# EDGAR Filing Document

**Accession Number:** 0001066602
**File Stem:** 0000940400-26-008690
**Filing Date:** 2026-2
**Character Count:** 1084248
**Document Hash:** 1fb7f644676ec17449abb9fe0d55b42f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-008690.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000940400-26-008690

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Voya FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001066602

**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:** 811-08895
- **FILM NUMBER:** 26687499

**BUSINESS ADDRESS:**
- **STREET 1:** 7337 E. DOUBLETREE RANCH ROAD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258
- **BUSINESS PHONE:** 800-992-0180

**MAIL ADDRESS:**
- **STREET 1:** 7337 E. DOUBLETREE RANCH ROAD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING FUNDS TRUST
- **DATE OF NAME CHANGE:** 20020205

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PILGRIM FUNDS TRUST
- **DATE OF NAME CHANGE:** 20010312

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING FUNDS TRUST
- **DATE OF NAME CHANGE:** 19980721

## Series and Classes Contracts Data

### Voya Intermediate Bond Fund (Series ID: S000008396)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000023011 | Class R      | IIBOX           |
| C000023012 | Class A      | IIBAX           |
| C000023014 | Class C      | IICCX           |
| C000023015 | Class I      | IICIX           |
| C000057276 | Class W      | IIBWX           |
| C000122010 | Class R6     | IIBZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Voya Funds Trust

- **b. Investment Company Act file number:** 811-08895

- **c. CIK number of Registrant:** 0001066602

- **d. LEI of Registrant:** 5493002OZLWDCTJEFB81

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

  - **Street Address 1:** 7337 East Doubletree Ranch Road

  - **City:** Scottsdale

  - **State:** AZ

  - **Foreign country:** US

  - **Zip / Postal Code:** 85258

  - **Telephone number:** 1-800-992-0180

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

- **a. Name of Series:** VOYA INTERMEDIATE BOND FUND

- **b. EDGAR series identifier (if any):** S000008396

- **c. LEI of Series:** 549300FK6EUCD2VZ8U23

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

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

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $11347200654.82

**Total Liabilities:** $1460024238.99

**Net Assets:** $9887176415.83

**Delayed Delivery Securities:** $10000000.00

**Stand-by Commitments:** $946018176.39

**Cash Not Reported:** $24892249.90

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 8832.87894000 | **1-Year:** 377098.71608000 | **5-Year:** 2199028.92556000 | **10-Year:** 717112.17797000 | **30-Year:** 48012.33669000

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

- **3-Month:** 524.35694000 | **1-Year:** 73327.23409000 | **5-Year:** 209293.29464000 | **10-Year:** 52932.03188000 | **30-Year:** 2400.50190000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000023011 | 0.57%                | 0.67%                | -0.44%               |
| Class ID C000023012 | 0.59%                | 0.69%                | -0.31%               |
| Class ID C000023014 | 0.53%                | 0.63%                | -0.38%               |
| Class ID C000023015 | 0.62%                | 0.72%                | -0.28%               |
| Class ID C000057276 | 0.61%                | 0.71%                | -0.40%               |
| Class ID C000122010 | 0.63%                | 0.72%                | -0.28%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $113134.55               | $17471631.21                               |
| Month 2  | $10759578.86             | $21004982.93                               |
| Month 3  | $-1840396.41             | $-39978363.85                              |

