS 2024-5C27 C                                  | CUSIP: 05555FAG9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2100000 | PA      | $2137272.48   | 0.09%             | 2057-07-15      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                 | CSMC 2014-USA OA LLC CSMC 2014-USA A2                                             | CUSIP: 12649AAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    565000 | PA      | $518387.61    | 0.02%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP 5.518000% 10/25/2035                                         | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2015613.11   | 0.08%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY 5.230000% 01/15/2031                                               | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1735303.03   | 0.07%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AI8716                                                         | CUSIP: 3138ANVJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     11684 | PA      | $11511.95     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 7.625000% 10/15/2026                                          | CUSIP: 059438AH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78519.84     | 0.00%             | 2026-10-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 3.550000% 03/22/2051                                   | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    895000 | PA      | $631664.31    | 0.03%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL8489                                                         | CUSIP: 3138ETNF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     21717 | PA      | $22215.95     | 0.00%             | 2046-05-01      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Banque africaine de developpement                                                          | AFRICAN DEVELOPMENT BANK 4.125000% 02/25/2027                                     | CUSIP: 00828EEZ8<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2516196.80   | 0.11%             | 2027-02-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| State of California                                                                        | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $120751.94    | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR QA7075                                                        | CUSIP: 3133A12G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1388340 | PA      | $1223129.06   | 0.05%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-57 1A2                    | CUSIP: 31394JD95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     17567 | PA      | $18537.92     | 0.00%             | 2043-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G01768                                                   | CUSIP: 31283H6D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1228 | PA      | $1274.95      | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC RAILROAD CO 2007-3 PASS THROUGH TRUST                                        | UNION PACIFIC RAILROAD CO 2007-3 PASS THROUGH TRUS 6.176000% 01/02/2031           | CUSIP: 90783XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12707 | PA      | $13232.33     | 0.00%             | 2031-01-02      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849625                                               | CUSIP: 31300MVS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     12017 | PA      | $12393.14     | 0.00%             | 2045-01-01      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED SECURITIES TRUST                                             | FINANCE OF AMERICA STRUCTURED SECURITIES TRUST FASST 2021-S2 A2                   | CUSIP: 31740FAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2199392 | PA      | $2123482.26   | 0.09%             | 2071-09-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                                       | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE 4.500000% 01/16/2030                     | CUSIP: 04522KAP1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1200000 | PA      | $1233459.76   | 0.05%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                                                         | LYB INTERNATIONAL FINANCE III LLC 2.250000% 10/01/2030                            | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87103.96     | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                               | SANTANDER HOLDINGS USA INC 5.741000% 03/20/2031                                   | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1084254.28   | 0.05%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM8617                                                         | CUSIP: 3140XCSF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1468571 | PA      | $1182924.81   | 0.05%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8268                                                      | CUSIP: 36179XFH4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    948040 | PA      | $913067.60    | 0.04%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                           | DEUTSCHE BANK AG/NEW YORK NY 1.686000% 03/19/2026                                 | CUSIP: 25160PAF4<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |   2500000 | PA      | $2438814.18   | 0.10%             | 2026-03-19      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD1919                                                        | CUSIP: 3132DPDY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1168937 | PA      | $1029159.56   | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE OR FREDDIE MAC 30YR TBA (MAY)                                          | CUSIP: 01F030652<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4000000 | PA      | $3460765.08   | 0.15%             | 2055-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AD0250                                                         | CUSIP: 31418MH47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    106339 | PA      | $110112.22    | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-H02 FB                          | CUSIP: 38380LT78<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    446791 | PA      | $443326.55    | 0.02%             | 2070-01-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 03/31/2029                                              | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1650000 | PA      | $1677714.85   | 0.07%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BK7907                                                         | CUSIP: 3140HMYD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    205356 | PA      | $208928.73    | 0.01%             | 2048-11-01      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                                                   | COX COMMUNICATIONS INC 144A 5.950000% 09/01/2054                                  | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1270133.95   | 0.05%             | 2054-09-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 10/31/2029                                              | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2560000 | PA      | $2601799.99   | 0.11%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                                   | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UGK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1402457.00   | 0.06%             | 2049-08-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC.                                                                            | WEIR GROUP PLC/THE 144A 5.350000% 05/06/2030                                      | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | NUSS              | GB        |    665000 | PA      | $666766.16    | 0.03%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG H09069                                                   | CUSIP: 3128UNCE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      3384 | PA      | $3507.65      | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                             | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 144A 5.250000% 02/01/2030           | CUSIP: 709599CB8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    865000 | PA      | $877962.58    | 0.04%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                                   | STATE STREET CORP 4.729000% 02/28/2030                                            | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    490000 | PA      | $495073.28    | 0.02%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| ZIPLY FIBER ISSUER, LLC                                                                    | ZIPLY FIBER ISSUER LLC ZIPLY 2024-1A A2                                           | CUSIP: 98979QAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1340000 | PA      | $1372547.13   | 0.06%             | 2054-04-20      | Fixed         | 6.64%                 | Yes           |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                                                   | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 3.350000% 04/01/2051                      | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $1785348.94   | 0.08%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G02033                                                   | CUSIP: 3128LXHJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    133470 | PA      | $139470.52    | 0.01%             | 2032-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7648                                                      | CUSIP: 36179WP93<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1565444 | PA      | $1277587.38   | 0.05%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 11/30/2029                                              | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2600000 | PA      | $2647226.56   | 0.11%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 2B2558                                               | CUSIP: 31326GZX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       698 | PA      | $706.35       | 0.00%             | 2044-05-01      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8191                                                        | CUSIP: 3132DWC43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1437244 | PA      | $1301900.67   | 0.05%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL FUNDING                                                            | WESTERN-SOUTHERN GLOBAL FUNDING 144A 4.900000% 05/01/2030                         | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    280000 | PA      | $282064.60    | 0.01%             | 2030-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 08/15/2053                                              | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7457000 | PA      | $6766644.96   | 0.28%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS, INC.                                                               | ZIMMER BIOMET HOLDINGS INC 5.050000% 02/19/2030                                   | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1354955.43   | 0.06%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 03/31/2027                                              | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1650000 | PA      | $1657669.93   | 0.07%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTER ISSUER II LLC                                                           | COMPASS DATACENTERS ISSUER II LLC CMPDC 2024-2A A1                                | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    335000 | PA      | $335236.81    | 0.01%             | 2049-08-25      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.375000% 11/15/2031                                              | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  13895000 | PA      | $11874254.46  | 0.50%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 1Q1467                                               | CUSIP: 3128S5TY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     47985 | PA      | $49498.55     | 0.00%             | 2039-11-01      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| GATX CORPORATION                                                                           | GATX CORP 5.500000% 06/15/2035                                                    | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    425000 | PA      | $420556.26    | 0.02%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.000000% 08/15/2052                                              | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4522000 | PA      | $3312541.63   | 0.14%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                               | MIZUHO FINANCIAL GROUP INC 5.098000% 05/13/2031                                   | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | NUSS              | JP        |    935000 | PA      | $948173.76    | 0.04%             | 2031-05-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH TPK REV                                                             | NEW JERSEY ST TURNPIKE AUTH TU NEW JERSEY TURNPIKE AUTHORITY                      | CUSIP: 646139X83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    925000 | PA      | $1057496.91   | 0.04%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 888956                                                         | CUSIP: 31410GTM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4796 | PA      | $4973.48      | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849631                                               | CUSIP: 31300MVY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     44413 | PA      | $45694.64     | 0.00%             | 2045-02-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                       | META PLATFORMS INC 4.450000% 08/15/2052                                           | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $2216816.08   | 0.09%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                                 | ARES STRATEGIC INCOME FUND 144A 5.700000% 03/15/2028                              | CUSIP: 04020EAE7<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    570000 | PA      | $568455.81    | 0.02%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AX0875                                                         | CUSIP: 3138Y16M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     12016 | PA      | $12398.37     | 0.00%             | 2044-11-01      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US, LLC                                                                        | RWE FINANCE US LLC 144A 5.875000% 04/16/2034                                      | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $711776.42    | 0.03%             | 2034-04-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                                      | GEORGIA POWER CO 3.250000% 03/15/2051                                             | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   3368000 | PA      | $2237353.98   | 0.09%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.750000% 11/15/2053                                              | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1538000 | PA      | $1549234.61   | 0.07%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                                                    | BMW VEHICLE LEASE TRUST BMWLT 2024-2 A3                                           | CUSIP: 05613MAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    545000 | PA      | $544311.34    | 0.02%             | 2027-10-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 4.946000% 10/22/2035                                          | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1204306.04   | 0.05%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Exportation et developpement Canada                                                        | EXPORT DEVELOPMNT CANADA 4.750000% 06/05/2034                                     | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $5174668.25   | 0.22%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC.                                                                                | ZOETIS INC 4.500000% 11/13/2025                                                   | CUSIP: 98978VAK9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599639.01    | 0.03%             | 2025-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AD0217                                                         | CUSIP: 31418MG30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     37279 | PA      | $38723.28     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMIC TRUST 2003-W4 FNW 2003-W4 4A                                     | CUSIP: 31393AQ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     19094 | PA      | $19561.16     | 0.00%             | 2042-10-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL6208                                                         | CUSIP: 3138EN3S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     56334 | PA      | $58481.39     | 0.00%             | 2044-04-01      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y                                                                               | NEW YORK NY CITY OF NEW YORK NY                                                   | CUSIP: 64966SHM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $942484.40    | 0.04%             | 2049-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G61606                                                   | CUSIP: 31335BYB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    560408 | PA      | $546321.05    | 0.02%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                      | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.200000% 03/15/2028           | CUSIP: 161175BK9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    630000 | PA      | $619051.39    | 0.03%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS MORTGAGE TRUST 2025-C32 BBCMS 2025-C32 D                                    | CUSIP: 07337AAT3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2725000 | PA      | $1982668.85   | 0.08%             | 2062-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 865213                                                         | CUSIP: 31409AGW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     24443 | PA      | $25515.49     | 0.00%             | 2029-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.250000% 02/15/2052                                              | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5235000 | PA      | $3236702.34   | 0.14%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc.                                                                          | RELX CAPITAL INC 3.000000% 05/22/2030                                             | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $46715.27     | 0.00%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                 | LAD AUTO RECEIVABLES TRUST 2024-3 LADAR 2024-3A A3                                | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    330000 | PA      | $330705.87    | 0.01%             | 2029-03-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                                             | GOLUB CAPITAL PARTNERS CLO 78M GOCAP 2025-78A C                                   | CUSIP: 381934AJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3115000 | PA      | $3082787.79   | 0.13%             | 2039-04-21      | Floating      | 6.31%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7884                                                      | CUSIP: 36179WXM5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1430450 | PA      | $1338725.20   | 0.06%             | 2052-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM7737                                                         | CUSIP: 3140XBS35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1670289 | PA      | $1407544.43   | 0.06%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.50% 2/15/2053                      | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   2342000 | PA      | $2010743.68   | 0.08%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.375000% 08/15/2050                                              | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12530000 | PA      | $6248848.08   | 0.26%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                          | CAPITAL ONE FINANCIAL CORP 6.183000% 01/30/2036                                   | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    660000 | PA      | $650415.24    | 0.03%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                                   | JPN BANK FOR INT'L COOP 4.375000% 10/05/2027                                      | CUSIP: 471048CU0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $1012154.53   | 0.04%             | 2027-10-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                  | ROGERS COMMUNICATIONS INC 3.800000% 03/15/2032                                    | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | NUSS              | CA        |   1705000 | PA      | $1558263.35   | 0.07%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM4879                                                         | CUSIP: 3140X8M53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    506815 | PA      | $427018.44    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849885                                               | CUSIP: 31300M6W8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    100483 | PA      | $103446.46    | 0.00%             | 2045-12-01      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                                  | ESSENTIAL UTILITIES INC 4.800000% 08/15/2027                                      | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    570000 | PA      | $573749.53    | 0.02%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                  | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-1 SFAST 2025-1A A3                 | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    285000 | PA      | $287266.04    | 0.01%             | 2030-07-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WIS EDL FAC REV                                                            | PUBLIC FIN AUTH WI EDUCTNL FAC PUBLIC FINANCE AUTHORITY                           | CUSIP: 74443DMA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $501418.05    | 0.02%             | 2031-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                           | SAN DIEGO GAS & ELECTRIC CO 4.950000% 08/15/2028                                  | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018518.28   | 0.04%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-54 3A                     | CUSIP: 31393LFM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    178191 | PA      | $185185.01    | 0.01%             | 2043-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.500000% 02/15/2045                                              | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15310000 | PA      | $10883855.12  | 0.46%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST                                                 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C2 JPMBB 2015-C28 C               | CUSIP: 46644FAK7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5170000 | PA      | $5080559.00   | 0.21%             | 2048-10-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc                                                         | AMCOR FLEXIBLES NORTH AMERICA INC 144A 4.800000% 03/17/2028                       | CUSIP: 02344AAC2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    925000 | PA      | $931959.22    | 0.04%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM8595                                                         | CUSIP: 3140XCRR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1893398 | PA      | $1598289.30   | 0.07%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                         | RGA GLOBAL FUNDING 144A 5.250000% 01/09/2030                                      | CUSIP: 76209PAG8<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    645000 | PA      | $658869.09    | 0.03%             | 2030-01-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST                                                            | CARMAX SELECT RECEIVABLES TRUST 2025-A CMXS 2025-A A3                             | CUSIP: 14319UAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    745000 | PA      | $750706.70    | 0.03%             | 2029-09-17      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | OWS CRE FUNDING I LLC 144A VARIABLE RATE 09/15/2025                               | CUSIP: 67114QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3125941 | PA      | $3112840.32   | 0.13%             | 2025-09-15      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                          | NATWEST GROUP PLC 5.778000% 03/01/2035                                            | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | NUSS              | GB        |   1910000 | PA      | $1943112.31   | 0.08%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                                         | FORD MOTOR CO 3.250000% 02/12/2032                                                | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2041644.15   | 0.09%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                          | HSBC HOLDINGS PLC 5.130000% 11/19/2028                                            | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   1430000 | PA      | $1444613.40   | 0.06%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                      | WELLS FARGO & CO 3.900000% MATURITY: PERPETUAL                                    | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2121474.67   | 0.09%             | 2174-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CB7109                                                         | CUSIP: 3140QS3T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1870508 | PA      | $1883561.28   | 0.08%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                         | ENERGY TRANSFER LP 4.400000% 03/15/2027                                           | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2184608.66   | 0.09%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2001-T7 FNGT 2001-T7 A1                                  | CUSIP: 31359S6X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1364 | PA      | $1443.91      | 0.00%             | 2041-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07480                                                   | CUSIP: 3128M9UD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     28459 | PA      | $29790.88     | 0.00%             | 2039-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY, INC.                                                                   | CENTERPOINT ENERGY INC 6.700000% 05/15/2055                                       | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    850000 | PA      | $838726.28    | 0.04%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                | HUDSON YARDS 2019-55HY MORTGAGE TRUST HY 2019-55HY A                              | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $917557.40    | 0.04%             | 2041-12-10      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GINNIE MAE I POOL GN 781120                                                       | CUSIP: 36225BG51<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       424 | PA      | $440.96       | 0.00%             | 2029-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                                             | PAGAYA AI DEBT TRUST 2024-3 PAID 2024-3 C                                         | CUSIP: 69547XAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1635884 | PA      | $1659301.07   | 0.07%             | 2031-10-15      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| J. B. HUNT TRANSPORT SERVICES, INC.                                                        | JB HUNT TRANSPORT SERVICES INC 4.900000% 03/15/2030                               | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    805000 | PA      | $812023.48    | 0.03%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc.                                                                          | MARKEL GROUP INC 6.000000% 05/16/2054                                             | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1069843.83   | 0.05%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED NATIONS DEV CORP N Y REV                                                            | UNITED NATIONS DEV CORP NY UNITED NATIONS DEVELOPMENT CORP                        | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $415089.72    | 0.02%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.375000% 03/31/2029                                              | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  10145000 | PA      | $9675397.49   | 0.41%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                 | MIDAMERICAN ENERGY CO 5.300000% 02/01/2055                                        | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $980582.21    | 0.04%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GALLATIN CNTY MONT INDL DEV REV                                                            | GALLATIN CNTY MT INDL DEV REVE COUNTY OF GALLATIN MT                              | CUSIP: 363671BN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $516520.90    | 0.02%             | 2027-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-3 EART 2022-3A D                         | CUSIP: 30166YAF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3000000 | PA      | $3040229.40   | 0.13%             | 2028-09-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                               | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-4 D                  | CUSIP: 02530CAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1155000 | PA      | $1197586.12   | 0.05%             | 2030-09-12      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| APA CORPORATION                                                                            | APA CORP 144A 6.750000% 02/15/2055                                                | CUSIP: 03743QAS7<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    860000 | PA      | $754224.21    | 0.03%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MATHER                                                                                     | MATHER FOUNDATION 2.675000% 10/01/2031                                            | CUSIP: 576722AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2120359.98   | 0.09%             | 2031-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                               | HESS MIDSTREAM OPERATIONS LP 144A 5.875000% 03/01/2028                            | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1693483.82   | 0.07%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                      | FOUNDRY JV HOLDCO LLC 144A 6.200000% 01/25/2037                                   | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2431877.62   | 0.10%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA4245                                                        | CUSIP: 3133KKWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1236152 | PA      | $994039.29    | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS3218                                                         | CUSIP: 3140XJSG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1538824 | PA      | $1297847.80   | 0.05%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-H08 FE                          | CUSIP: 38382YST1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1912107 | PA      | $1897347.53   | 0.08%             | 2072-03-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-H04 FK                          | CUSIP: 38380VPG0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    759642 | PA      | $760021.15    | 0.03%             | 2068-03-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING, LLC                                                             | TERRAFORM POWER OPERATING, LLC 5/21/2029                                          | CUSIP: 88103NAL4<br>LEI: N/A                  | Long             | LON              |  | US        |   1629083 | PA      | $1592428.55   | 0.07%             | 2029-05-21      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL8749                                                         | CUSIP: 3138ETWK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     16780 | PA      | $17303.67     | 0.00%             | 2045-01-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| THE CONSERVATION FUND, A NONPROFIT CORPORATION                                             | CONSERVATION FUND A NONPROFIT CORP/THE 3.474000% 12/15/2029                       | CUSIP: 20848FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2116000 | PA      | $2006333.01   | 0.08%             | 2029-12-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 4319 MA                                                    | CUSIP: 3137B8LR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     75602 | PA      | $75280.90     | 0.00%             | 2044-03-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-2 EART 2025-2A A3                        | CUSIP: 30168JAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1240000 | PA      | $1243700.66   | 0.05%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-H16 CF                          | CUSIP: 38380LF65<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    280721 | PA      | $280104.35    | 0.01%             | 2069-10-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL8387                                                         | CUSIP: 3138ETJ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3065162 | PA      | $2918424.29   | 0.12%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.500000% 02/15/2046                                              | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1775000 | PA      | $1242638.66   | 0.05%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-H01 FV                          | CUSIP: 38380LY72<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3391116 | PA      | $3377324.18   | 0.14%             | 2070-01-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA8473                                                         | CUSIP: 3140QGMX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2568601 | PA      | $2069347.58   | 0.09%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-1 WLAKE 2025-1A D                      | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3570000 | PA      | $3590515.01   | 0.15%             | 2030-11-15      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST                                                     | GREENSKY HOME IMPROVEMENT TRUST 2024-1 GSKY 2024-1 A3                             | CUSIP: 39571MAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    365000 | PA      | $370990.16    | 0.02%             | 2059-06-25      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| State of California                                                                        | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $47983.53     | 0.00%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2007-20E 1                       | CUSIP: 83162CRA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       845 | PA      | $842.71       | 0.00%             | 2027-05-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA8440                                                         | CUSIP: 3140QGLW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    254165 | PA      | $204765.21    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL4657                                                         | CUSIP: 3138EME72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     51212 | PA      | $52572.53     | 0.00%             | 2044-01-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA6994                                                      | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3111698 | PA      | $2539121.81   | 0.11%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-H11 EF                          | CUSIP: 38382YTX1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2396586 | PA      | $2404842.76   | 0.10%             | 2072-05-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-84 IB                           | CUSIP: 38379XFT2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1825498 | PA      | $333234.01    | 0.01%             | 2045-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.250000% 02/15/2028                                              | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   6550000 | PA      | $6664113.31   | 0.28%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                   | EUROPEAN INVESTMENT BANK 0.625000% 10/21/2027                                     | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   5000000 | PA      | $4644833.95   | 0.20%             | 2027-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS1931                                                         | CUSIP: 3140XHED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2604558 | PA      | $2180421.60   | 0.09%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                       | FREMF K-100 MORTGAGE TRUST FREMF 2019-K100 C                                      | CUSIP: 30313PAU7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    130000 | PA      | $120414.50    | 0.01%             | 2052-11-25      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA3617                                                         | CUSIP: 31418DAT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    154465 | PA      | $153368.46    | 0.01%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4465                                                         | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2982301 | PA      | $2372253.79   | 0.10%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Limited                                                                   | TENCENT HOLDINGS LTD MTN 3.975000% 04/11/2029                                     | CUSIP: 88032WAN6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | NUSS              | CN        |   2000000 | PA      | $1971222.94   | 0.08%             | 2029-04-11      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                            | AVOLON HOLDINGS FUNDING LTD 144A 5.375000% 05/30/2030                             | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |    215000 | PA      | $213970.12    | 0.01%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.000000% 03/31/2030                                              | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5735000 | PA      | $5806239.48   | 0.24%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G61030                                                   | CUSIP: 31335BEB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    270674 | PA      | $264609.29    | 0.01%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM6708                                                         | CUSIP: 3140XAN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1045115 | PA      | $884438.32    | 0.04%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 3330 GZ                                                    | CUSIP: 31397JFK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      2345 | PA      | $2367.70      | 0.00%             | 2037-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP.                                                               | BLUE OWL CREDIT INCOME CORP 7.750000% 01/15/2029                                  | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2805474.79   | 0.12%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   7725930 | PA      | $7725929.88   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2001-T8 FNGT 2001-T8 A1                                  | CUSIP: 313920UK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3544 | PA      | $3598.53      | 0.00%             | 2041-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2007-20F 1                       | CUSIP: 83162CRB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1902 | PA      | $1917.93      | 0.00%             | 2027-06-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC.                                                                 | STELLANTIS FINANCE US INC 144A 6.450000% 03/18/2035                               | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    655000 | PA      | $641302.76    | 0.03%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 841485                                               | CUSIP: 31288QUJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    803128 | PA      | $790669.63    | 0.03%             | 2052-09-01      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                      | NEXTERA ENERGY CAPITAL HOLDINGS INC 5.900000% 03/15/2055                          | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    585000 | PA      | $569999.91    | 0.02%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 3185 GT                                                    | CUSIP: 31396UBX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      7670 | PA      | $7691.72      | 0.00%             | 2026-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07612                                                   | CUSIP: 3128M9YH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     72977 | PA      | $71559.77     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 725484                                                         | CUSIP: 31402C6V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     43523 | PA      | $45432.61     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FRETE 2021-ML08 TRUST FREDDIE MAC MULTIFAMILY ML CERTIFICATES                     | CUSIP: 30318LAB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |   1604410 | PA      | $1287653.00   | 0.05%             | 2037-07-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                                   | OCTANE RECEIVABLES TRUST 2023-1 OCTL 2023-1A C                                    | CUSIP: 67571BAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    895000 | PA      | $909714.25    | 0.04%             | 2029-09-20      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL FIN AUTH N H INDL DEV REV                                                         | NATIONAL FIN AUTH NH INDL DEVR NEW HAMPSHIRE BUSINESS FINANCE AUTHORITY           | CUSIP: 63609FAD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5500000 | PA      | $5500000.00   | 0.23%             | 2029-02-01      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| BANQUE NATIONALE DU CANADA                                                                 | NATIONAL BANK OF CANADA 4.500000% 10/10/2029                                      | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    935000 | PA      | $929557.26    | 0.04%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                               | BARCLAYS PLC 5.674000% 03/12/2028                                                 | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |   1790000 | PA      | $1823850.99   | 0.08%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                                      | BANQUE FEDERATIVE DU CREDIT MUTUEL SA 144A 5.538000% 01/22/2030                   | CUSIP: 06675DCN0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | NUSS              | FR        |   1420000 | PA      | $1465099.38   | 0.06%             | 2030-01-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07857                                                   | CUSIP: 3128MAB24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     45590 | PA      | $45226.23     | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD5012                                                        | CUSIP: 3132DSR95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   9834698 | PA      | $9659966.12   | 0.41%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR ZI8701                                                        | CUSIP: 3131WMU20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     14168 | PA      | $14642.44     | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                              | FORD MOTOR CREDIT CO LLC 7.350000% 11/04/2027                                     | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    525000 | PA      | $540365.88    | 0.02%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A1                                 | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3571901 | PA      | $3161994.28   | 0.13%             | 2066-01-25      | Floating      | 0.82%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                    | CARMAX AUTO OWNER TRUST 2025-2 CARMX 2025-2 A3                                    | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    480000 | PA      | $480959.23    | 0.02%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| NHP FOUNDATION (THE)                                                                       | NHP FOUNDATION/THE 6.000000% 12/01/2033                                           | CUSIP: 62925MAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1060091.68   | 0.04%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                             | ENTERPRISE FLEET FINANCING 2025-1 LLC EFF 2025-1 A3                               | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    335000 | PA      | $338634.78    | 0.01%             | 2029-02-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7830                                                      | CUSIP: 36179WVX3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1085055 | PA      | $1016040.17   | 0.04%             | 2052-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                   | BENCHMARK 2019-B10 MORTGAGE TRUST BMARK 2019-B10 E                                | CUSIP: 08162VAX6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1260000 | PA      | $864328.50    | 0.04%             | 2062-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                  | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3 SFAST 2024-3A A3                 | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    265000 | PA      | $266564.06    | 0.01%             | 2030-06-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07805                                                   | CUSIP: 3128MAAE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     34611 | PA      | $33369.60     | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                                                     | NSTAR ELECTRIC CO 4.850000% 03/01/2030                                            | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    370000 | PA      | $374679.11    | 0.02%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP MTN 2.676000% 06/19/2041                                     | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $1913400.20   | 0.08%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA6271                                                         | CUSIP: 3140QD6H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4802806 | PA      | $4033092.88   | 0.17%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.250000% 02/15/2054                                              | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    185000 | PA      | $171305.66    | 0.01%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                          | CAPITAL ONE FINANCIAL CORP 6.377000% 06/08/2034                                   | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    375000 | PA      | $390931.83    | 0.02%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY 5.466000% 01/18/2035                                               | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1601104.68   | 0.07%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST                                                 | SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-5A SFAVE 2015-5AVE A1             | CUSIP: 78413MAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3045000 | PA      | $2640045.75   | 0.11%             | 2043-01-05      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| BB BLUE FINANCING DESIGNATED ACTIVITY COMPANY                                              | BB BLUE FINANCING DAC 4.395000% 09/20/2037                                        | CUSIP: BZ1196758<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | NUSS              | IE        |   2500000 | PA      | $2443854.28   | 0.10%             | 2037-09-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849505                                               | CUSIP: 31300MR21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     31270 | PA      | $32243.24     | 0.00%             | 2044-10-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                         | ENERGY TRANSFER LP 6.500000% 02/01/2042                                           | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    835000 | PA      | $827423.03    | 0.03%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                                            | CIGNA GROUP/THE 7.875000% 05/15/2027                                              | CUSIP: 125523AX8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    651000 | PA      | $693521.15    | 0.03%             | 2027-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                        | COMM 2024-CBM MORTGAGE TRUST COMM 2024-CBM A2                                     | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    180000 | PA      | $183345.95    | 0.01%             | 2041-12-10      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| KfW                                                                                        | KREDITANSTALT FUER WIEDERAUFBAU 1.750000% 09/14/2029                              | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   2500000 | PA      | $2300927.90   | 0.10%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.625000% 05/15/2031                                              | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   8150000 | PA      | $7178048.85   | 0.30%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-H09 FA                          | CUSIP: 38382YQX4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1998431 | PA      | $1972125.35   | 0.08%             | 2072-04-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-H13 FJ                          | CUSIP: 38382Y7H0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1207112 | PA      | $1228406.27   | 0.05%             | 2073-02-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS, INC.                                                           | AIR PRODUCTS AND CHEMICALS INC 4.800000% 03/03/2033                               | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2501503.98   | 0.11%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WALMART INC.                                                                               | WALMART INC 4.900000% 04/28/2035                                                  | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    975000 | PA      | $986397.94    | 0.04%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY MTN 4.431000% 01/23/2030                                           | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    475000 | PA      | $471420.78    | 0.02%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                                      | GENUINE PARTS CO 2.750000% 02/01/2032                                             | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    760000 | PA      | $651790.58    | 0.03%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                                              | CONSOLIDATED EDISON CO OF NEW YORK INC 4.450000% 03/15/2044                       | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    965000 | PA      | $819849.58    | 0.03%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2023-1 GCAR 2023-1A D                           | CUSIP: 36266XAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1415000 | PA      | $1446813.87   | 0.06%             | 2029-01-16      | Fixed         | 7.01%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1 EART 2024-1A D                         | CUSIP: 30167PAF7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4215000 | PA      | $4264362.71   | 0.18%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                     | EXTRA SPACE STORAGE LP 5.400000% 06/15/2035                                       | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    905000 | PA      | $887192.66    | 0.04%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 725228                                                         | CUSIP: 31402CVV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    123015 | PA      | $127872.23    | 0.01%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-S1 SDART 2024-S1 R1                   | CUSIP: 80286UAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5540469 | PA      | $5546736.47   | 0.23%             | 2029-03-16      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.000000% 07/31/2029                                              | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  11660000 | PA      | $11791630.44  | 0.50%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                   | EUROPEAN INVESTMENT BANK 3.750000% 02/14/2033                                     | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2450562.55   | 0.10%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-51 1A                     | CUSIP: 31392W7B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    105820 | PA      | $109463.74    | 0.00%             | 2043-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                               | DRIVE AUTO RECEIVABLES TRUST 2024-2 DRIVE 2024-2 B                                | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    765000 | PA      | $763638.22    | 0.03%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL4778                                                         | CUSIP: 3138EMJY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     32925 | PA      | $32670.44     | 0.00%             | 2032-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 2944 OH                                                    | CUSIP: 31395PCL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    117722 | PA      | $122879.39    | 0.01%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 5.250000% 04/02/2035                                   | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    770000 | PA      | $772393.71    | 0.03%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS2572                                                         | CUSIP: 3140XH2E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3230330 | PA      | $2584627.46   | 0.11%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA2455                                                         | CUSIP: 31418BWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     47097 | PA      | $46726.52     | 0.00%             | 2035-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT GREEN BK CONN                                                                  | CONNECTICUT ST GREEN BANK CONNECTICUT GREEN BANK                                  | CUSIP: 207580AL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2146514.25   | 0.09%             | 2035-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| THE SOUTHERN COMPANY                                                                       | SOUTHERN CO/THE 3.750000% 09/15/2051                                              | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1403948.32   | 0.06%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL8816                                                         | CUSIP: 3138ETYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     40267 | PA      | $39381.19     | 0.00%             | 2045-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE ELECTRIC & GAS CORPORATION                                                  | NEW YORK STATE ELECTRIC & GAS CORP 144A 5.300000% 08/15/2034                      | CUSIP: 649840CW3<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000388.31   | 0.04%             | 2034-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Vistra Zero Opt Co, LLC                                                                    | Vistra Zero Opt Co, LLC 3/20/2031                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    995000 | PA      | $965279.35    | 0.04%             | 2031-03-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                                | CRESCENT ENERGY FINANCE LLC 144A 7.625000% 04/01/2032                             | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    400000 | PA      | $363010.84    | 0.02%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 889466                                                         | CUSIP: 31410KFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     24620 | PA      | $25745.31     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.625000% 11/15/2050                                              | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    240000 | PA      | $128231.25    | 0.01%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8428                                                      | CUSIP: 36179XLH7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2964214 | PA      | $2911244.74   | 0.12%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 786266                                                      | CUSIP: 3622ABZ70<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1378467 | PA      | $1168021.25   | 0.05%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC                                                   | SIERRA TIMESHARE 2024-2 RECEIVABLES FUNDING LLC SRFC 2024-2A A                    | CUSIP: 82650DAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    885759 | PA      | $896860.40    | 0.04%             | 2041-06-20      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9906                                                      | CUSIP: 36180AAF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4046623 | PA      | $4042062.39   | 0.17%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PARTNERS                                                              | SIXTH STREET LENDING PARTNERS 6.500000% 03/11/2029                                | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    765000 | PA      | $776949.49    | 0.03%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH TPK REV                                                             | NEW JERSEY ST TURNPIKE AUTH TU NEW JERSEY TURNPIKE AUTHORITY                      | CUSIP: 646139W35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $331758.90    | 0.01%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                  | DELL INTERNATIONAL LLC / EMC CORP 6.020000% 06/15/2026                            | CUSIP: 24703TAD8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    102000 | PA      | $103163.25    | 0.00%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                             | CARVANA AUTO RECEIVABLES TRUST 2024-P4 CRVNA 2024-P4 A3                           | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    225000 | PA      | $226171.51    | 0.01%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL0778                                                         | CUSIP: 3138EG2L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4942 | PA      | $5217.37      | 0.00%             | 2049-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                                                 | COREBRIDGE FINANCIAL INC 6.875000% 12/15/2052                                     | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    765000 | PA      | $773485.36    | 0.03%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.250000% 08/15/2054                                              | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    965000 | PA      | $896394.53    | 0.04%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WB COMMERCIAL MORTGAGE TRUST                                                               | WB COMMERCIAL MORTGAGE TRUST 2024-HQ WB 2024-HQ A                                 | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $501855.10    | 0.02%             | 2040-03-15      | Floating      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.750000% 05/31/2030                                              | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3410000 | PA      | $3411332.01   | 0.14%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                                | HOST HOTELS & RESORTS LP 5.700000% 07/01/2034                                     | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1498959.86   | 0.06%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                      | WELLS FARGO & CO MTN 4.540000% 08/15/2026                                         | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1498758.84   | 0.06%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                         | ENERGY TRANSFER LP 6.100000% 12/01/2028                                           | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1940337.88   | 0.08%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-4 EART 2022-4A D                         | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1385000 | PA      | $1395542.48   | 0.06%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                        | FRONTIER ISSUER LLC FYBR 2024-1 A2                                                | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    880000 | PA      | $904925.47    | 0.04%             | 2054-06-20      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                                                          | MICROCHIP TECHNOLOGY INC 5.050000% 02/15/2030                                     | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    610000 | PA      | $606384.24    | 0.03%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP.                                                                       | FS KKR CAPITAL CORP 6.125000% 01/15/2030                                          | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    565000 | PA      | $554549.34    | 0.02%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                         | AMERICAN HONDA FINANCE CORP MTN 5.200000% 03/05/2035                              | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1369778.36   | 0.06%             | 2035-03-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 310098                                                         | CUSIP: 31374CNP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     17777 | PA      | $17610.20     | 0.00%             | 2036-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | SMALL BUSINESS ADMINISTRATION SBAP 2007-20C 1                                     | CUSIP: 83162CQX4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       504 | PA      | $506.71       | 0.00%             | 2027-03-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                                                  | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609UNU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1025530.60   | 0.04%             | 2045-05-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-2 EART 2024-2A D                         | CUSIP: 30166DAF5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2850000 | PA      | $2888520.32   | 0.12%             | 2030-02-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS 2018-TALL MORTGAGE TRUST BBCMS 2018-TALL A                                  | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1840000 | PA      | $1731905.89   | 0.07%             | 2037-03-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                 | FLAGSHIP CREDIT AUTO TRUST 2022-2 FCAT 2022-2 D                                   | CUSIP: 33844XAL2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2110000 | PA      | $1980425.74   | 0.08%             | 2028-04-17      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI, LLC                                                                   | ENTERGY MISSISSIPPI LLC 5.800000% 04/15/2055                                      | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2078731.63   | 0.09%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FUNDING LLC                                                                  | PG&E RECOVERY FUNDING LLC 5.231000% 06/01/2042                                    | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989091.54    | 0.04%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                                           | CIFC FUNDING 2019-III LTD CIFC 2019-3A CR2                                        | CUSIP: 12554VBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2285000 | PA      | $2243065.68   | 0.09%             | 2038-01-16      | Floating      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD3637                                                        | CUSIP: 3132E0BE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1015342 | PA      | $1033944.17   | 0.04%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                              | GOLDMAN SACHS GROUP INC/THE 4.387000% 06/15/2027                                  | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2495651.10   | 0.11%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                                                        | BMW US CAPITAL LLC 144A 5.400000% 03/21/2035                                      | CUSIP: 05565ECZ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | DE        |   1115000 | PA      | $1102004.95   | 0.05%             | 2035-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                          | GLS AUTO SELECT RECEIVABLES TRUST 2024-4 GSAR 2024-4A A2                          | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    365382 | PA      | $364948.04    | 0.02%             | 2029-12-17      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                             | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2024-2A A1                                  | CUSIP: 96328GBT3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    460000 | PA      | $462630.88    | 0.02%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C01416                                                   | CUSIP: 31292HSD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      8322 | PA      | $8695.89      | 0.00%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BM1357                                                         | CUSIP: 3140J5QK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    429274 | PA      | $420474.54    | 0.02%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.375000% 01/31/2032                                              | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  21080000 | PA      | $21641584.27  | 0.91%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS6136                                                         | CUSIP: 3140XMZA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1621847 | PA      | $1425278.29   | 0.06%             | 2043-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                           | OCCIDENTAL PETROLEUM CORP 5.200000% 08/01/2029                                    | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    910000 | PA      | $896547.83    | 0.04%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                  | AT&T INC 3.550000% 09/15/2055                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1238000 | PA      | $827151.33    | 0.03%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE ELECTRIC & GAS CORPORATION                                                  | NEW YORK STATE ELECTRIC & GAS CORP 144A 5.850000% 08/15/2033                      | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2593784.90   | 0.11%             | 2033-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ARTHUR J. GALLAGHER & CO.                                                                  | ARTHUR J GALLAGHER & CO 6.500000% 02/15/2034                                      | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1328581.57   | 0.06%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4468                                                         | CUSIP: 31418D6E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1098129 | PA      | $994434.13    | 0.04%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2001-79 BA                                                  | CUSIP: 31392BMM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      7216 | PA      | $7340.99      | 0.00%             | 2045-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8090                                                        | CUSIP: 3132DV7B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  10194458 | PA      | $8150284.73   | 0.34%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY MTN 3.125000% 07/27/2026                                           | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246487.94    | 0.01%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                     | EXTRA SPACE STORAGE LP 5.700000% 04/01/2028                                       | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257878.90    | 0.01%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 310048                                                         | CUSIP: 31374CL53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2896 | PA      | $3028.04      | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK TRANSN DEV CORP REV                                                               | NEW YORK TRANSPRTN DEV CORP RE NEW YORK TRANSPORTATION DEVELOPMENT CORP           | CUSIP: 65012EAA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2490033.50   | 0.10%             | 2051-06-30      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| SUNRUN JULIUS ISSUER                                                                       | SUNRUN JULIUS ISSUER 2023-2 LLC SUNRN 2023-2A A1                                  | CUSIP: 86772JAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1235138 | PA      | $1242049.53   | 0.05%             | 2059-01-30      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9361                                                      | CUSIP: 36179YMJ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   8236370 | PA      | $8074672.54   | 0.34%             | 2053-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                           | PACIFIC GAS AND ELECTRIC CO 6.150000% 03/01/2055                                  | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    895000 | PA      | $842758.13    | 0.04%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                             | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2024-3A A1                                  | CUSIP: 96328GBZ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    700000 | PA      | $703840.69    | 0.03%             | 2039-09-19      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2005-20G 1                       | CUSIP: 83162CPR8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       355 | PA      | $354.36       | 0.00%             | 2025-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.000000% 02/15/2050                                              | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4745000 | PA      | $2817714.43   | 0.12%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2001-T12 FNGT 2001-T12 A1                                | CUSIP: 31392A5L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2162 | PA      | $2187.76      | 0.00%             | 2041-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.625000% 02/15/2055                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9150000 | PA      | $9068507.81   | 0.38%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 735897                                                         | CUSIP: 31402RRS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     36510 | PA      | $37385.88     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                                                        | PECO ENERGY CO 4.150000% 10/01/2044                                               | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $838162.32    | 0.04%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-1 WLAKE 2025-1A A3                     | CUSIP: 96043VAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1310000 | PA      | $1314826.83   | 0.06%             | 2028-08-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AX8474                                                         | CUSIP: 3138YAMY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     16677 | PA      | $17181.07     | 0.00%             | 2044-12-01      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9907                                                      | CUSIP: 36180AAG8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  18694823 | PA      | $18923193.89  | 0.80%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5362                                                         | CUSIP: 3138EM5Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     31465 | PA      | $31735.25     | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   9395332 | PA      | $9395332.49   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4379                                                         | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2510497 | PA      | $2098204.72   | 0.09%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IOWA FIN AUTH MULTI FAMILY REV                                                             | IOWA ST FIN AUTH MF REVENUE IOWA FINANCE AUTHORITY                                | CUSIP: 46246JNP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    415000 | PA      | $421884.56    | 0.02%             | 2027-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                                      | BANK5 2024-5YR10 BANK5 2024-5YR10 D                                               | CUSIP: 06604AAY0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2100000 | PA      | $1825110.84   | 0.08%             | 2057-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.000000% 02/28/2030                                              | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3570000 | PA      | $3616298.44   | 0.15%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                          | NATWEST GROUP PLC 1.642000% 06/14/2027                                            | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1750000 | PA      | $1691885.97   | 0.07%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                             | US BANK NA/CINCINNATI OH 4.507000% 10/22/2027                                     | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1405291.03   | 0.06%             | 2027-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G06447                                                   | CUSIP: 3128M8P81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     33141 | PA      | $32832.10     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                     | CVS HEALTH CORP 4.125000% 04/01/2040                                              | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     96000 | PA      | $77970.17     | 0.00%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA6686                                                        | CUSIP: 3133KNNB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    967303 | PA      | $903325.54    | 0.04%             | 2052-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AD0130                                                         | CUSIP: 31418MEC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     12774 | PA      | $13323.53     | 0.00%             | 2039-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JACKSON PARK TRUST                                                                         | JACKSON PARK TRUST 2019-LIC JAX 2019-LIC A                                        | CUSIP: 46868RAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $901718.50    | 0.04%             | 2039-10-14      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 773521                                                         | CUSIP: 31404NLA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       350 | PA      | $358.73       | 0.00%             | 2034-09-01      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                         | ORACLE CORP 3.600000% 04/01/2040                                                  | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    495000 | PA      | $385821.25    | 0.02%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9907                                                      | CUSIP: 36180AAG8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     97420 | PA      | $98518.68     | 0.00%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS3427                                                         | CUSIP: 3140XJYZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2327950 | PA      | $2177984.98   | 0.09%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                                                               | FORD CREDIT AUTO LEASE TRUST 2025-A FORDL 2025-A A3                               | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    420000 | PA      | $422448.22    | 0.02%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 555798                                                         | CUSIP: 31385XNP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1578 | PA      | $1637.09      | 0.00%             | 2033-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GINNIE MAE I POOL GN 781029                                                       | CUSIP: 36225BEA2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       672 | PA      | $690.84       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4565                                                         | CUSIP: 31418ECB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1657963 | PA      | $1501822.21   | 0.06%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS0328                                                         | CUSIP: 3140XFLJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1285816 | PA      | $1205235.99   | 0.05%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.375000% 08/15/2042                                              | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $7201757.77   | 0.30%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                     | GENERAL MOTORS FINANCIAL CO INC 5.350000% 01/07/2030                              | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1156286.92   | 0.05%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM4334                                                         | CUSIP: 3140X7Y86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1451565 | PA      | $1277114.17   | 0.05%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-H04 FG                          | CUSIP: 38382YMF7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1291827 | PA      | $1288690.87   | 0.05%             | 2067-02-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS9797                                                         | CUSIP: 3140XR3F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2005340 | PA      | $1977350.96   | 0.08%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 889886                                                         | CUSIP: 31410KUK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       177 | PA      | $188.14       | 0.00%             | 2037-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST                                              | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024 BLAST 2024-3 B                 | CUSIP: 10805NAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    615000 | PA      | $619147.56    | 0.03%             | 2028-10-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC COMPANY                                                                     | UNION ELECTRIC CO 3.900000% 04/01/2052                                            | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $1648885.12   | 0.07%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2001-T4 FNGT 2001-T4 A1                                  | CUSIP: 31359SR69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     29463 | PA      | $29924.58     | 0.00%             | 2041-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS3298                                                         | CUSIP: 3140XJUY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1594424 | PA      | $1326051.67   | 0.06%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA3167                                                        | CUSIP: 3133KJQU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4020027 | PA      | $3244108.00   | 0.14%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                    | CARMAX AUTO OWNER TRUST 2024-3 CARMX 2024-3 A3                                    | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    790000 | PA      | $798130.84    | 0.03%             | 2029-07-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                               | BARCLAYS PLC 2.894000% 11/24/2032                                                 | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |   1000000 | PA      | $869788.22    | 0.04%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WIS REV                                                                    | PUBLIC FIN AUTH WI REVENUE PUBLIC FINANCE AUTHORITY                               | CUSIP: 74442PG25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $560398.47    | 0.02%             | 2029-07-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF DEPT ARPTS CUSTOMER FAC CHARGE REV                                       | LOS ANGELES CA DEPT OF ARPTS C CITY OF LOS ANGELES DEPARTMENT OF AIRPORTS CUSTOME | CUSIP: 54445CAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2139388.43   | 0.09%             | 2030-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                                                         | LYB INTERNATIONAL FINANCE III LLC 3.375000% 10/01/2040                            | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $899433.06    | 0.04%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2014-1 KF                                                   | CUSIP: 3136AJAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    124584 | PA      | $122974.08    | 0.01%             | 2044-02-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                    | BANK OF NOVA SCOTIA/THE 4.900000% MATURITY: PERPETUAL                             | CUSIP: 064159VJ2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | NUSS              | CA        |   4840000 | PA      | $4819648.28   | 0.20%             | 2173-09-04      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES FINANCE GP1                                                              | LIBERTY UTILITIES FINANCE GP 1 144A 2.050000% 09/15/2030                          | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2152711.65   | 0.09%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| SEB FUNDING LLC                                                                            | SEB FUNDING LLC SEB4P 2024-1A A2                                                  | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     30000 | PA      | $30722.63     | 0.00%             | 2054-04-30      | Fixed         | 7.39%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G08707                                                   | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    603878 | PA      | $572287.16    | 0.02%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HIGHER EDUCATION ASSISTANCE CORPORATION                                      | MASSACHUSETTS HIGHER EDUCATION ASSISTANCE CORP 2.673000% 07/01/2031               | CUSIP: 575674AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $433762.47    | 0.02%             | 2031-07-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 BS3713                                                      | CUSIP: 3617MEDS9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    844291 | PA      | $779470.00    | 0.03%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 888560                                                         | CUSIP: 31410GE90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      8146 | PA      | $8464.64      | 0.00%             | 2035-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 03/31/2027                                              | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5895000 | PA      | $5919869.53   | 0.25%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                                      | BANK5 2024-5YR12 BANK5 2024-5YR12 D                                               | CUSIP: 06644XAJ5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1160000 | PA      | $990907.26    | 0.04%             | 2057-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BT7339                                                         | CUSIP: 3140LWEM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1081622 | PA      | $988812.12    | 0.04%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                           | PACIFIC GAS AND ELECTRIC CO 6.700000% 04/01/2053                                  | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5045026.35   | 0.21%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH N H REV                                                                  | NATIONAL FIN AUTH NH REVENUE NEW HAMPSHIRE BUSINESS FINANCE AUTHORITY             | CUSIP: 63607YCG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $958808.60    | 0.04%             | 2045-11-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                              | GOLDMAN SACHS GROUP INC/THE 5.049000% 07/23/2030                                  | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1626532.91   | 0.07%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                                           | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108Q37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3100000 | PA      | $2426436.96   | 0.10%             | 2040-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC, INC.                                                                    | GOLUB CAPITAL BDC INC 6.000000% 07/15/2029                                        | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    810000 | PA      | $811231.90    | 0.03%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                        | SYNCHRONY FINANCIAL 5.450000% 03/06/2031                                          | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    360000 | PA      | $358486.48    | 0.02%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                  | DELL INTERNATIONAL LLC / EMC CORP 5.000000% 04/01/2030                            | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    405000 | PA      | $406770.81    | 0.02%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG A64639                                                   | CUSIP: 3128KVEL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1915 | PA      | $1995.04      | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Variable Rate Certificates                                         | FREDDIE MAC MULTIFAMILY VARIABLE RATE CERTIFICATE FMMV M069 A                     | CUSIP: 3137H92A6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1210000 | PA      | $1166267.70   | 0.05%             | 2037-04-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                                                        | PECO ENERGY CO 3.000000% 09/15/2049                                               | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1173674.14   | 0.05%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-H04 FC                          | CUSIP: 38382YS46<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1959147 | PA      | $1947691.31   | 0.08%             | 2073-01-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 2B3644                                               | CUSIP: 31326JBM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     74037 | PA      | $75913.85     | 0.00%             | 2045-01-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                          | CREDIT ACCEPTANCE AUTO LOAN TRUST 2025-1 CAALT 2025-1A A                          | CUSIP: 22536KAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    925000 | PA      | $932440.05    | 0.04%             | 2035-03-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA3202                                                        | CUSIP: 3133KJRX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3604470 | PA      | $3029589.67   | 0.13%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.750000% 02/15/2045                                              | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3130000 | PA      | $3151518.75   | 0.13%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                           | SMB PRIVATE EDUCATION LOAN TRUST 2024-A SMB 2024-A A1A                            | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1620077 | PA      | $1635840.33   | 0.07%             | 2056-03-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REV                                    | CALIFORNIA CMNTY CHOICE FING A CALIFORNIA COMMUNITY CHOICE FINANCING AUTHORITY    | CUSIP: 13013JDE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1553007.30   | 0.07%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 995575                                                         | CUSIP: 31416B6L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6987 | PA      | $7159.42      | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA3053                                                        | CUSIP: 3133KJMA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    880563 | PA      | $709055.71    | 0.03%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2004-T1 FNGT 2004-T1 1A2                                 | CUSIP: 31393XFT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       907 | PA      | $933.74       | 0.00%             | 2044-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                       | ONEMAIN FINANCE CORP 6.750000% 03/15/2032                                         | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1167187.70   | 0.05%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                   | DOW CHEMICAL CO/THE 5.550000% 11/30/2048                                          | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31219.44     | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Republika Srbija                                                                           | SERBIA INTERNATIONAL BOND 144A 6.000000% 06/12/2034                               | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    850000 | PA      | $840650.02    | 0.04%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORPORATION                                                                         | TARGET CORP 5.000000% 04/15/2035                                                  | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1204481.94   | 0.05%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                                 | AMERICAN TOWER CORP 2.950000% 01/15/2051                                          | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1112799.16   | 0.05%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                                   | HYATT HOTELS CORP 5.375000% 12/15/2031                                            | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    720000 | PA      | $715319.57    | 0.03%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 821697                                                         | CUSIP: 31406V3E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2449 | PA      | $2495.29      | 0.00%             | 2035-06-01      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.375000% 11/30/2030                                              | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2650000 | PA      | $2725773.44   | 0.11%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                       | GLENCORE FUNDING LLC 144A 5.186000% 04/01/2030                                    | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |    505000 | PA      | $510517.38    | 0.02%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-1 WLAKE 2024-1A D                      | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2010000 | PA      | $2044172.01   | 0.09%             | 2029-10-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMIC TRUST 2003-W4 FNW 2003-W4 3A                                     | CUSIP: 31393AP92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     48511 | PA      | $52051.16     | 0.00%             | 2042-10-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 888673                                                         | CUSIP: 31410GJS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6473 | PA      | $6753.06      | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 2B1332                                               | CUSIP: 31326FPR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     27888 | PA      | $28551.42     | 0.00%             | 2043-04-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                    | HYUNDAI CAPITAL AMERICA 144A 4.875000% 11/01/2027                                 | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    435000 | PA      | $435043.07    | 0.02%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                        | SYNCHRONY FINANCIAL 5.935000% 08/02/2030                                          | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    540000 | PA      | $546126.01    | 0.02%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP.                                                               | BLUE OWL CREDIT INCOME CORP 144A 6.600000% 09/15/2029                             | CUSIP: 09581CAA9<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    555000 | PA      | $560295.11    | 0.02%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA COMPANIES GLOBAL FUNDING                                                   | MUTUAL OF OMAHA COS GLOBAL FUNDING 144A 5.000000% 04/01/2030                      | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    775000 | PA      | $788668.14    | 0.03%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.000000% 06/30/2028                                              | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3325000 | PA      | $3365653.31   | 0.14%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                                                              | METLIFE INC MATURITY: PERPETUAL                                                   | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    900000 | PA      | $888747.12    | 0.04%             | 2174-03-15      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.750000% 11/15/2053                                              | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1785000 | PA      | $1794970.90   | 0.08%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                                   | OCTANE RECEIVABLES TRUST 2024-2 OCTL 2024-2A D                                    | CUSIP: 67578YAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1560000 | PA      | $1579269.12   | 0.07%             | 2032-07-20      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2014-54 CP                                                  | CUSIP: 3136AKP23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2334900 | PA      | $2162985.05   | 0.09%             | 2044-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8201                                                      | CUSIP: 36179XDE3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5488790 | PA      | $5274343.22   | 0.22%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.625000% 11/15/2050                                              | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9375000 | PA      | $4997680.69   | 0.21%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-H05 FE                          | CUSIP: 38380LAY9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    300181 | PA      | $302145.43    | 0.01%             | 2068-02-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                                              | STARWOOD PROPERTY TRUST INC 144A 7.250000% 04/01/2029                             | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    750000 | PA      | $776422.50    | 0.03%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF                                                                          | LOS ANGELES CA CITY OF LOS ANGELES CA                                             | CUSIP: 544351RY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1902761.80   | 0.08%             | 2038-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C91377                                                   | CUSIP: 3128P7Q63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     11568 | PA      | $11675.85     | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.625000% 11/15/2044                                              | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6230000 | PA      | $6170620.31   | 0.26%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9606                                                      | CUSIP: 36179YU77<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  14589576 | PA      | $14805970.91  | 0.62%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                   | EUROPEAN INVESTMENT BANK 2.125000% 04/13/2026                                     | CUSIP: 298785HD1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $983310.89    | 0.04%             | 2026-04-13      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH CAROLINA, INC.                                                       | DOMINION ENERGY SOUTH CAROLINA INC 6.250000% 10/15/2053                           | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    935000 | PA      | $987178.14    | 0.04%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US 10YR ULTRA FUT JUN25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       604 | NC      | $69299562.50  | 2.