**Designated Index Information**

- **Index Name:** BBG U.S. Aggregate 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                     | US 5YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       3144 | NC      | $-103115.73   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -26842400 | NC      | $263243.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BNQ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9168606 | PA      | $1016409.25   | 0.01%             | 2046-04-15      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WGKZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     105533 | PA      | $100120.88    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A7UD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     500000 | PA      | $451961.90    | 0.00%             | 2042-08-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                         | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     599000 | PA      | $546633.39    | 0.01%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PSMC Trust                                                      | PSMC 2021-1 Trust                                                                | CUSIP: 693650BC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  121601497 | PA      | $2477618.34   | 0.03%             | 2051-03-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                        | Huntington National Bank/The                                                     | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    3464000 | PA      | $3494371.94   | 0.04%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                         | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    2260000 | PA      | $2192645.40   | 0.02%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B9AH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3794866 | PA      | $3755286.12   | 0.04%             | 2044-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                  | Amazon.com Inc                                                                   | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2352000 | PA      | $2125996.41   | 0.02%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31359WKH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19886 | PA      | $20278.98     | 0.00%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                              | SUNNOVA HELIOS II ISSUER LLC 2018-1                                              | CUSIP: 86745JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3798114 | PA      | $3676152.42   | 0.04%             | 2048-07-20      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B2BP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1927327 | PA      | $1887784.65   | 0.02%             | 2033-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                            | Prologis Targeted US Logistics Fund LP                                           | CUSIP: 74350LAB0<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |     914000 | PA      | $951889.66    | 0.01%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| ATLAS WAREHOUSE LEND                                            | Atlas Warehouse Lending Co LP                                                    | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    7003000 | PA      | $7228868.25   | 0.07%             | 2028-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QNKW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     649119 | PA      | $597735.21    | 0.01%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                        | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    2308000 | PA      | $2337399.70   | 0.02%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| TALEN ENERGY SUPPLY LLC                                         | Talen Energy Supply LLC                                                          | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    1910000 | PA      | $1976304.98   | 0.02%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B3SP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21768699 | PA      | $1841490.46   | 0.02%             | 2048-12-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                                        | Health Care Service Corp A Mutual Legal Reserve Co                               | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    4035000 | PA      | $4137185.61   | 0.04%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                | Ryder System Inc                                                                 | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    1690000 | PA      | $1884872.62   | 0.02%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VTN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     642441 | PA      | $82642.79     | 0.00%             | 2045-02-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                | Lseg US Fin Corp                                                                 | CUSIP: 50222CAB6<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    2655000 | PA      | $2743746.24   | 0.03%             | 2034-03-28      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3734000 | PA      | $3919039.27   | 0.04%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: —       |
| Zaxby's Funding LLC                                             | Zaxbys Funding LLC                                                               | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15176375 | PA      | $14342797.43  | 0.15%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                         | Canadian Natural Resources Ltd                                                   | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    2121000 | PA      | $2160035.86   | 0.02%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418FEZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6817187 | PA      | $6660626.27   | 0.07%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                           | Tenet Healthcare Corp                                                            | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    2875000 | PA      | $2961879.63   | 0.03%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ANGLOGOLD HOLDINGS PLC                                          | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    4750000 | PA      | $4565533.75   | 0.05%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust                                  | Shellpoint Co-Originator Trust 2017-2                                            | CUSIP: 82281FCC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1363178 | PA      | $1279676.64   | 0.01%             | 2047-10-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382LM40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   65705711 | PA      | $9778074.26   | 0.10%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AG7J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     452348 | PA      | $467149.48    | 0.00%             | 2041-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                          | HP Inc                                                                           | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    2241000 | PA      | $2023858.91   | 0.02%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2                    | CUSIP: 35563PFA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2989945 | PA      | $2627297.87   | 0.03%             | 2057-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20351510 | PA      | $17576627.50  | 0.18%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H7UK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1161502 | PA      | $1129219.30   | 0.01%             | 2050-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prime Mortgage Trust                                            | Prime Mortgage Trust 2007-1                                                      | CUSIP: 74162FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      45506 | PA      | $40797.37     | 0.00%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                  | IndyMac INDX Mortgage Loan Trust 2006-AR2                                        | CUSIP: 45661EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1347376 | PA      | $1048689.46   | 0.01%             | 2046-02-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                   | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    2210000 | PA      | $2303525.45   | 0.02%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BGJS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6917347 | PA      | $6283979.63   | 0.06%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T Inc                                                                         | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1903000 | PA      | $1855080.69   | 0.02%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                        | Republic of South Africa Government International Bond                           | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2475000 | PA      | $2668050.00   | 0.03%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: —       |
| DELTA AIR LINES 2015-1AA                                        | Delta Air Lines 2015-1 Class AA Pass Through Trust                               | CUSIP: 24736XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     816379 | PA      | $807572.91    | 0.01%             | 2027-07-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                   | Boeing Co/The                                                                    | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2446000 | PA      | $2789610.46   | 0.03%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                             | LCM 30 Ltd                                                                       | CUSIP: 50200YAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2565472 | PA      | $2569682.41   | 0.03%             | 2031-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                          | Mosaic Solar Loan Trust 2024-2                                                   | CUSIP: 61947BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6826188 | PA      | $6680897.13   | 0.07%             | 2052-04-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137ARM29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1915661 | PA      | $1823614.67   | 0.02%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3622AA4V3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4194171 | PA      | $3625005.25   | 0.04%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                  | SMB Private Education Loan Trust 2019-B                                          | CUSIP: 83192CAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6712103 | PA      | $6599236.51   | 0.07%             | 2037-06-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IV Ltd                                              | Elmwood CLO IV Ltd                                                               | CUSIP: 29002GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   22500000 | PA      | $22541805.00  | 0.23%             | 2037-04-18      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     456000 | PA      | $278916.22    | 0.00%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                              | Panama Government International Bond                                             | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    3610000 | PA      | $4230920.00   | 0.04%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| RYDER SYSTEM INC                                                | Ryder System Inc                                                                 | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     385000 | PA      | $398942.13    | 0.00%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                                           | Fortress Intermediate 3 Inc                                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1849101.30   | 0.02%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 383742Y31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     232608 | PA      | $17687.92     | 0.00%             | 2038-04-20      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                        | Republic of South Africa Government International Bond                           | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    5125000 | PA      | $5510348.75   | 0.06%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381RQT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1081376 | PA      | $830578.63    | 0.01%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BC4E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   51159187 | PA      | $6833992.55   | 0.07%             | 2050-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                        | Northwestern Mutual Life Insurance Co/The                                        | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    2140000 | PA      | $2273244.08   | 0.02%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: —       |
| RYDER SYSTEM INC                                                | Ryder System Inc                                                                 | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    2013000 | PA      | $2068518.26   | 0.02%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                | BAT Capital Corp                                                                 | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     245000 | PA      | $243281.90    | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                               | Cedar Funding VIII Clo Ltd                                                       | CUSIP: 15032EAY5<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | KY        |   13000000 | PA      | $12990900.00  | 0.13%             | 2038-01-17      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                     | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    3889000 | PA      | $4196464.34   | 0.04%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |   10400000 | PA      | $10714778.88  | 0.11%             | 2042-02-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| GSAT Trust 2025-BMF                                             | GSAT Trust 2025-BMF                                                              | CUSIP: 36271XAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4997705.00   | 0.05%             | 2040-07-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                          | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    3620000 | PA      | $3785036.63   | 0.04%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                           | Truist Financial Corp                                                            | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    4281000 | PA      | $4432879.09   | 0.04%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38378YAT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2126946 | PA      | $283413.59    | 0.00%             | 2043-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                          | Goldman Sachs Bank USA/New York NY                                               | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    2954000 | PA      | $2961519.08   | 0.03%             | 2027-03-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H1BZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19504697 | PA      | $3565782.40   | 0.04%             | 2041-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38374TWL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     280491 | PA      | $283886.41    | 0.00%             | 2039-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2017-5                                                    | CUSIP: 81746DCD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     539651 | PA      | $494429.18    | 0.01%             | 2047-08-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                  | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    3080000 | PA      | $3286045.84   | 0.03%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| ENTERGY CORP D 03/09/2022                                       | ENTERGY CORP D 03/09/2022                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24816997.50  | 0.25%             | 2026-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                              | Panama Government International Bond                                             | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    2760000 | PA      | $3066360.00   | 0.03%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                   | HSBC BANK PLC 0626 FRN                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    5100000 | PA      | $5106401.45   | 0.05%             | 2026-06-17      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31398N2X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1531271 | PA      | $103971.64    | 0.00%             | 2040-11-25      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BF6P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6155154 | PA      | $490623.29    | 0.00%             | 2044-06-15      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5315000 | PA      | $5069433.34   | 0.05%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                              | Hawaii Hotel Trust 2025-MAUI                                                     | CUSIP: 419909AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2611209.64   | 0.03%             | 2042-03-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Key Commercial Mortgage Trust                                   | Key Commercial Mortgage Securities Trust 2018-S1                                 | CUSIP: 49307WAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1730000 | PA      | $1697261.48   | 0.02%             | 2053-10-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2018-1                                                  | CUSIP: 46648RAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1552487 | PA      | $1425181.50   | 0.01%             | 2048-06-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2024-9                                                  | CUSIP: 46593DAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2470966 | PA      | $2481448.33   | 0.03%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                         | Entergy Mississippi LLC                                                          | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    1648000 | PA      | $1678303.64   | 0.02%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418FEY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8799782 | PA      | $8354481.91   | 0.08%             | 2054-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620A9TT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     116900 | PA      | $119347.05    | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                             | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2159000 | PA      | $2201759.38   | 0.02%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SDAL Trust                                                      | SDAL Trust 2025-DAL                                                              | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1008353.60   | 0.01%             | 2042-04-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                        | Southwestern Public Service Co                                                   | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     455000 | PA      | $466885.67    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                  | Morgan Stanley Capital I Trust 2020-HR8                                          | CUSIP: 61692BBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $9069601.00   | 0.09%             | 2053-07-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                                | Bayview Opportunity Master Fund VII Trust 2024-SN1                               | CUSIP: 072926AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8630547 | PA      | $8659498.46   | 0.09%             | 2028-03-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                             | CRH SMW Finance DAC                                                              | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    2914000 | PA      | $3011228.41   | 0.03%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co.,                                  | Galton Funding Mortgage Trust 2018-2                                             | CUSIP: 36418GBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     269881 | PA      | $262009.32    | 0.00%             | 2058-10-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137ASP81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     551009 | PA      | $55567.73     | 0.00%             | 2042-08-15      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BWQR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8543869 | PA      | $8004511.18   | 0.08%             | 2047-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                                           | BANK5 2024-5YR10                                                                 | CUSIP: 06604AAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2487673.00   | 0.03%             | 2057-10-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                          | Diamondback Energy Inc                                                           | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     819000 | PA      | $773984.53    | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                     | Exelon Corp                                                                      | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1749000 | PA      | $1798911.41   | 0.02%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                           | Arroyo Mortgage Trust 2019-3                                                     | CUSIP: 04285AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     381422 | PA      | $368796.96    | 0.00%             | 2048-10-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                     | WESTPAC BANKING CORP                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    6450000 | PA      | $6450071.59   | 0.07%             | 2026-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A5C61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3492 | PA      | $3323.83      | 0.00%             | 2032-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GSZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     282360 | PA      | $280718.32    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                          | Morgan Stanley Bank NA                                                           | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     545000 | PA      | $556193.55    | 0.01%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| BX Trust                                                        | BX Trust 2025-LUNR                                                               | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2219201 | PA      | $2225190.82   | 0.02%             | 2040-06-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418E5Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2154852 | PA      | $2213770.09   | 0.02%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2018-1                                                  | CUSIP: 46648RAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1612905 | PA      | $1487340.10   | 0.02%             | 2048-06-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2021-5                                                    | CUSIP: 81748XAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     957249 | PA      | $797007.33    | 0.01%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                               | NSTAR Electric Co                                                                | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    1173000 | PA      | $1035824.83   | 0.01%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                      | Humana Inc                                                                       | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    2768000 | PA      | $2862780.53   | 0.03%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2025-GW                                                                 | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5017237.00   | 0.05%             | 2042-07-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140FXRW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13867645 | PA      | $12395997.11  | 0.13%             | 2054-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -268425000 | NC      | $168188.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   11757000 | PA      | $11657410.69  | 0.12%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                           | Aon North America Inc                                                            | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1220381.79   | 0.01%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                                    | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6590000 | PA      | $6101546.56   | 0.06%             | 2049-11-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BAKR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13611859 | PA      | $1847794.21   | 0.02%             | 2050-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                              | Royalty Pharma PLC                                                               | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     841000 | PA      | $651429.07    | 0.01%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2024-XL5                                            | CUSIP: 05612GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $7018379.24   | 0.07%             | 2041-03-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                  | Wells Fargo Mortgage Backed Securities 2006-AR4 Trust                            | CUSIP: 94983PAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      82272 | PA      | $81522.09     | 0.00%             | 2036-04-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2018-3                                                   | CUSIP: 33851JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     546223 | PA      | $511581.35    | 0.01%             | 2048-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                    | Atrium Hotel Portfolio Trust 2024-ATRM                                           | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3600000 | PA      | $3676215.60   | 0.04%             | 2029-11-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                              | BMO 2025-5C12 Mortgage Trust                                                     | CUSIP: 09663VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4115006.80   | 0.04%             | 2058-10-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   18358000 | PA      | $18235885.34  | 0.18%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2025-B33RP                                 | CUSIP: 95004RAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3503516.80   | 0.04%             | 2042-08-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch                                   | BAMLL Trust 2025-ASHF                                                            | CUSIP: 05494CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7515883.50   | 0.08%             | 2042-02-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2024-R04                                     | CUSIP: 20753GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2825000 | PA      | $2837559.10   | 0.03%             | 2044-05-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                                   | MTN Commercial Mortgage Trust 2022-LPFL                                          | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4998987.00   | 0.05%             | 2039-03-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                           | Petroleos del Peru SA                                                            | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    2280000 | PA      | $1704927.00   | 0.02%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust                   | CUSIP: 92925GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     967301 | PA      | $857791.46    | 0.01%             | 2036-12-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XH4J3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4443976 | PA      | $3672150.49   | 0.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                      | 3M Co                                                                            | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    2148000 | PA      | $2199298.82   | 0.02%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Bank5                                                           | BANK5 2024-5YR10                                                                 | CUSIP: 06604AAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3090407.40   | 0.03%             | 2057-10-15      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2025-GW                                                                 | CUSIP: 12433GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1506421.65   | 0.02%             | 2042-07-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AFCN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     576395 | PA      | $36366.05     | 0.00%             | 2033-07-25      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31394VS50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     537466 | PA      | $34606.63     | 0.00%             | 2035-10-25      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo                                  | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                           | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5295014 | PA      | $5295474.31   | 0.05%             | 2036-11-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                | FirstEnergy Corp                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    3065000 | PA      | $3054607.84   | 0.03%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128QSFJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1941 | PA      | $2007.91      | 0.00%             | 2037-05-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                  | Merck & Co Inc                                                                   | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    5548000 | PA      | $5557373.01   | 0.06%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| HARTFORD INSUR GRP INC/T                                        | Hartford Insurance Group Inc/The                                                 | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    5371000 | PA      | $5091099.68   | 0.05%             | 2047-02-12      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3742601 | PA      | $3199537.38   | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Guaranteed Funding (DK) Limite                                  | DK Trust 2024-SPBX                                                               | CUSIP: 23346LAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2750000 | PA      | $2757833.10   | 0.03%             | 2034-03-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                 | Cigna Group/The                                                                  | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    4307000 | PA      | $3900255.06   | 0.04%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                           | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAC5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     734000 | PA      | $788492.43    | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     837138 | PA      | $681502.07    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                  | CSAIL 2020-C19 Commercial Mortgage Trust                                         | CUSIP: 12597NAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $3020590.80   | 0.03%             | 2053-03-15      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortage-Backed Securities Trust 2020-PJ1                                      | CUSIP: 36258FAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1025513 | PA      | $927970.67    | 0.01%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     835204 | PA      | $770280.42    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                   | Citigroup Mortgage Loan Trust 2007-10                                            | CUSIP: 17313QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     211063 | PA      | $198605.40    | 0.00%             | 2037-09-25      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138A2HT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3058 | PA      | $3081.18      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                         | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $2980980.52   | 0.03%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| STATE OF WISCONSIN INVESTMENT BOARD                             | STATE OF WISCONSIN INVESTMENT BOARD                                              | CUSIP: 000000000<br>LEI: VY0GIYI3352UC4XOP168 | Long             | RA               | CORP              | US        |   92431430 | PA      | $92431430.00  | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1316918.40   | 0.01%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                                  | SWCH Commercial Mortgage Trust 2025-DATA                                         | CUSIP: 78489CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4964470.50   | 0.05%             | 2042-02-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BMPC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8068266 | PA      | $7323911.98   | 0.07%             | 2046-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31387RDA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         88 | PA      | $91.39        | 0.00%             | 2031-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                | LPL Holdings Inc                                                                 | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    2143000 | PA      | $2185415.31   | 0.02%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BETHESDA SECURITIES, LLC                                        | BETHESDA SECURITIES LLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   15361321 | PA      | $15361321.00  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                                          | Coca-Cola Consolidated Inc                                                       | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    2832000 | PA      | $2931191.62   | 0.03%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                  | JEFFERIES LLC                                                                    | CUSIP: 000000000<br>LEI: 549300HOF34RGOJ5YL07 | Long             | RA               | CORP              | US        |    5145128 | PA      | $5145128.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                        | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2945322.40   | 0.03%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140HFJB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     298193 | PA      | $288437.50    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FDNH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3440089 | PA      | $3065466.77   | 0.03%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5999000 | PA      | $6062040.73   | 0.06%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A4UT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3658170 | PA      | $3656364.27   | 0.04%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                | Lseg US Fin Corp                                                                 | CUSIP: 50222CAA8<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    3028000 | PA      | $3062330.46   | 0.03%             | 2027-03-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     639000 | PA      | $661257.09    | 0.01%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                             | Cardinal Health Inc                                                              | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     575000 | PA      | $598786.43    | 0.01%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B7GR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     542262 | PA      | $58437.94     | 0.00%             | 2043-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 3128HX4M4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1952335 | PA      | $1777352.60   | 0.02%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                    | Broadcom Inc                                                                     | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5034000 | PA      | $4606754.86   | 0.05%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust                   | CUSIP: 92925GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     418403 | PA      | $371034.57    | 0.00%             | 2036-12-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                                  | SWCH Commercial Mortgage Trust 2025-DATA                                         | CUSIP: 78489CAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5500000 | PA      | $5458520.10   | 0.06%             | 2042-02-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                   | Citigroup Commercial Mortgage Trust 2016-C1                                      | CUSIP: 17290YAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2977042.20   | 0.03%             | 2049-05-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4598000 | PA      | $4522440.79   | 0.05%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MAREX CAPITAL MARKETS INC.                                      | MAREX CAPITAL MARKETS INC                                                        | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | Long             | RA               | CORP              | US        |   31205493 | PA      | $31205493.00  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1769000 | PA      | $1818194.70   | 0.02%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                            | Birch Grove CLO 12 Ltd                                                           | CUSIP: 09090MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13650000 | PA      | $13621894.65  | 0.14%             | 2038-04-22      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                  | BBCMS Mortgage Trust 2024-5C29                                                   | CUSIP: 05555PAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5250000 | PA      | $5377483.65   | 0.05%             | 2057-09-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                    | Atrium Hotel Portfolio Trust 2025-ATRM                                           | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5013538.00   | 0.05%             | 2042-08-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                           | Uber Technologies Inc                                                            | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    5979000 | PA      | $5706049.08   | 0.06%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| BENCHMARK Mortgage Trust                                        | Benchmark 2019-B9 Mortgage Trust                                                 | CUSIP: 08160JAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   33085069 | PA      | $773065.72    | 0.01%             | 2052-03-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31393C4W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     509116 | PA      | $55048.31     | 0.00%             | 2033-07-25      | Floating      | 3.66%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                           | Aon North America Inc                                                            | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2691000 | PA      | $2769351.21   | 0.03%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                   | CME Group Inc                                                                    | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    5556000 | PA      | $5638647.61   | 0.06%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Bojangles Issuer, LLC                                           | Bojangles Issuer LLC                                                             | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2793000 | PA      | $2827365.07   | 0.03%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                   | Commonbond Student Loan Trust 2017-B-GS                                          | CUSIP: 20268KAC4<br>LEI: 549300KDXV3I7WKXA522 | Long             | ABS-O            | CORP              | US        |     348465 | PA      | $291352.05    | 0.00%             | 2042-09-25      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                     | Aker BP ASA                                                                      | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    2528000 | PA      | $2474916.53   | 0.03%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                         | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3745000 | PA      | $3911489.03   | 0.04%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15622034 | PA      | $13492011.62  | 0.14%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132WPRL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2263347 | PA      | $2138955.80   | 0.02%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                        | Wisconsin Electric Power Co                                                      | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    1222000 | PA      | $1161389.95   | 0.01%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| EXELON CORP                                                     | Exelon Corp                                                                      | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    3971000 | PA      | $4058716.93   | 0.04%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2020-BNK30                                                                  | CUSIP: 06541UCB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5857168 | PA      | $276960.29    | 0.00%             | 2053-12-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2020-B21 Mortgage Trust                                                | CUSIP: 08163LAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   45277998 | PA      | $2398674.39   | 0.02%             | 2053-12-17      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2020-1                                                  | CUSIP: 46651XAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     644335 | PA      | $583829.18    | 0.01%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2020-B20 Mortgage Trust                                                | CUSIP: 08162XBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   53572808 | PA      | $2674718.88   | 0.03%             | 2053-10-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 Trust                    | CUSIP: 92922FPT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1454062 | PA      | $1419767.88   | 0.01%             | 2034-06-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                  | Eli Lilly & Co                                                                   | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    2599000 | PA      | $2604242.00   | 0.03%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136APUZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2691798 | PA      | $396025.85    | 0.00%             | 2045-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31391S5Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7523 | PA      | $7709.02      | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                      | Driven Brands Funding LLC                                                        | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5104427 | PA      | $4829291.01   | 0.05%             | 2051-10-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                           | Quest Diagnostics Inc                                                            | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    1841000 | PA      | $1864752.38   | 0.02%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38377DJD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     467550 | PA      | $60415.86     | 0.00%             | 2040-08-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                     | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    5200000 | PA      | $5444296.00   | 0.06%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Recette CLO LLC                                                 | Recette Clo Ltd                                                                  | CUSIP: 75620TBK3<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |   11850000 | PA      | $11857228.50  | 0.12%             | 2034-04-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38384CJJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13453509 | PA      | $13775636.10  | 0.14%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                               | NSTAR Electric Co                                                                | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     836000 | PA      | $867841.87    | 0.01%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                  | SMB Private Education Loan Trust 2014-A                                          | CUSIP: 784456AF2<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    2700000 | PA      | $2350297.35   | 0.02%             | 2045-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                      | Navient Private Education Refi Loan Trust 2020-H                                 | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6871299 | PA      | $6507482.82   | 0.07%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31293HYQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5412 | PA      | $5559.46      | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                     | DBC 2025-DBC Mortgage Trust                                                      | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1750000 | PA      | $1753852.80   | 0.02%             | 2042-11-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                           | Quest Diagnostics Inc                                                            | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    4322000 | PA      | $4397040.34   | 0.04%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Guaranteed Funding (DK) Limite                                  | DK Trust 2024-SPBX                                                               | CUSIP: 23346LAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5500000 | PA      | $5512806.20   | 0.06%             | 2034-03-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31396HWV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     415457 | PA      | $431701.23    | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BNZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   68607273 | PA      | $12836012.54  | 0.13%             | 2050-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                           | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2285000 | PA      | $2369266.28   | 0.02%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                | Alabama Power Co                                                                 | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    1024000 | PA      | $1100854.05   | 0.01%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortage-Backed Securities Trust 2020-PJ1                                      | CUSIP: 36258FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     256366 | PA      | $231984.56    | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WGLD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2032100 | PA      | $1967110.88   | 0.02%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132GJJU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     334579 | PA      | $337053.70    | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QNKH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1026795 | PA      | $976210.00    | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -134212000 | NC      | $14687.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20936469 | PA      | $21249597.69  | 0.21%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                        | Mill City Mortgage Trust 2015-2                                                  | CUSIP: 599808BL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2482000 | PA      | $2322128.92   | 0.02%             | 2057-09-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                     | Cargill Inc                                                                      | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    1333000 | PA      | $1373002.12   | 0.01%             | 2035-02-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| AUTOMATIC DATA PROCESSNG                                        | Automatic Data Processing Inc                                                    | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    3598000 | PA      | $3686784.61   | 0.04%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| EVERGY KANSAS CENTRAL                                           | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    1664000 | PA      | $1697163.19   | 0.02%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QPAS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7756593 | PA      | $7437993.88   | 0.08%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7YM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     536949 | PA      | $561365.30    | 0.01%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                           | Uber Technologies Inc                                                            | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    2043000 | PA      | $2047081.91   | 0.02%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| FLORIDA POWER & LIGHT CO                                        | Florida Power & Light Co                                                         | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1836000 | PA      | $1924183.63   | 0.02%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2                    | CUSIP: 35563PFJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6965295 | PA      | $6731015.87   | 0.07%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                                 | CLI Funding VIII LLC                                                             | CUSIP: 12565KAA5<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |    4754524 | PA      | $4431788.55   | 0.04%             | 2046-02-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae                                                                       | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   56759000 | PA      | $56638148.74  | 0.57%             | 2056-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2024-R04                                     | CUSIP: 20753GAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8400000 | PA      | $8491042.56   | 0.09%             | 2044-05-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ADB65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9911497 | PA      | $724475.91    | 0.01%             | 2033-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     199000 | PA      | $148368.98    | 0.00%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140ECBV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     352665 | PA      | $351980.00    | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138Y7VP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     234446 | PA      | $232609.34    | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2024-KING                                           | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4935031 | PA      | $4940900.49   | 0.05%             | 2034-05-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AJL79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     560314 | PA      | $31567.25     | 0.00%             | 2043-08-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                           | Campbell's Company/The                                                           | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    2822000 | PA      | $2891769.27   | 0.03%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     717000 | PA      | $715990.91    | 0.01%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                    | CD 2017-CD4 Mortgage Trust                                                       | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25180040 | PA      | $216475.33    | 0.00%             | 2050-05-10      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 0 01/15/2026                                        | ORACLE CORP 0 01/15/2026                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25400000 | PA      | $25359387.94  | 0.26%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                              | Dominican Republic International Bond                                            | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    7375000 | PA      | $7950250.00   | 0.08%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2024-R03                                     | CUSIP: 207941AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1509454.65   | 0.02%             | 2044-03-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325XVB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15037028 | PA      | $2575675.20   | 0.03%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A5SC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     980595 | PA      | $952870.28    | 0.01%             | 2042-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortage-Backed Securities Trust 2020-PJ1                                      | CUSIP: 36258FAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     411162 | PA      | $369878.30    | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                      | Intel Corp                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1732000 | PA      | $1614170.38   | 0.02%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                              | Royalty Pharma PLC                                                               | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    1675000 | PA      | $1614419.77   | 0.02%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                        | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     558406 | PA      | $561890.30    | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                           | Uber Technologies Inc                                                            | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    2701000 | PA      | $2719854.20   | 0.03%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru                                  | Provident Funding Mortgage Trust 2025-3                                          | CUSIP: 74388PAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2772371 | PA      | $2801309.50   | 0.03%             | 2055-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140HN2J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2176175 | PA      | $2101886.94   | 0.02%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8369000 | PA      | $8266423.59   | 0.08%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH)      | LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH)                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4950000 | PA      | $4951796.85   | 0.05%             | 2026-01-21      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| WCORE Commercial Mortgage Trus                                  | WCORE Commercial Mortgage Trust 2024-CORE                                        | CUSIP: 951913AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3015673.20   | 0.03%             | 2041-11-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                               | L3Harris Technologies Inc                                                        | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    2016000 | PA      | $2073429.73   | 0.02%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol III Issuer LLC                                      | Sunnova Sol III Issuer LLC                                                       | CUSIP: 86745QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7594660 | PA      | $6497447.69   | 0.07%             | 2056-04-28      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Trust 2023-PJ6                                     | CUSIP: 36268FBS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2026756 | PA      | $2112918.02   | 0.02%             | 2054-04-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                 | Caterpillar Inc                                                                  | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    3719000 | PA      | $3857052.92   | 0.04%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                  | PENN Commercial Mortgage Trust 2025-P11                                          | CUSIP: 69382VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3611035.40   | 0.04%             | 2042-08-10      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                          | Verizon Communications Inc                                                       | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     744000 | PA      | $718217.71    | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2025-LUNR                                                               | CUSIP: 05594CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2219201 | PA      | $2225920.93   | 0.02%             | 2040-06-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                               | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    4595000 | PA      | $4645452.73   | 0.05%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Goddard Funding LLC                                             | Goddard Funding LLC                                                              | CUSIP: 380241AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4631250 | PA      | $4683989.75   | 0.05%             | 2052-10-30      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                        | Raven Acquisition Holdings LLC                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3025000 | PA      | $3119927.53   | 0.03%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Corp Trust 2020-PJ3                                | CUSIP: 36258WBQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     874194 | PA      | $706496.46    | 0.01%             | 2050-10-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                        | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     459000 | PA      | $468367.27    | 0.00%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WHSS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1734349 | PA      | $1579619.73   | 0.02%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                  | BorgWarner Inc                                                                   | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    1249000 | PA      | $1288426.93   | 0.01%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3900000 | PA      | $3926826.93   | 0.04%             | 2039-03-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                            | Birch Grove CLO 12 Ltd                                                           | CUSIP: 09090MAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   19040000 | PA      | $19068445.76  | 0.19%             | 2038-04-22      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BJVM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  103711172 | PA      | $17467652.72  | 0.18%             | 2051-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                          | Match Group Holdings II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    3425000 | PA      | $3158539.45   | 0.03%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2022-R01                                     | CUSIP: 20754LAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13600000 | PA      | $13862129.12  | 0.14%             | 2041-12-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                              | Royalty Pharma PLC                                                               | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    4073000 | PA      | $3693659.23   | 0.04%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WHSR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     797030 | PA      | $728140.93    | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                 | Hershey Co/The                                                                   | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    6051000 | PA      | $6275307.67   | 0.06%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Citigroup Commercial Mortgage                                   | Citigroup Commercial Mortgage Trust 2016-P4                                      | CUSIP: 29429EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   34725174 | PA      | $68113.43     | 0.00%             | 2049-07-10      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                  | Air Lease Corp                                                                   | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2826601.92   | 0.03%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                           | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    1945000 | PA      | $2025785.58   | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AA2U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     330432 | PA      | $24235.04     | 0.00%             | 2042-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                        | Corebridge Financial Inc                                                         | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1073071.58   | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2018-1                                                   | CUSIP: 33850TAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1480798 | PA      | $1382512.73   | 0.01%             | 2048-03-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                             | Somnigroup International Inc                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1462048.22   | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Extended Stay America Trust                                     | Extended Stay America Trust 2025-ESH                                             | CUSIP: 30227TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4542410.70   | 0.05%             | 2042-10-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                    | Alphabet Inc                                                                     | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    3749000 | PA      | $3731006.79   | 0.04%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| EQUINOR ASA                                                     | Equinor ASA                                                                      | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    8605000 | PA      | $8564800.88   | 0.09%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2017-BNK4                                                                   | CUSIP: 06541FBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27737650 | PA      | $273889.88    | 0.00%             | 2050-05-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31394FAC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     223144 | PA      | $9605.73      | 0.00%             | 2035-08-25      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31307NG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     263395 | PA      | $256051.52    | 0.00%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38380YN27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1222656 | PA      | $1131327.14   | 0.01%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                        | OHA Credit Funding 9 Ltd                                                         | CUSIP: 67690AAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6700000 | PA      | $6721359.60   | 0.07%             | 2037-10-19      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2020-3                                                  | CUSIP: 46592ABH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     226418 | PA      | $203704.43    | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3115000 | PA      | $3195141.51   | 0.03%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2020-INV1                                               | CUSIP: 46591VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     170647 | PA      | $154369.48    | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                 | Cigna Group/The                                                                  | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    5258000 | PA      | $5102591.50   | 0.05%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                        | International Business Machines Corp                                             | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    5721000 | PA      | $5854283.22   | 0.06%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Wind River CLO Ltd                                              | Wind River 2016-1K CLO Ltd                                                       | CUSIP: 97314DAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12580000 | PA      | $12592756.12  | 0.13%             | 2034-10-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                        | Canadian Pacific Railway Co                                                      | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    1419000 | PA      | $1356454.57   | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                        | OBX 2025-J2 Trust                                                                | CUSIP: 67122EAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1211279 | PA      | $1215357.07   | 0.01%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AUAV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9189992 | PA      | $762874.56    | 0.01%             | 2046-11-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                              | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    1895000 | PA      | $2011980.25   | 0.02%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381QYE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  144183993 | PA      | $6939806.26   | 0.07%             | 2065-08-20      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Trust 2024-PJ2                                     | CUSIP: 36271PBW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     809860 | PA      | $802823.07    | 0.01%             | 2054-07-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                  | JEFFERIES LLC                                                                    | CUSIP: 000000000<br>LEI: 549300HOF34RGOJ5YL07 | Long             | RA               | CORP              | US        |    3701493 | PA      | $3701493.