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7883                                                      | CUSIP: 36179WXL7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1272760 | PA      | $1160265.57   | 0.05%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.500000% 09/30/2029                                              | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   4595000 | PA      | $4559640.05   | 0.19%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                          | CAPITAL ONE FINANCIAL CORP 7.624000% 10/30/2031                                   | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    775000 | PA      | $862389.35    | 0.04%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP, LLC                                                                     | JANE STREET GROUP / JSG FINANCE INC 144A 6.750000% 05/01/2033                     | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    935000 | PA      | $939709.16    | 0.04%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                                       | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UVM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1865000 | PA      | $1606703.47   | 0.07%             | 2034-06-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8720                                                      | CUSIP: 36179XVM5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3618881 | PA      | $3087838.40   | 0.13%             | 2053-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA6662                                                         | CUSIP: 3140QEML3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    668013 | PA      | $537903.44    | 0.02%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849244                                               | CUSIP: 31300MHV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     21519 | PA      | $22150.37     | 0.00%             | 2044-01-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORPORATION                                                                   | CHORD ENERGY CORP 144A 6.750000% 03/15/2033                                       | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    920000 | PA      | $895906.76    | 0.04%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FINANCING DESIGNATED ACTIVITY COMPANY                                     | SMURFIT WESTROCK FINANCING DAC 144A 5.418000% 01/15/2035                          | CUSIP: 83272YAA0<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | NUSS              | IE        |    800000 | PA      | $800102.77    | 0.03%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| HANWHA FUTUREPROOF CORP.                                                                   | HANWHA FUTUREPROOF CORP 144A 4.750000% 04/30/2028                                 | CUSIP: 41090AAA0<br>LEI: 9884007L4WD2KH9RM154 | Long             | DBT              | CORP              | KR        |   1000000 | PA      | $1010063.33   | 0.04%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORPORATION                                                               | BLUE OWL CAPITAL CORP 2.875000% 06/11/2028                                        | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1085476.74   | 0.05%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KBC GROEP NV                                                                               | KBC GROUP NV 144A 4.932000% 10/16/2030                                            | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | NUSS              | BE        |    430000 | PA      | $432909.21    | 0.02%             | 2030-10-16      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                                         | SOUTHERN CALIFORNIA EDISON CO 5.250000% 03/15/2030                                | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135717.50    | 0.01%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MB0148                                                      | CUSIP: 3618N5EW5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  12599416 | PA      | $12755342.76  | 0.54%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                       | M&T BANK CORP MTN 4.833000% 01/16/2029                                            | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2503387.58   | 0.11%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8199                                                      | CUSIP: 36179XDC7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   9496677 | PA      | $8635219.14   | 0.36%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                                   | OCTANE RECIEVABLES TRUST 2024-RPT1 OCTL 2024-RPT1 R1                              | CUSIP: 67578QAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1824000 | PA      | $1823991.43   | 0.08%             | 2030-02-22      | Fixed         | 6.68%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                   | BX TRUST 2022-CLS BX 2022-CLS B                                                   | CUSIP: 05609XAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2100000 | PA      | $2112837.30   | 0.09%             | 2027-10-13      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Pepsico, Inc.                                                                              | PEPSICO INC 3.900000% 07/18/2032                                                  | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2879185.77   | 0.12%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE COMPANY                                                              | NIPPON LIFE INSURANCE CO 144A 6.500000% 04/30/2055                                | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | NUSS              | JP        |    660000 | PA      | $669982.50    | 0.03%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2024-1 GCAR 2024-1A D                           | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1210000 | PA      | $1230982.49   | 0.05%             | 2029-12-17      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC, INC.                                                                    | GOLUB CAPITAL BDC INC 2.500000% 08/24/2026                                        | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   3530000 | PA      | $3396085.00   | 0.14%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                 | CSMC 2014-USA OA LLC CSMC 2014-USA A2                                             | CUSIP: 12649AAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    665000 | PA      | $610137.63    | 0.03%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL S.A.                                                                | TELECOM ITALIA CAPITAL SA 7.200000% 07/18/2036                                    | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | NUSS              | IT        |    175000 | PA      | $179556.30    | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                           | PACIFIC GAS AND ELECTRIC CO 4.950000% 07/01/2050                                  | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $1864795.05   | 0.08%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN TRANSN AUTH N Y REV                                                           | MET TRANSPRTN AUTH NY REVENUE METROPOLITAN TRANSPORTATION AUTHORITY               | CUSIP: 59261A2P1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $231919.57    | 0.01%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C4 BBCMS 2019-C4 C                        | CUSIP: 07335CAJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1300000 | PA      | $1087530.99   | 0.05%             | 2052-08-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS4269                                                         | CUSIP: 3140XKW71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1275814 | PA      | $1028219.19   | 0.04%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AE0493                                                         | CUSIP: 31419ARP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     29309 | PA      | $30832.40     | 0.00%             | 2039-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL6292                                                         | CUSIP: 3138EN7E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     21458 | PA      | $20945.88     | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 847912                                               | CUSIP: 3128JRYH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     74467 | PA      | $76921.75     | 0.00%             | 2038-04-01      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| The Bush Foundation                                                                        | BUSH FOUNDATION 2.754000% 10/01/2050                                              | CUSIP: 12316UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $632222.89    | 0.03%             | 2050-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.625000% 02/15/2035                                              | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  10780000 | PA      | $11184250.00  | 0.47%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                  | DELL INTERNATIONAL LLC / EMC CORP 4.850000% 02/01/2035                            | CUSIP: 24703DBQ3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    615000 | PA      | $579275.68    | 0.02%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER LLC                                                                  | SUNNOVA HELIOS XI ISSUER LLC SNVA 2023-A A                                        | CUSIP: 86746AAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    891215 | PA      | $864344.06    | 0.04%             | 2050-05-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR QD5507                                                        | CUSIP: 3133B3DL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1305871 | PA      | $1048641.21   | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HONOLULU HAWAII CITY & CNTY                                                                | HONOLULU CITY & CNTY HI CITY & COUNTY OF HONOLULU HI                              | CUSIP: 438687D77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    840000 | PA      | $858895.38    | 0.04%             | 2035-07-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 2B3797                                               | CUSIP: 31326JGE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    121401 | PA      | $125463.50    | 0.01%             | 2045-02-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD1470                                                        | CUSIP: 3132DNT37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4258774 | PA      | $3420882.52   | 0.14%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CARGILL, INCORPORATED                                                                      | CARGILL INC 144A 5.125000% 02/11/2035                                             | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    765000 | PA      | $766888.16    | 0.03%             | 2035-02-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG A20196                                                   | CUSIP: 31296WGD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      4061 | PA      | $4123.51      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AS0901                                                         | CUSIP: 3138WAAB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    295780 | PA      | $293990.67    | 0.01%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                     | STANDARD CHARTERED PLC 144A 6.228000% 01/21/2036                                  | CUSIP: 85325C2E1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | NUSS              | GB        |    820000 | PA      | $846323.99    | 0.04%             | 2036-01-21      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                                              | STARWOOD PROPERTY TRUST INC 144A 6.500000% 10/15/2030                             | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    263000 | PA      | $264972.50    | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                         | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 5.375000% 12/15/2031           | CUSIP: 00774MBP9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    305000 | PA      | $305356.92    | 0.01%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                           | CALIFORNIA RESOURCES CORP 144A 8.250000% 06/15/2029                               | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    845000 | PA      | $805861.88    | 0.03%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED SECURITIES TRUST                                             | FINANCE OF AMER 22-S4 A2A 144A SERIES S1  CLASS A2                                | CUSIP: 31737KAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2883891 | PA      | $2841810.84   | 0.12%             | 2057-01-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD5322                                                        | CUSIP: 3132DS4F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.02         | 0.00%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-5 EART 2022-5A D                         | CUSIP: 30167FAF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3945000 | PA      | $4028046.98   | 0.17%             | 2029-02-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                    | CARMAX AUTO OWNER TRUST 2024-4 CARMX 2024-4 A3                                    | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1475000 | PA      | $1486178.73   | 0.06%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 08/15/2034                                              | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2265000 | PA      | $2215099.22   | 0.09%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                        | NISSAN MOTOR ACCEPTANCE CO LLC MTN 5.550000% 09/13/2029                           | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    665000 | PA      | $645296.05    | 0.03%             | 2029-09-13      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 888891                                                         | CUSIP: 31410GRL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       733 | PA      | $772.90       | 0.00%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                            | INTER-AMERICAN DEVELOPMENT BANK VARIABLE RATE 04/12/2027                          | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1500075.00   | 0.06%             | 2027-04-12      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                                | NATIONWIDE BUILDING SOCIETY 144A 5.127000% 07/29/2029                             | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | NUSS              | GB        |   1075000 | PA      | $1092615.66   | 0.05%             | 2029-07-29      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL COMMUNITY RENAISSANCE OF CALIFORNIA                                               | NATIONAL COMMUNITY RENAISSANCE OF CALIFORNIA 3.270000% 12/01/2032                 | CUSIP: 63548MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $850672.61    | 0.04%             | 2032-12-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BM3900                                                         | CUSIP: 3140J8KN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1018639 | PA      | $960634.62    | 0.04%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                                    | MOSAIC SOLAR LOAN TRUST 2022-1 MSAIC 2022-1A B                                    | CUSIP: 61946QAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1032093 | PA      | $816823.56    | 0.03%             | 2053-01-20      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G14090                                                   | CUSIP: 3128MCXT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       874 | PA      | $874.30       | 0.00%             | 2026-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM, INC.                                                                         | RYDER SYSTEM INC 5.000000% 03/15/2030                                             | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    425000 | PA      | $428099.90    | 0.02%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                                         | BMO 2024-5C5 MORTGAGE TRUST BMO 2024-5C5 D                                        | CUSIP: 05593RAL6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1714853.20   | 0.07%             | 2057-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8149                                                      | CUSIP: 36179XBS4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1654125 | PA      | $1504079.67   | 0.06%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 735417                                                         | CUSIP: 31402RAS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    123258 | PA      | $129201.80    | 0.01%             | 2035-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CPTS MORTGAGE TRUST                                                                        | CENTURY PLAZA TOWERS 2019-CPT CPTS 2019-CPT A                                     | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    675000 | PA      | $608679.09    | 0.03%             | 2039-11-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.750000% 08/15/2041                                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9530000 | PA      | $6378399.27   | 0.27%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                     | TESLA AUTO LEASE TRUST 2024-A TESLA 2024-A A3                                     | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1170000 | PA      | $1175678.95   | 0.05%             | 2027-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA0776                                                         | CUSIP: 31417Y2J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      7948 | PA      | $8010.36      | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD5641                                                        | CUSIP: 3132DTHS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1655365 | PA      | $1667980.67   | 0.07%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA6329                                                         | CUSIP: 3140QEA77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    471218 | PA      | $396062.86    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                 | FLAGSHIP CREDIT AUTO TRUST 2021-2 FCAT 2021-2 D                                   | CUSIP: 33844WAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4000000 | PA      | $3884329.60   | 0.16%             | 2027-06-15      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G08568                                                   | CUSIP: 3128MJT26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     82010 | PA      | $80476.51     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3 WLAKE 2024-3A A3                     | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    480000 | PA      | $480355.15    | 0.02%             | 2028-04-17      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                                        | NATWEST MARKETS PLC 144A 4.789000% 03/21/2028                                     | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | NUSS              | GB        |   1045000 | PA      | $1051130.75   | 0.04%             | 2028-03-21      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-2 SDART 2024-2 D                      | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3730000 | PA      | $3835222.55   | 0.16%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 888254                                                         | CUSIP: 31410FZT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4791 | PA      | $4858.20      | 0.00%             | 2036-11-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP 2.572000% 10/20/2032                                         | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    650000 | PA      | $563653.87    | 0.02%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| TESLA SUSTAINABLE ENERGY TRUST                                                             | TESLA SUSTAINABLE ENERGY TRUST 2024-1 TSET 2024-1A A3                             | CUSIP: 88164AAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1335000 | PA      | $1341698.63   | 0.06%             | 2050-06-20      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Pepsico, Inc.                                                                              | PEPSICO INC 5.000000% 02/07/2035                                                  | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1356234.13   | 0.06%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                 | CPS AUTO RECEIVABLES TRUST 2024-B CPS 2024-B D                                    | CUSIP: 12627SAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2965000 | PA      | $3060136.77   | 0.13%             | 2030-07-15      | Fixed         | 6.42%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY 5.664000% 04/17/2036                                               | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    945000 | PA      | $964378.34    | 0.04%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AD0218                                                         | CUSIP: 31418MG48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     41097 | PA      | $42807.30     | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-H17 FQ                          | CUSIP: 38375UK66<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    981526 | PA      | $990123.05    | 0.04%             | 2067-09-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 545819                                                         | CUSIP: 31385JK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     10765 | PA      | $11165.17     | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                   | BENCHMARK 2019-B10 MORTGAGE TRUST BMARK 2019-B10 C                                | CUSIP: 08162VAJ7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1260000 | PA      | $1078456.81   | 0.05%             | 2062-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SL0664                                                        | CUSIP: 31427MW23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4178164 | PA      | $4165539.71   | 0.18%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIV CALIF REGTS MED CTR POOLED REV                                                        | UNIV OF CALIFORNIA CA RGTS MED REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CE | CUSIP: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $507807.36    | 0.02%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| THE FORD FOUNDATION                                                                        | FORD FOUNDATION/THE 2.815000% 06/01/2070                                          | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |   5065000 | PA      | $2808649.02   | 0.12%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| DRIVEN BRANDS FUNDING LLC                                                                  | DRIVEN BRANDS FUNDING LLC HONK 2019-1A A2                                         | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3348000 | PA      | $3324656.00   | 0.14%             | 2049-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.000000% 08/15/2051                                              | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6755000 | PA      | $3940856.46   | 0.17%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS2847                                                         | CUSIP: 3140XJEV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1179167 | PA      | $1102818.23   | 0.05%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS1395                                                         | CUSIP: 3140XGRR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1452093 | PA      | $1364395.44   | 0.06%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL4165                                                         | CUSIP: 3138ELTX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     57127 | PA      | $57255.18     | 0.00%             | 2031-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AX3246                                                         | CUSIP: 3138Y4TC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     78396 | PA      | $80899.87     | 0.00%             | 2044-12-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST                                                 | SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-5A SFAVE 2015-5AVE A2B            | CUSIP: 78413MAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5447000 | PA      | $4806918.13   | 0.20%             | 2043-01-05      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7473                                                      | CUSIP: 36179WJS8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2298858 | PA      | $2036792.82   | 0.09%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                             | CITIGROUP INC 8.125000% 07/15/2039                                                | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    785000 | PA      | $970996.86    | 0.04%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 889721                                                         | CUSIP: 31410KPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3314 | PA      | $3433.82      | 0.00%             | 2038-06-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS1077                                                         | CUSIP: 3140XGFT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1942925 | PA      | $1705804.05   | 0.07%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9966                                                      | CUSIP: 36180ACB7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   8527389 | PA      | $8629174.64   | 0.36%             | 2054-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BM1106                                                         | CUSIP: 3140J5GQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    390839 | PA      | $386678.76    | 0.02%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BM4873                                                         | CUSIP: 3140J9MX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     88168 | PA      | $90329.36     | 0.00%             | 2048-10-01      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 735649                                                         | CUSIP: 31402RH28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2774 | PA      | $2888.90      | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                                                        | KINDER MORGAN ENERGY PARTNERS LP 5.500000% 03/01/2044                             | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    370000 | PA      | $337000.40    | 0.01%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE TRUST 2004-W2 FNW 2004-W2 5A                                           | CUSIP: 31393XGU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2957 | PA      | $3072.28      | 0.00%             | 2044-03-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                                 | AVIATION CAPITAL GROUP LLC 144A 5.125000% 04/10/2030                              | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    620000 | PA      | $612311.55    | 0.03%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                        | SOCIETE GENERALE SA MTN 6.221000% 06/15/2033                                      | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | NUSS              | FR        |   1540000 | PA      | $1563869.03   | 0.07%             | 2033-06-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                                         | SOUTHERN CALIFORNIA EDISON CO 3.450000% 02/01/2052                                | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $1608410.59   | 0.07%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA2880                                                         | CUSIP: 31418CFW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    267400 | PA      | $264810.47    | 0.01%             | 2037-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LTR INTERMEDIATE HOLDINGS, INC.                                                            | LTR INTERMEDIATE HOLDINGS, INC. 5/5/2028                                          | CUSIP: 50219UAB1<br>LEI: N/A                  | Long             | LON              |  | US        |    497416 | PA      | $469645.28    | 0.02%             | 2028-05-05      | Floating      | 9.46%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-4 EART 2024-4A C                         | CUSIP: 30166UAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    700000 | PA      | $707947.45    | 0.03%             | 2030-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                         | CNO GLOBAL FUNDING MTN 4.875000% 12/10/2027                                       | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    860000 | PA      | $866272.94    | 0.04%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9306                                                      | CUSIP: 36179YKT0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4441093 | PA      | $4513375.87   | 0.19%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2007-104 ZE                                                 | CUSIP: 31396XN26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     12503 | PA      | $12975.30     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                                      | BANK5 2025-5YR14 BANK5 2025-5YR14 C                                               | CUSIP: 06604MAH1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1551000 | PA      | $1536003.07   | 0.06%             | 2058-04-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.250000% 11/15/2034                                              | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  10300000 | PA      | $10361156.25  | 0.44%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                                            | BP CAPITAL MARKETS AMERICA INC 3.060000% 06/17/2041                               | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1620406.53   | 0.07%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                               | NEW YORK LIFE GLOBAL FUNDING 144A 4.600000% 12/05/2029                            | CUSIP: 64952WFK4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1075374.78   | 0.05%             | 2029-12-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG H09204                                                   | CUSIP: 3128UNGM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       465 | PA      | $463.58       | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                               | BARCLAYS PLC 5.367000% 02/25/2031                                                 | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    725000 | PA      | $734195.37    | 0.03%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-54 3A                     | CUSIP: 31393LFM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    130181 | PA      | $135290.61    | 0.01%             | 2043-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 02/28/2027                                              | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5730000 | PA      | $5778346.88   | 0.24%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 07/31/2031                                              | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5825000 | PA      | $5904183.59   | 0.25%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA7224                                                         | CUSIP: 3140QFA25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1590427 | PA      | $1276118.87   | 0.05%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 2676 PZ                                                    | CUSIP: 31394JPJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     29321 | PA      | $30410.45     | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7939                                                      | CUSIP: 36179WZC5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    101797 | PA      | $95169.46     | 0.00%             | 2052-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                          | SYSCO CORP 5.100000% 09/23/2030                                                   | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    785000 | PA      | $798118.33    | 0.03%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AX3052                                                         | CUSIP: 3138Y4MA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     55289 | PA      | $54903.32     | 0.00%             | 2034-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5975                                                         | CUSIP: 3138ENT90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     99767 | PA      | $103008.21    | 0.00%             | 2044-10-01      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                              | GOLDMAN SACHS GROUP INC/THE 5.218000% 04/23/2031                                  | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1988589.77   | 0.08%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                        | ONCOR ELECTRIC DELIVERY CO LLC 4.150000% 06/01/2032                               | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2387833.55   | 0.10%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                          | GLS AUTO SELECT RECEIVABLES TRUST 2025-1 GSAR 2025-1A A2                          | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    445000 | PA      | $446206.44    | 0.02%             | 2030-04-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.500000% 05/15/2046                                              | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210000 | PA      | $146499.61    | 0.01%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G01749                                                   | CUSIP: 31283H5J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     57130 | PA      | $58640.05     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 02/28/2027                                              | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5290000 | PA      | $5332568.00   | 0.22%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS, LLC                                                              | DISCOVERY COMMUNICATIONS LLC 3.950000% 03/20/2028                                 | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    860000 | PA      | $822553.76    | 0.03%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA6401                                                         | CUSIP: 3140QEDF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1933890 | PA      | $1624133.14   | 0.07%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-H05 CF                          | CUSIP: 38380LAE3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    875108 | PA      | $876077.40    | 0.04%             | 2068-03-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                                                    | HELMERICH & PAYNE INC 144A 5.500000% 12/01/2034                                   | CUSIP: 423452AK7<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    840000 | PA      | $736901.03    | 0.03%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG, LLC                                                                           | CAMERON LNG LLC 144A 3.701000% 01/15/2039                                         | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1673414.10   | 0.07%             | 2039-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                                 | VMWARE LLC 1.400000% 08/15/2026                                                   | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    525000 | PA      | $503777.46    | 0.02%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL3598                                                         | CUSIP: 3138EK7L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     45900 | PA      | $47821.72     | 0.00%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE                                                 | CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE MTN 2.125000% 01/26/2032               | CUSIP: 12802D2H8<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   2500000 | PA      | $2186673.65   | 0.09%             | 2032-01-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BJ0420                                                         | CUSIP: 3140H1PE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     93015 | PA      | $95971.12     | 0.00%             | 2047-09-01      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD.                                                                           | SIRIUSPOINT LTD 7.000000% 04/05/2029                                              | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | NUSS              | BM        |    755000 | PA      | $781658.88    | 0.03%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL8830                                                         | CUSIP: 3138ETY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    316515 | PA      | $314232.41    | 0.01%             | 2034-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                                | PROSUS NV MTN 3.061000% 07/13/2031                                                | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | NUSS              | CN        |   1940000 | PA      | $1671595.92   | 0.07%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8489                                                      | CUSIP: 36179XNE2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2036092 | PA      | $1954659.01   | 0.08%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA9386                                                        | CUSIP: 3133KRNB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1112904 | PA      | $1130994.68   | 0.05%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                                                                     | KYNDRYL HOLDINGS INC 3.150000% 10/15/2031                                         | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1513558.87   | 0.06%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                                     | CONOCOPHILLIPS CO 5.000000% 01/15/2035                                            | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    585000 | PA      | $574273.80    | 0.02%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE FACILITY FOR IMMUNISATION COMPANY                                    | INTERNATIONAL FINANCE FACILITY FOR IMMUNISATION CO 1.000000% 04/21/2026           | CUSIP: N/A<br>LEI: 549300ILK2NRULX3HX87       | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2426622.58   | 0.10%             | 2026-04-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 4.400000% 11/01/2034                                   | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3130000 | PA      | $2953088.39   | 0.12%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AE0104                                                         | CUSIP: 31419ADJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     35227 | PA      | $36071.50     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                                                            | BLACKSTONE SECURED LENDING FUND 5.350000% 04/13/2028                              | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244147.95    | 0.01%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C52 WFCM 2019-C52 C                    | CUSIP: 95002MBC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1100000 | PA      | $934817.62    | 0.04%             | 2052-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY, INC.                                                                 | PATTERSON-UTI ENERGY INC 7.150000% 10/01/2033                                     | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1500434.74   | 0.06%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF DEPT ARPTS CUSTOMER FAC CHARGE REV                                       | LOS ANGELES CA DEPT OF ARPTS C CITY OF LOS ANGELES DEPARTMENT OF AIRPORTS CUSTOME | CUSIP: 54445CAA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $960585.30    | 0.04%             | 2029-05-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.500000% 02/15/2044                                              | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    320000 | PA      | $312687.50    | 0.01%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                                             | PACIFIC LIFE GLOBAL FUNDING II 144A 4.850000% 02/10/2030                          | CUSIP: 6944PL3F4<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1457466.71   | 0.06%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                                     | MCDONALD'S CORP 4.950000% 03/03/2035                                              | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    825000 | PA      | $817133.82    | 0.03%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 995051                                                         | CUSIP: 31416BL89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      7702 | PA      | $8053.27      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 889855                                                         | CUSIP: 31410KTL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4213 | PA      | $4315.07      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                       | CARNIVAL CORP 144A 5.750000% 03/15/2030                                           | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | NUSS              | US        |   1955000 | PA      | $1941326.53   | 0.08%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 3.875000% 03/01/2052                                   | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2575576.68   | 0.11%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C91402                                                   | CUSIP: 3128P7RX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     25675 | PA      | $25595.75     | 0.00%             | 2031-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9669                                                      | CUSIP: 36179YW67<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7335221 | PA      | $7441968.05   | 0.31%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                                | INTERNATIONAL BUSINESS MACHINES CORP 4.800000% 02/10/2030                         | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1167498.22   | 0.05%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA REDEV AUTH REV                                                             | PHILADELPHIA PA REDEV AUTH REDEVELOPMENT AUTHORITY OF THE CITY OF PHILADELPHI     | CUSIP: 717868KC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    610000 | PA      | $598734.58    | 0.03%             | 2040-09-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 2B2791                                               | CUSIP: 31326HC44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     16435 | PA      | $16804.36     | 0.00%             | 2044-07-01      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2002-33 A1                                                  | CUSIP: 31392DGS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     50656 | PA      | $51536.59     | 0.00%             | 2032-06-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL7049                                                         | CUSIP: 3138EPZP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    172637 | PA      | $169196.82    | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                                          | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 4.500000% 05/01/2032                 | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975000 | PA      | $865319.23    | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                                                 | COREBRIDGE FINANCIAL INC 6.375000% 09/15/2054                                     | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $1970188.38   | 0.08%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC, SENIOR SECURED RECOVERY BONDS                                    | SCE RECOVERY FUNDING LLC 5.112000% 12/15/2047                                     | CUSIP: 78433LAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $273300.13    | 0.01%             | 2047-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTER ISSUER LLC                                                            | CYRUSONE DATA CENTERS ISSUER I LLC CYRUS 2025-1A A2                               | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    675000 | PA      | $688178.09    | 0.03%             | 2050-02-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 04/30/2030                                              | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    174000 | PA      | $174965.16    | 0.01%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                    | BANK OF NEW YORK MELLON CORP/THE MTN 4.942000% 02/11/2031                         | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1462743.98   | 0.06%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica, S.A.B. de C.V                                                        | SITIOS LATINOAMERICA SAB DE CV 144A 6.000000% 11/25/2029                          | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | NUSS              | BR        |    655000 | PA      | $657161.50    | 0.03%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chevron U.S.A. Inc.                                                                        | CHEVRON USA INC 4.687000% 04/15/2030                                              | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1488219.28   | 0.06%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUN PWR OHIO INC REV                                                              | AMERICAN MUNI PWR-OHIO INC OH AMERICAN MUNICIPAL POWER INC                        | CUSIP: 02765UDV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2320000 | PA      | $2655354.61   | 0.11%             | 2050-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DISTRICT COLUMBIA REV                                                                      | DIST OF COLUMBIA REVENUE DISTRICT OF COLUMBIA                                     | CUSIP: 25483VXJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1590000 | PA      | $1336498.99   | 0.06%             | 2033-04-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ENERGY RESH & DEV AUTH RESIDENTIAL CLEAN ENERGY & ENERGY EFFICIENCY FING GREEN | NEW YORK ST ENERGY RESEARCH & NEW YORK STATE ENERGY RESEARCH & DEVELOPMENT AUTHO  | CUSIP: 64985VAH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1947000 | PA      | $1768025.14   | 0.07%             | 2037-04-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                               | BX COMMERCIAL MORTGAGE TRUST 2022-AHP BX 2022-AHP AS                              | CUSIP: 05610FAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $2478125.00   | 0.10%             | 2039-01-17      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| THE COMMUNITY PRESERVATION CORPORATION                                                     | COMMUNITY PRESERVATION CORP/THE 2.867000% 02/01/2030                              | CUSIP: 20402CAA3<br>LEI: 254900CWS66ZXCS6P481 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2181724.51   | 0.09%             | 2030-02-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                                                      | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 GMALT 2025-1 A3                      | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    570000 | PA      | $573891.56    | 0.02%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.875000% 02/15/2041                                              | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    935000 | PA      | $648108.40    | 0.03%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP.                                                                       | FS KKR CAPITAL CORP 6.875000% 08/15/2029                                          | CUSIP: 302635AN7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278885.04    | 0.01%             | 2029-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 190344                                                         | CUSIP: 31368HLZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2233 | PA      | $2317.32      | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2025-1 GCAR 2025-1A D                           | CUSIP: 36271KAL5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6100000 | PA      | $6111076.99   | 0.26%             | 2030-11-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC.                                                                                 | APPLE INC 3.000000% 06/20/2027                                                    | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2456146.63   | 0.10%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC.                                                                      | CLEVELAND-CLIFFS INC 144A 6.875000% 11/01/2029                                    | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    990000 | PA      | $958643.61    | 0.04%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849254                                               | CUSIP: 31300MH71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     24132 | PA      | $25066.02     | 0.00%             | 2042-01-01      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Sweihan PV Power Company PJSC                                                              | SWEIHAN PV POWER CO PJSC 144A 3.625000% 01/31/2049                                | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | NUSS              | AE        |   2305600 | PA      | $1890645.03   | 0.08%             | 2049-01-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LD Celulose International GmbH                                                             | LD CELULOSE INTERNATIONAL GMBH 144A 7.950000% 01/26/2032                          | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | NUSS              | BR        |    375000 | PA      | $385265.63    | 0.02%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                   | ELECTRICITE DE FRANCE SA 144A 3.625000% 10/13/2025                                | CUSIP: 268317AS3<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |   1000000 | PA      | $994477.95    | 0.04%             | 2025-10-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07686                                                   | CUSIP: 3128M92T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      9412 | PA      | $9228.72      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.250000% 12/31/2026                                              | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1140000 | PA      | $1149930.47   | 0.05%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9780                                                      | CUSIP: 36179Y2M5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  17309031 | PA      | $17515632.34  | 0.74%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORPORATION                                                            | MAIN STREET CAPITAL CORP 6.500000% 06/04/2027                                     | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    815000 | PA      | $828131.35    | 0.03%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HESTIA I ISSUER LLC                                                                | SUNNOVA HESTIA II ISSUER LLC SNVA 2024-GRID1 1A                                   | CUSIP: 86746FAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1068650 | PA      | $1064167.51   | 0.04%             | 2051-07-20      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| The Arab Energy Fund                                                                       | ARAB ENERGY FUND /THE 144A 5.428000% 05/02/2029                                   | CUSIP: 03845EAD4<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1544946.00   | 0.07%             | 2029-05-02      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 SDART 2025-2 A3                     | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    690000 | PA      | $693412.74    | 0.03%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 11/30/2031                                              | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   8020000 | PA      | $8119936.74   | 0.34%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 2.550000% 03/21/2031                                   | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    525000 | PA      | $466465.49    | 0.02%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                                                        | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A 7.750000% 05/01/2035                      | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    364000 | PA      | $373758.11    | 0.02%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER LLC                                                                  | SUNNOVA HELIOS XII ISSUER LLC SNVA 2023-B A                                       | CUSIP: 86745YAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    873814 | PA      | $851691.61    | 0.04%             | 2050-08-22      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| AMAZON CONSERVATION DESIGNATED ACTIVITY COMPANY                                            | AMAZON CONSERVATION DAC 144A 6.034000% 01/16/2042                                 | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | NUSS              | EC        |   2000000 | PA      | $1986360.00   | 0.08%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 2.522000% 04/22/2031                                          | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    725000 | PA      | $655092.90    | 0.03%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                              | ALPHABET INC 1.100000% 08/15/2030                                                 | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2152887.55   | 0.09%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                    | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 4.650000% 03/15/2033                       | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2564959.03   | 0.11%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD4880                                                        | CUSIP: 3132DSM58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3595523 | PA      | $3457348.74   | 0.15%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                         | CREDIT AGRICOLE SA 144A 5.230000% 01/09/2029                                      | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | NUSS              | FR        |   1310000 | PA      | $1327852.30   | 0.06%             | 2029-01-09      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST                                                                         | RFM REREMIC TRUST 2024-FRR2 RFM 2024-FRR2 A123                                    | CUSIP: 74983PAL4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2800000 | PA      | $2332683.36   | 0.10%             | 2054-02-27      | Floating      | 2.01%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                   | LLOYDS BANKING GROUP PLC 4.650000% 03/24/2026                                     | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |   1000000 | PA      | $995928.25    | 0.04%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INCORPORATED.                                                                   | MASTERCARD INC 1.900000% 03/15/2031                                               | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2196046.38   | 0.09%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS0980                                                         | CUSIP: 3140XGCS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1423836 | PA      | $1244816.13   | 0.05%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5525                                                         | CUSIP: 3138END71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     77832 | PA      | $80320.72     | 0.00%             | 2044-07-01      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                                | BANK OF NEW YORK MELLON/THE 4.729000% 04/20/2029                                  | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    585000 | PA      | $592697.96    | 0.02%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                   | BENCHMARK 2022-B35 MORTGAGE TRUST BMARK 2022-B35 D                                | CUSIP: 08163RAS5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3265000 | PA      | $2092754.97   | 0.09%             | 2055-05-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| RENEW FINANCIAL GROUP LLC                                                                  | RENEW 2024-2 RENEW 2024-2A A                                                      | CUSIP: 75975DAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | KY        |   1010047 | PA      | $970913.45    | 0.04%             | 2060-11-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2021-5 VERUS 2021-5 A3                                 | CUSIP: 92538KAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1884582 | PA      | $1628364.58   | 0.07%             | 2066-09-25      | Floating      | 1.37%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2024-4 GCAR 2024-4A A3                          | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    320000 | PA      | $320547.94    | 0.01%             | 2028-07-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                   | DOW CHEMICAL CO/THE 5.150000% 02/15/2034                                          | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1960701.82   | 0.08%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY CMNTY FACS DIST NO 2014-1 SPL TAX                          | SAN FRANCISCO CITY & CNTY CA C CITY & COUNTY OF SAN FRANCISCO CA COMMUNITY FACILI | CUSIP: 79772EEB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $1768480.25   | 0.07%             | 2050-09-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AS0564                                                         | CUSIP: 3138W9TW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6085 | PA      | $5964.23      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                            | MVW 2024-1 LLC MVWOT 2024-1A C                                                    | CUSIP: 62847RAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    756544 | PA      | $762343.38    | 0.03%             | 2043-02-20      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-04-30

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

**Signature:** Paul Ainslie

**Name of Signer:** Paul Ainslie

**Title:** CCO