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH JERSEY INDUSTRIES                                         | South Jersey Industries Inc                                                      | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |    4593000 | PA      | $3986083.78   | 0.04%             | 2031-04-15      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31396CBT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2030090 | PA      | $163559.58    | 0.00%             | 2035-10-15      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5278000 | PA      | $5215602.11   | 0.05%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                              | UBS AG/Stamford CT                                                               | CUSIP: 22550L2G5<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    1462000 | PA      | $1440131.08   | 0.01%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Towd Point Mortgage Trust                                       | Towd Point Mortgage Trust 2016-2                                                 | CUSIP: 89172PAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1826050 | PA      | $1809031.74   | 0.02%             | 2055-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                                       | Acrec 2025 Fl 3 LLC                                                              | CUSIP: 00112HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1750000 | PA      | $1747113.03   | 0.02%             | 2042-08-18      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T                                  | Renaissance Home Equity Loan Trust 2005-3                                        | CUSIP: 75970NBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     286475 | PA      | $286656.97    | 0.00%             | 2035-11-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 31329QM65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6542146 | PA      | $6314654.26   | 0.06%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1661452.79   | 0.02%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                      | Kenvue Inc                                                                       | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    1699000 | PA      | $1736159.73   | 0.02%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31390BVJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3604 | PA      | $3741.31      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620ADSF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      91120 | PA      | $91238.46     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FUZK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13114205 | PA      | $1355624.55   | 0.01%             | 2035-05-25      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AQJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8905165 | PA      | $535117.59    | 0.01%             | 2045-11-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2016-1                    | CUSIP: 35563PAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     168483 | PA      | $155729.78    | 0.00%             | 2055-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                    | Alphabet Inc                                                                     | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1181242.19   | 0.01%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   54191500 | PA      | $53416730.63  | 0.54%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| L Street Securities                                             | PMTT4                                                                            | CUSIP: 693458AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 1304452750 | PA      | $7552585.75   | 0.08%             | 2048-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                             | Northern Trust Corp                                                              | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   11090000 | PA      | $11079008.70  | 0.11%             | 2040-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| RFM RE-REMIC TRUST 2022-FRR1                                    | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19500000 | PA      | $18637949.85  | 0.19%             | 2050-03-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                            | FS Rialto 2025-FL10 Issuer LLC                                                   | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $4999440.25   | 0.05%             | 2042-08-19      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                        | Banco Nacional de Panama                                                         | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    3750000 | PA      | $3327243.75   | 0.03%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137F1SB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2308681 | PA      | $2137709.53   | 0.02%             | 2047-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                     | CURRENCY CONTRACT - MXN                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $724495.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                        | FirstEnergy Pennsylvania Electric Co                                             | CUSIP: 708696CA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2283000 | PA      | $2288641.13   | 0.02%             | 2026-03-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                       | CIM Trust 2019-J2                                                                | CUSIP: 12558TBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     838676 | PA      | $770116.74    | 0.01%             | 2049-10-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                       | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27                      | CUSIP: 61690AAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2469687.50   | 0.02%             | 2047-12-15      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                     | RCKT Mortgage Trust 2021-3                                                       | CUSIP: 74938DBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  179701178 | PA      | $1330049.29   | 0.01%             | 2051-07-25      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                      | Intel Corp                                                                       | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     224000 | PA      | $206942.28    | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| IBM INTERNAT CAPITAL                                            | IBM International Capital Pte Ltd                                                | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    3913000 | PA      | $3985654.43   | 0.04%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley BAML Trust                                       | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1                      | CUSIP: 61778GAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2596370.00   | 0.03%             | 2058-03-15      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31419EJ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1056717 | PA      | $1064373.59   | 0.01%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                       | CIM Trust 2019-J2                                                                | CUSIP: 12558TBG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2513691 | PA      | $2307866.54   | 0.02%             | 2049-10-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BPW80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5064293 | PA      | $957429.15    | 0.01%             | 2053-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                  | Morgan Stanley Capital I 2017-HR2                                                | CUSIP: 61691NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   36483001 | PA      | $476216.26    | 0.00%             | 2050-12-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A9FX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1196832 | PA      | $103526.82    | 0.00%             | 2041-05-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                  | SMB Private Education Loan Trust 2017-A                                          | CUSIP: 78448WAD7<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |    1172527 | PA      | $1165724.54   | 0.01%             | 2041-06-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQY8<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |   13500000 | PA      | $13819122.45  | 0.14%             | 2042-01-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9034041 | PA      | $7351654.91   | 0.07%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DTP Commercial Mortgage Trust                                   | DTP Commercial Mortgage Trust 2023-STE2                                          | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2058076.00   | 0.02%             | 2041-01-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B3WP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6344575 | PA      | $5464091.97   | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                       | Hess Corp                                                                        | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    4226000 | PA      | $4245456.80   | 0.04%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                            | BlueMountain CLO 2016-3 Ltd                                                      | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |    4357021 | PA      | $4358868.62   | 0.04%             | 2030-11-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1919000 | PA      | $1688130.60   | 0.02%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38374XQG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     386368 | PA      | $35264.80     | 0.00%             | 2039-04-20      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38377R4K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     846034 | PA      | $128399.49    | 0.00%             | 2040-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                          | BP Capital Markets America Inc                                                   | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    2836000 | PA      | $2926698.31   | 0.03%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: —       |
| TRANSCANADA PIPELINES                                           | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    3682000 | PA      | $3798001.41   | 0.04%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4548667 | PA      | $4342118.88   | 0.04%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                                             | RATE Mortgage Trust 2021-HB1                                                     | CUSIP: 75409XBN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  144217827 | PA      | $1795144.19   | 0.02%             | 2051-12-25      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                        | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    3330000 | PA      | $3484145.70   | 0.04%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3617B15U3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     523668 | PA      | $480913.69    | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                                  | KIND Commercial Mortgage Trust 2024-1                                            | CUSIP: 494925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5010790.50   | 0.05%             | 2041-08-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                      | Nuveen LLC                                                                       | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2663000 | PA      | $2776236.70   | 0.03%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                         | Loanpal Solar Loan 2021-2 Ltd                                                    | CUSIP: 53948QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6556629 | PA      | $5352665.98   | 0.05%             | 2048-03-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                          | General Motors Financial Co Inc                                                  | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    7102000 | PA      | $7367571.97   | 0.07%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31307M2M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      58874 | PA      | $57238.20     | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lakeside Park CLO                                               | Lakeside Park CLO Ltd                                                            | CUSIP: 51218YAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10030000 | PA      | $10042236.60  | 0.10%             | 2038-04-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                           | American Homes 4 Rent LP                                                         | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    3771000 | PA      | $3904880.76   | 0.04%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MIRAE ASSET SECURITIES (USA) INC.                               | MIRAE ASSET SECURITIES (USA) INC                                                 | CUSIP: 000000000<br>LEI: 25490087B4GFZLJZE912 | Long             | RA               | CORP              | US        |   36459811 | PA      | $36459811.00  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                             | Carrier Global Corp                                                              | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     629000 | PA      | $592451.35    | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                          | UnitedHealth Group Inc                                                           | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2448000 | PA      | $2391963.20   | 0.02%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                       | Sunoco LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    2910000 | PA      | $2982262.75   | 0.03%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| INTUIT INC                                                      | Intuit Inc                                                                       | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    1652000 | PA      | $1704531.63   | 0.02%             | 2028-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2020-SBT1                                    | CUSIP: 20753VBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $824856.48    | 0.01%             | 2040-02-25      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                                      | Applebee's Funding LLC / IHOP Funding LLC                                        | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3700000 | PA      | $3731424.10   | 0.04%             | 2055-06-07      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE                                             | Amcor Group Finance PLC                                                          | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |    1415000 | PA      | $1463258.05   | 0.01%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                              | Sunnova Helios V Issuer LLC                                                      | CUSIP: 86746EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2745866 | PA      | $2173383.09   | 0.02%             | 2048-02-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                  | Santander Drive Auto Receivables Trust 2025-4                                    | CUSIP: 802923AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2100000 | PA      | $2106796.02   | 0.02%             | 2032-01-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AT4L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     839302 | PA      | $58447.13     | 0.00%             | 2032-08-15      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                           | INTOWN 2025-STAY Mortgage Trust                                                  | CUSIP: 46117WAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7537348.50   | 0.08%             | 2042-03-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                                  | Oaktown Re VI Ltd                                                                | CUSIP: 67401FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      44953 | PA      | $45081.63     | 0.00%             | 2033-10-25      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                          | IPALCO Enterprises Inc                                                           | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    1906000 | PA      | $1865212.02   | 0.02%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140HGR74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40329 | PA      | $38937.34     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                    | CubeSmart LP                                                                     | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    2918000 | PA      | $2769431.87   | 0.03%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sunrun Jupiter Issuer                                           | Sunrun Jupiter Issuer 2022-1 LLC                                                 | CUSIP: 86772RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4040098 | PA      | $3916442.74   | 0.04%             | 2057-07-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2006-19CB                                                 | CUSIP: 02147QBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     650839 | PA      | $284571.27    | 0.00%             | 2036-08-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2024-9                                                    | CUSIP: 81749PAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2915447 | PA      | $2927813.83   | 0.03%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2014-GC22                                           | CUSIP: 36253BAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10180207 | PA      | $3837.94      | 0.00%             | 2047-06-10      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                              | HERO Funding Trust 2016-2                                                        | CUSIP: 42770WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     326857 | PA      | $314634.36    | 0.00%             | 2041-09-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                        | Brookfield Asset Management Ltd                                                  | CUSIP: 113004AC9<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    4520000 | PA      | $4518265.72   | 0.05%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      70000 | PA      | $74262.38     | 0.00%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                             | Somnigroup International Inc                                                     | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1278198.18   | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                                 | CVS Health Corp                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2144000 | PA      | $2024663.59   | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                              | MCR 2024-TWA Mortgage Trust                                                      | CUSIP: 582923AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5069058.50   | 0.05%             | 2039-06-12      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2021-6INV                                                | CUSIP: 33851GBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1362683 | PA      | $1196035.83   | 0.01%             | 2051-08-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31393PYL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      26118 | PA      | $3605.79      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QPDN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1849097 | PA      | $1700431.08   | 0.02%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2808000 | PA      | $2757344.24   | 0.03%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38380X5K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     366478 | PA      | $274920.89    | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4680976 | PA      | $4696011.38   | 0.05%             | 2041-08-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9076000 | PA      | $8948327.91   | 0.09%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                     | RCKT Mortgage Trust 2021-1                                                       | CUSIP: 749350AS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  230787489 | PA      | $2890117.11   | 0.03%             | 2051-03-25      | Variable      | 0.21%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                       | AGCO Corp                                                                        | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    2294000 | PA      | $2326220.58   | 0.02%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust                   | CUSIP: 93363NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     182149 | PA      | $169848.21    | 0.00%             | 2036-10-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                 | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     437000 | PA      | $385480.65    | 0.00%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT                                        | American Airlines 2017-2 Class AA Pass Through Trust                             | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4002932 | PA      | $3890121.44   | 0.04%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132HPNB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     554262 | PA      | $513523.95    | 0.01%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2021-B30 Mortgage Trust                                                | CUSIP: 08163KAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2250000 | PA      | $1395465.08   | 0.01%             | 2054-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31395GJR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      39466 | PA      | $40678.07     | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2018-1                                                   | CUSIP: 33850TBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1930961 | PA      | $1792550.33   | 0.02%             | 2048-03-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securit                                  | Freddie Mac Whole Loan Securities Trust                                          | CUSIP: 3137G1BK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2268704 | PA      | $1972695.99   | 0.02%             | 2046-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2019-8                                                  | CUSIP: 46591KAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     438416 | PA      | $399363.75    | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                        | Tucson Electric Power Co                                                         | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    2883000 | PA      | $2952110.27   | 0.03%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                              | RGA Global Funding                                                               | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     824000 | PA      | $853815.59    | 0.01%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                               | State Street Corp                                                                | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    2058000 | PA      | $2108541.06   | 0.02%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2020-B19 Mortgage Trust                                                | CUSIP: 08162WBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   93873376 | PA      | $4228568.45   | 0.04%             | 2053-09-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                                 | AREIT 2024-CRE9 Ltd                                                              | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1095770 | PA      | $1096403.68   | 0.01%             | 2041-05-17      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2021-LBA                                                                | CUSIP: 05609BBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1423458 | PA      | $1424329.32   | 0.01%             | 2036-02-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                             | Gilead Sciences Inc                                                              | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    6004000 | PA      | $6156142.86   | 0.06%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| JEFFERIES FINANCIAL GROUP INC.                                  | JEFFERIES LLC                                                                    | CUSIP: 000000000<br>LEI: 549300HOF34RGOJ5YL07 | Long             | RA               | CORP              | US        |    4267341 | PA      | $4267341.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2017-BNK4                                                                   | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2476683.00   | 0.03%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BAHH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   39292732 | PA      | $8773664.25   | 0.09%             | 2050-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Pass-throu                                  | ILPT Commercial Mortgage Trust 2025-LPF2                                         | CUSIP: 451955AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2547167.25   | 0.03%             | 2042-07-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                      | Nucor Corp                                                                       | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    4078000 | PA      | $4175340.60   | 0.04%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Sonic Capital LLC                                               | Sonic Capital LLC                                                                | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6910667 | PA      | $6843092.24   | 0.07%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru                                  | Provident Funding Mortgage Trust 2025-2                                          | CUSIP: 74389DAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2433929 | PA      | $2468671.36   | 0.02%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                              | MACQUARIE BANK LTD                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5001011.00   | 0.05%             | 2026-04-07      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BELA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1976133 | PA      | $1940644.41   | 0.02%             | 2034-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2025-13                                                   | CUSIP: 81750DAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8849000 | PA      | $8885986.17   | 0.09%             | 2055-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                         | BDS 2025-FL15 LLC                                                                | CUSIP: 05556EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10015287.00  | 0.10%             | 2043-03-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                         | HCA Inc                                                                          | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     990000 | PA      | $848465.34    | 0.01%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BDFP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26008494 | PA      | $4840534.50   | 0.05%             | 2050-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                       | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F042624<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20419000 | PA      | $19917489.96  | 0.20%             | 2056-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QNUK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5631791 | PA      | $4645846.96   | 0.05%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                                      | SERVPRO Master Issuer LLC                                                        | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5649375 | PA      | $5840430.08   | 0.06%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                | BAT Capital Corp                                                                 | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     674000 | PA      | $760149.74    | 0.01%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                          | Smurfit Kappa Treasury ULC                                                       | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    1983000 | PA      | $2053889.28   | 0.02%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                           | Mexico Government International Bond                                             | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    5523000 | PA      | $5908229.25   | 0.06%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                          | Philip Morris International Inc                                                  | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2832000 | PA      | $2893151.43   | 0.03%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138W75S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1264678 | PA      | $1170038.90   | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                                  | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    2950000 | PA      | $3014979.65   | 0.03%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)               | SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1213461.11   | 0.01%             | 2026-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFI 01/29/2026                                       | PARKER-HANNIFI 01/29/2026                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14953693.50  | 0.15%             | 2026-01-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -134212000 | NC      | $87274.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                      | Navient Private Education Refi Loan Trust 2020-G                                 | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1576745 | PA      | $1488958.12   | 0.02%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381XQ90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     176532 | PA      | $131463.56    | 0.00%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                          | General Motors Financial Co Inc                                                  | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1044000 | PA      | $1107161.74   | 0.01%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  148330900 | PA      | $148162869.27 | 1.50%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38380FF35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5462017 | PA      | $679284.84    | 0.01%             | 2047-07-20      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                       | ONEOK Inc                                                                        | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    3040000 | PA      | $3260671.23   | 0.03%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Corp Trust 2019-PJ3                                | CUSIP: 36257QAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     960107 | PA      | $898533.74    | 0.01%             | 2050-03-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                    | Comcast Corp                                                                     | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1652000 | PA      | $1440943.64   | 0.01%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                         | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    2365000 | PA      | $2483419.00   | 0.03%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B3C21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3867295 | PA      | $3457548.83   | 0.03%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6000598 | PA      | $5182537.06   | 0.05%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Trust 2021-GR3                                     | CUSIP: 36263TBM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1329537 | PA      | $1118249.77   | 0.01%             | 2052-04-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                   | Citigroup Commercial Mortgage Trust 2023-SMRT                                    | CUSIP: 17291NAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1003143.80   | 0.01%             | 2040-10-12      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Voya Ultra Short Income ETF                                     | Voya Ultra Short Income ETF                                                      | CUSIP: 88636N403<br>LEI: 254900FKI2RDASVD0175 | Long             | EC               | RF                | US        |    1995000 | NS      | $100129050.00 | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                         | HCA Inc                                                                          | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2689000 | PA      | $2807127.15   | 0.03%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                        | Corebridge Financial Inc                                                         | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    2593000 | PA      | $2753028.71   | 0.03%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LLC                                          | CITADEL SECURITIES LLC                                                           | CUSIP: 000000000<br>LEI: 12UUJYTN7D3SW8KCSG25 | Long             | RA               | CORP              | US        |   59741000 | PA      | $59741000.00  | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                          | UnitedHealth Group Inc                                                           | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1518000 | PA      | $1555332.14   | 0.02%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                       | CIM Trust 2019-INV3                                                              | CUSIP: 12557LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     186606 | PA      | $170269.20    | 0.00%             | 2049-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138E2VD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79727 | PA      | $78050.27     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XCXP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3531706 | PA      | $3045808.88   | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FELR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   39447276 | PA      | $36602484.00  | 0.37%             | 2048-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2017-1                                                  | CUSIP: 46648CAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     804783 | PA      | $725782.89    | 0.01%             | 2047-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| PRM7 Trust                                                      | PRM7 Trust 2025-PRM7                                                             | CUSIP: 74290HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8500000 | PA      | $8476501.75   | 0.09%             | 2042-11-10      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                         | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2875000 | PA      | $3035524.10   | 0.03%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Symphony CLO Ltd                                                | California Street CLO IX LP                                                      | CUSIP: 13079WDG0<br>LEI: 5493001GRJRD2VIG9H40 | Long             | ABS-CBDO         | CORP              | KY        |    6600000 | PA      | $6628155.60   | 0.07%             | 2032-07-16      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MGLJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7030022 | PA      | $5776531.50   | 0.06%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FLUN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19384068 | PA      | $1209242.13   | 0.01%             | 2034-08-15      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                           | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    3524000 | PA      | $3683054.30   | 0.04%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BGGK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30754062 | PA      | $454363.59    | 0.00%             | 2061-08-25      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BP4K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28377824 | PA      | $5891850.65   | 0.06%             | 2051-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FUF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4004144 | PA      | $4011278.21   | 0.04%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                            | Duke Energy Ohio Inc                                                             | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1218967.16   | 0.01%             | 2030-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1805000 | PA      | $1865983.50   | 0.02%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                              | HERO Funding Trust 2015-2                                                        | CUSIP: 42770UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     337779 | PA      | $329589.52    | 0.00%             | 2040-09-20      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     968564 | PA      | $970419.60    | 0.01%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25019313 | PA      | $20321058.43  | 0.21%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                       | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    2745000 | PA      | $2727758.08   | 0.03%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  101227500 | PA      | $100749042.15 | 1.02%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22624748 | PA      | $19367434.70  | 0.20%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | J.P. Morgan Mortgage Trust 2024-1                                                | CUSIP: 46657PAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3827328 | PA      | $3881959.23   | 0.04%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31397QPY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     632724 | PA      | $648466.02    | 0.01%             | 2041-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| First Republic Mortgage Trust                                   | First Republic Mortgage Trust 2020-1                                             | CUSIP: 33616LAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1060611 | PA      | $1007416.67   | 0.01%             | 2050-04-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                          | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2688000 | PA      | $2776440.58   | 0.03%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                             | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    3305000 | PA      | $3398277.02   | 0.03%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38383AW26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16806304 | PA      | $3751012.54   | 0.04%             | 2051-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                           | Mexico Government International Bond                                             | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3927000 | PA      | $4048737.00   | 0.04%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                        | Enterprise Products Operating LLC                                                | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2115000 | PA      | $2115308.66   | 0.02%             | 2077-08-16      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31397A4R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2336785 | PA      | $209733.01    | 0.00%             | 2036-08-15      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FNWK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5762900 | PA      | $587097.49    | 0.01%             | 2049-09-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31393E7F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     347885 | PA      | $362132.83    | 0.00%             | 2033-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                        | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     925000 | PA      | $926657.33    | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                        | AES Panama Generation Holdings SRL                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    2427124 | PA      | $2276520.65   | 0.02%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2017-COR2 Mortgage Trust                                                    | CUSIP: 12595EAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31630654 | PA      | $363771.50    | 0.00%             | 2050-09-10      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                                  | Chase Home Lending Mortgage Trust 2019-1                                         | CUSIP: 16159WBW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1894616 | PA      | $1700387.99   | 0.02%             | 2050-03-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                    | Atrium Hotel Portfolio Trust 2024-ATRM                                           | CUSIP: 04963XAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4089332.00   | 0.04%             | 2029-11-10      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4166709.50   | 0.04%             | 2054-04-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                           | Mexico Government International Bond                                             | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1940000 | PA      | $2093260.00   | 0.02%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  158992500 | PA      | $158309328.31 | 1.60%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                        | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    3500000 | PA      | $3545605.00   | 0.04%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382C4C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   24079208 | PA      | $287748.94    | 0.00%             | 2050-04-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418M5H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55119 | PA      | $57660.50     | 0.00%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38376TZD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1983917 | PA      | $185999.75    | 0.00%             | 2040-01-16      | Floating      | 2.57%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2019-2                                                   | CUSIP: 33852BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1256093 | PA      | $1163157.43   | 0.01%             | 2049-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132L8PQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3404759 | PA      | $3233902.76   | 0.03%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                          | UnitedHealth Group Inc                                                           | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     506000 | PA      | $475780.05    | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                                  | STWD 2025-FL4 LLC                                                                | CUSIP: 863922AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1501403.55   | 0.02%             | 2042-11-19      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2017-RC1                                   | CUSIP: 95001FBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1740572.10   | 0.02%             | 2060-01-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                               | State Street Corp                                                                | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    3795000 | PA      | $3872648.93   | 0.04%             | 2032-10-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MGLH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6804901 | PA      | $5593666.97   | 0.06%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                      | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    2360000 | PA      | $2496867.11   | 0.03%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132H7DV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2740122 | PA      | $2608844.65   | 0.03%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                               | Sonic Capital LLC                                                                | CUSIP: 83546DAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3830000 | PA      | $3329783.00   | 0.03%             | 2051-08-20      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                       | GATX Corp                                                                        | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1231000 | PA      | $1214874.87   | 0.01%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4115000 | PA      | $3932736.57   | 0.04%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                                            | Liberty Utilities Co                                                             | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    3356000 | PA      | $3532247.02   | 0.04%             | 2034-01-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                         | HCA Inc                                                                          | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     403000 | PA      | $399718.26    | 0.00%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2021-IRON                                           | CUSIP: 05608JAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3762845 | PA      | $3644517.66   | 0.04%             | 2038-02-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                        | Occidental Petroleum Corp                                                        | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     520000 | PA      | $539394.44    | 0.01%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396QN96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2748826 | PA      | $169422.96    | 0.00%             | 2039-09-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2015-2                                                    | CUSIP: 81733YEG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     676939 | PA      | $598106.80    | 0.01%             | 2045-05-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                       | ALA Trust 2025-OANA                                                              | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7540284.00   | 0.08%             | 2040-06-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132XWTN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1532799 | PA      | $1524882.55   | 0.02%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                      | FedEx Corp                                                                       | CUSIP: 31428XDS2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     246000 | PA      | $207632.90    | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XH5A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16341531 | PA      | $13935562.72  | 0.14%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A9HT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     300633 | PA      | $279007.35    | 0.00%             | 2042-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                          | Brazilian Government International Bond                                          | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    6075000 | PA      | $6278512.50   | 0.06%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2007-23CB                                                 | CUSIP: 02151EAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     792457 | PA      | $270465.18    | 0.00%             | 2037-09-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                    | AES Corp/The                                                                     | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    2487000 | PA      | $2545522.09   | 0.03%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WYNNTON FUNDING TRUST II                                        | Wynnton Funding Trust II                                                         | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8686000 | PA      | $8770230.31   | 0.09%             | 2055-08-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B1GM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18237793 | PA      | $1765505.91   | 0.02%             | 2048-03-25      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                         | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    2910000 | PA      | $3061386.93   | 0.03%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| TIME WARNER CABLE LLC                                           | Time Warner Cable LLC                                                            | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1506000 | PA      | $1324224.19   | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                        | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2450000 | PA      | $2336158.67   | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                             | American Tower Corp                                                              | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     776000 | PA      | $798777.52    | 0.01%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133KN7M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15492549 | PA      | $13272217.45  | 0.13%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2019-C54                                   | CUSIP: 95001YAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3580480.80   | 0.04%             | 2052-12-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                        | International Business Machines Corp                                             | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    2578000 | PA      | $2542407.62   | 0.03%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| LIBERTY UTILITIES CO                                            | Liberty Utilities Co                                                             | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2325093.17   | 0.02%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: —       |
| HYUNDAI CAPITAL AMERICA                                         | Hyundai Capital America                                                          | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    3027000 | PA      | $3117091.21   | 0.03%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GQ3F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     328728 | PA      | $318024.46    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                    | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   11370000 | PA      | $10180902.21  | 0.10%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                           | Mexico Government International Bond                                             | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3199000 | PA      | $3348553.25   | 0.03%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AYPL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2407087 | PA      | $165413.34    | 0.00%             | 2033-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through                                   | Freddie Mac Structured Pass-Through Certificates                                 | CUSIP: 31392UZ56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     653407 | PA      | $634750.43    | 0.01%             | 2033-07-25      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)            | CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)                             | CUSIP: 13606DEV0<br>LEI: 549300H8L46OOZOFHU82 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $5251153.42   | 0.05%             | 2026-02-04      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                        | International Business Machines Corp                                             | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    2662000 | PA      | $2732577.61   | 0.03%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| GMRF Mortgage Acquisition Co.,                                  | Galton Funding Mortgage Trust 2018-2                                             | CUSIP: 36418GBX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3117235 | PA      | $3038762.33   | 0.03%             | 2058-10-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust                   | CUSIP: 93363NAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     129601 | PA      | $117929.73    | 0.00%             | 2036-10-25      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                     | Equinor ASA                                                                      | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    2517000 | PA      | $2554653.56   | 0.03%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                     | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |          1 | NC      | $6380.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC Holdings PLC                                                                | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2031000 | PA      | $2069362.77   | 0.02%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AGN40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1539909 | PA      | $1490417.14   | 0.02%             | 2033-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                      | NBN Co Ltd                                                                       | CUSIP: 62878U2G6<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    1762000 | PA      | $1912484.58   | 0.02%             | 2033-10-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                                          | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2801000 | PA      | $2952547.29   | 0.03%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                            | Atlas Warehouse Lending Co LP                                                    | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    4475000 | PA      | $4493347.50   | 0.05%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                 | Impac CMB Trust Series 2005-1                                                    | CUSIP: 45254NMR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     267807 | PA      | $258236.13    | 0.00%             | 2035-04-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                       | Adobe Inc                                                                        | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    4705000 | PA      | $4876458.76   | 0.05%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2021-5                                                    | CUSIP: 81748XCF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     901184 | PA      | $760275.44    | 0.01%             | 2051-07-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                                     | CHNGE Mortgage Trust 2022-1                                                      | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     555135 | PA      | $538115.29    | 0.01%             | 2067-01-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    3825000 | PA      | $3943193.19   | 0.04%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Ginnie Mae                                                                       | CUSIP: 21H060622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   41563000 | PA      | $42330941.26  | 0.43%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                          | Taco Bell Funding LLC                                                            | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1993477.20   | 0.02%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28718023 | PA      | $29504177.56  | 0.30%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                        | Neuberger Berman CLO XVII Ltd                                                    | CUSIP: 64129UCC7<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |    9100000 | PA      | $9122631.70   | 0.09%             | 2038-07-22      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137F9AB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24201203 | PA      | $4101267.72   | 0.04%             | 2050-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                        | International Business Machines Corp                                             | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    3394000 | PA      | $3491055.03   | 0.04%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                             | American Tower Corp                                                              | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    2342000 | PA      | $2332953.35   | 0.02%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                        | Occidental Petroleum Corp                                                        | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1838000 | PA      | $1874962.18   | 0.02%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                    | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    2552000 | PA      | $2477082.72   | 0.03%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3371000 | PA      | $3348929.02   | 0.03%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                          | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    5575000 | PA      | $5547157.89   | 0.06%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| BHP BILLITON FIN USA LTD                                        | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    3274000 | PA      | $3398592.46   | 0.03%             | 2032-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP NE 01/16/2026                                       | ORACLE CORP NE 01/16/2026                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   50000000 | PA      | $49914675.00  | 0.50%             | 2026-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NY                                            | Barclays Bank PLC/NY                                                             | CUSIP: 06745GFH9<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1850376.29   | 0.02%             | 2026-04-22      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur                                  | Banc of America Mortgage 2007-2 Trust                                            | CUSIP: 05952FAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     505384 | PA      | $50025.54     | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                          | Brazilian Government International Bond                                          | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    3125000 | PA      | $3108593.75   | 0.03%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                        | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    3133000 | PA      | $3189498.52   | 0.03%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                                      | SERVPRO Master Issuer LLC                                                        | CUSIP: 817743AL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1996624.00   | 0.02%             | 2055-10-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                                          | National Securities Clearing Corp                                                | CUSIP: 637639AQ8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    2116000 | PA      | $2164733.36   | 0.02%             | 2030-05-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                      | NBN Co Ltd                                                                       | CUSIP: 62878U2D3<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    3097000 | PA      | $3027578.92   | 0.03%             | 2027-01-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK NY                                        | TORONTO DOMINION 0326                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   30000000 | PA      | $29764338.00  | 0.30%             | 2026-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICNQ Mortgage Trust                                             | ICNQ 2024-MF Mortgage Trust                                                      | CUSIP: 450953AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4115095.20   | 0.04%             | 2034-12-10      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FHQV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1578954 | PA      | $1470495.23   | 0.01%             | 2048-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                     | ONE Gas Inc                                                                      | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    1342000 | PA      | $1381697.50   | 0.01%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BSAY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14050850 | PA      | $1127473.93   | 0.01%             | 2042-04-25      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| SMRT                                                            | SMRT 2022-MINI                                                                   | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $9975264.00   | 0.10%             | 2039-01-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                        | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2676320.10   | 0.03%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                                  | Banc of America Funding 2007-2 Trust                                             | CUSIP: 05951GBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     431069 | PA      | $313324.09    | 0.00%             | 2037-03-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| KEYCORP CAPITAL I                                               | KeyCorp Capital I                                                                | CUSIP: 49326MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3190000 | PA      | $3144354.67   | 0.03%             | 2028-07-01      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138E85W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     279587 | PA      | $271521.12    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382QAX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   26836590 | PA      | $5102608.54   | 0.05%             | 2050-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                   | Citigroup Commercial Mortgage Trust 2023-SMRT                                    | CUSIP: 17291NAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     799000 | PA      | $812023.54    | 0.01%             | 2040-10-12      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                          | Smurfit Kappa Treasury ULC                                                       | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    5944000 | PA      | $6138041.88   | 0.06%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                          | UnitedHealth Group Inc                                                           | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4322000 | PA      | $4431734.93   | 0.04%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38380YXL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     916672 | PA      | $863079.22    | 0.01%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                      | NBN Co Ltd                                                                       | CUSIP: 62878U2E1<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    1169000 | PA      | $1049202.95   | 0.01%             | 2032-01-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| WINGSTOP FUNDING LLC                                            | Wingstop Funding LLC                                                             | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7900000 | PA      | $8132869.88   | 0.08%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                      | Kenvue Inc                                                                       | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    2506000 | PA      | $2566773.16   | 0.03%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Navient Student Loan Trust                                      | Navient Private Education Refi Loan Trust 2020-D                                 | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1287406 | PA      | $1230647.88   | 0.01%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                        | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    8150000 | PA      | $8296700.00   | 0.08%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 PASS TST                                           | Federal Express Corp 2020-1 Pass Through Trusts                                  | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1762724 | PA      | $1542011.74   | 0.02%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                              | Banco Santander SA                                                               | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    5800000 | PA      | $6093195.68   | 0.06%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                          | Mosaic Solar Loan Trust 2020-2                                                   | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5063911 | PA      | $4305525.82   | 0.04%             | 2046-08-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38379JXC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     416655 | PA      | $414034.59    | 0.00%             | 2044-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                      | AbbVie Inc                                                                       | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1286000 | PA      | $1149164.34   | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138A6JS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2009 | PA      | $2017.63      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31393EMJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     204657 | PA      | $209670.80    | 0.00%             | 2033-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2021-21M                                            | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5302500 | PA      | $5300109.10   | 0.05%             | 2036-10-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                          | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5185000 | PA      | $4657075.23   | 0.05%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CIFC Funding Ltd                                                | CIFC Funding 2018-II Ltd                                                         | CUSIP: 17180WAJ4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |    7160000 | PA      | $7174814.04   | 0.07%             | 2037-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                          | Brazilian Government International Bond                                          | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    4825000 | PA      | $4885312.50   | 0.05%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                              | CNO Global Funding                                                               | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    4035000 | PA      | $4126882.64   | 0.04%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2022-B34 Mortgage Trust                                                | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2805273.00   | 0.03%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BAK94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18025121 | PA      | $2271232.83   | 0.02%             | 2050-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Reference Remic                                     | Freddie Mac Reference REMIC                                                      | CUSIP: 31396NRF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1602687 | PA      | $1690489.50   | 0.02%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)            | CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)                             | CUSIP: 22536WM52<br>LEI: N4JDFKKH2FTD8RKFXO39 | Long             | DBT              | CORP              | US        |    5050000 | PA      | $5053242.35   | 0.05%             | 2026-03-16      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EMRX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     790082 | PA      | $781742.31    | 0.01%             | 2043-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2019-4                                                    | CUSIP: 81748JAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     439781 | PA      | $399811.01    | 0.00%             | 2049-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                          | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2747000 | PA      | $2862723.06   | 0.03%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                        | Piedmont Operating Partnership LP                                                | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    1111000 | PA      | $955969.22    | 0.01%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                           | Kentucky Utilities Co                                                            | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     799000 | PA      | $839754.24    | 0.01%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Octagon 58 Ltd                                                  | Octagon 58 Ltd                                                                   | CUSIP: 675932AS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5930000 | PA      | $5949604.58   | 0.06%             | 2038-04-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                              | Wind River 2021-1 CLO Ltd                                                        | CUSIP: 97314HAW9<br>LEI: 549300OBHD9JXBHL6R27 | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10036380.00  | 0.10%             | 2037-07-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396PCB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     277568 | PA      | $25268.84     | 0.00%             | 2037-01-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                  | MF1 2024-FL15                                                                    | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7500000 | PA      | $7519715.25   | 0.08%             | 2041-08-18      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38379HZL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1786081 | PA      | $125146.44    | 0.00%             | 2044-12-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                               | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    1870000 | PA      | $1886861.23   | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137ADA56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1320304 | PA      | $1300192.39   | 0.01%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                  | Lowe's Cos Inc                                                                   | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     144000 | PA      | $112637.10    | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2023-R05                                     | CUSIP: 207942AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7418600 | PA      | $7949310.32   | 0.08%             | 2043-06-25      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                         | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $1922548.41   | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                                    | Broadcom Inc                                                                     | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2232000 | PA      | $2316726.32   | 0.02%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3622AAFU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2525546 | PA      | $2304333.52   | 0.02%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38377MY42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      76896 | PA      | $147.62       | 0.00%             | 2040-05-16      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XFZA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25074575 | PA      | $21613201.48  | 0.22%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                              | Wendy's Funding LLC                                                              | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    3393786 | PA      | $3339700.49   | 0.03%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                 | BAE Systems PLC                                                                  | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    3937000 | PA      | $4052135.24   | 0.04%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                        | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4012000 | PA      | $3966685.10   | 0.04%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                        | Banco Nacional de Panama                                                         | CUSIP: 000000000<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    2000000 | PA      | $1774530.00   | 0.02%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BNYR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3077543 | PA      | $3063098.52   | 0.03%             | 2051-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                    | Entergy Corp                                                                     | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    1896000 | PA      | $1705718.92   | 0.02%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132M5QV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     791351 | PA      | $787038.55    | 0.01%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AG6F2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1094988 | PA      | $1069268.46   | 0.01%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                            | Niagara Mohawk Power Corp                                                        | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    2980000 | PA      | $2698838.73   | 0.03%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2024-5C1                                   | CUSIP: 95003VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5247413.00   | 0.05%             | 2057-07-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2023-R04                                     | CUSIP: 20754QAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4330100.80   | 0.04%             | 2043-05-25      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620AFDR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      82410 | PA      | $82720.28     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP                                               | NorthWestern Corp                                                                | CUSIP: 66807TAA0<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    7116000 | PA      | $7305110.48   | 0.07%             | 2030-03-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                 | Tyson Foods Inc                                                                  | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    1919000 | PA      | $1984602.28   | 0.02%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2025-V19 Mortgage Trust                                                | CUSIP: 08164DAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3517191.30   | 0.04%             | 2058-01-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                    | Broadcom Inc                                                                     | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    7138000 | PA      | $7048296.97   | 0.07%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK (NEW YORK BRANCH)                         | TORONTO-DOMINION BANK (NEW YORK BRANCH)                                          | CUSIP: 89115DT48<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |    5050000 | PA      | $5050976.67   | 0.05%             | 2026-02-19      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382FAM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11671500 | PA      | $1048360.38   | 0.01%             | 2048-10-20      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $2161615.73   | 0.02%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AQ5Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     272800 | PA      | $252060.40    | 0.00%             | 2046-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                                      | Sunrun Xanadu Issuer 2019-1 LLC                                                  | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2598055 | PA      | $2483107.09   | 0.03%             | 2054-06-30      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2020-1NV                                                 | CUSIP: 33851YBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1788560 | PA      | $1665602.15   | 0.02%             | 2050-03-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2                                  | JW Trust 2024-BERY                                                               | CUSIP: 46676AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3750000 | PA      | $3762035.63   | 0.04%             | 2039-11-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                 | Cemex SAB de CV                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    2750000 | PA      | $2870725.00   | 0.03%             | N/A             | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2006-18CB                                                 | CUSIP: 02147FAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     109281 | PA      | $40604.56     | 0.00%             | 2036-07-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                     | US 10YR ULTRA                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        346 | NC      | $10096.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1289753.21   | 0.01%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                      | NBN Co Ltd                                                                       | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    1960000 | PA      | $1943367.19   | 0.02%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Bay View Federal Savings And L                                  | BAY 2025-LIVN Mortgage Trust                                                     | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1002427.50   | 0.01%             | 2035-05-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                          | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    3892000 | PA      | $3978512.78   | 0.04%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                           | Lehman Mortgage Trust 2006-9                                                     | CUSIP: 52521HBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8298609 | PA      | $1374314.38   | 0.01%             | 2037-01-25      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XDP26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1778659 | PA      | $1462872.83   | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                        | Enterprise Products Operating LLC                                                | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1579000 | PA      | $1597941.10   | 0.02%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137ARKN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1647198 | PA      | $126667.32    | 0.00%             | 2041-12-15      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                     | Nutrien Ltd                                                                      | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     277000 | PA      | $290954.36    | 0.00%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                             | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   10350000 | PA      | $10043640.00  | 0.10%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                           | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1889769.60   | 0.02%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BQX20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   66223584 | PA      | $5824622.51   | 0.06%             | 2038-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38378YYS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     990807 | PA      | $52013.43     | 0.00%             | 2043-03-20      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                                      | Sunrun Pangea Issuer 2025-2 LLC                                                  | CUSIP: 86773EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3578084 | PA      | $3610420.32   | 0.04%             | 2054-01-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133A2B58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12290 | PA      | $10524.53     | 0.00%             | 2050-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                  | Alleghany Corp                                                                   | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    1584000 | PA      | $1070117.31   | 0.01%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                          | Extra Space Storage LP                                                           | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1855564.11   | 0.02%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                            | ROYAL BANK OF CANADA                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5000019.00   | 0.05%             | 2026-03-10      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                            | Fannie Mae REMIC Trust 2002-W9                                                   | CUSIP: 31392ESN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2311839 | PA      | $2347021.49   | 0.02%             | 2042-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T Inc                                                                         | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     355000 | PA      | $341408.60    | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WGHU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     139785 | PA      | $132702.62    | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2023-HQA3                                          | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1885151.88   | 0.02%             | 2043-11-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                | CIFC Funding 2019-VI Ltd                                                         | CUSIP: 12555XAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3003351.00   | 0.03%             | 2037-07-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6974000 | PA      | $6922347.42   | 0.07%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                          | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    3770000 | PA      | $3893406.95   | 0.04%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QBFD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8571007 | PA      | $8430235.81   | 0.09%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                           | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    3000000 | PA      | $3153755.61   | 0.03%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| WYNN RESORTS FINANCE LLC                                        | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3950000 | PA      | $4041228.29   | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| New Residential Mortgage Loan                                   | New Residential Mortgage Loan Trust 2017-3                                       | CUSIP: 64828MBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1328582 | PA      | $1323223.34   | 0.01%             | 2057-04-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3524000 | PA      | $3179205.04   | 0.03%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                          | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2660000 | PA      | $2739959.60   | 0.03%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| VIASAT INC                                                      | Viasat Inc                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2505714.25   | 0.03%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Freddie Mac - SLST                                              | Seasoned Loans Structured Transaction Trust Series 2019-3                        | CUSIP: 35564CEJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32340000 | PA      | $30731036.49  | 0.31%             | 2029-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1588000 | PA      | $1516206.69   | 0.02%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2020-1NV                                                 | CUSIP: 33851YBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2164916 | PA      | $2009799.83   | 0.02%             | 2050-03-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                         | John Deere Capital Corp                                                          | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    4774000 | PA      | $4930738.68   | 0.05%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2005-53T2                                                 | CUSIP: 12668AKU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     321793 | PA      | $164386.58    | 0.00%             | 2035-11-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                 | Fannie Mae Interest Strip                                                        | CUSIP: 31395QQ37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     110312 | PA      | $2359.64      | 0.00%             | 2028-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                               | Entergy Texas Inc                                                                | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    1771000 | PA      | $1769471.38   | 0.02%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                  | Sofi Professional Loan Program 2018-C Trust                                      | CUSIP: 78490DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5800000 | PA      | $5648523.72   | 0.06%             | 2048-01-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MGLQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3113019 | PA      | $2683439.01   | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 Trust | CUSIP: 93935FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2765288 | PA      | $1614426.51   | 0.02%             | 2046-08-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                             | Carrier Global Corp                                                              | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     571000 | PA      | $612776.50    | 0.01%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BE6Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1954704 | PA      | $195746.57    | 0.00%             | 2044-09-15      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                           | Canadian National Railway Co                                                     | CUSIP: 136375DW9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    3882000 | PA      | $3886894.39   | 0.04%             | 2035-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY INC                                          | CenterPoint Energy Inc                                                           | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1813057.61   | 0.02%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                         | BDS 2021-FL10 Ltd                                                                | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     849227 | PA      | $849727.08    | 0.01%             | 2036-12-16      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                       | SHR Trust 2024-LXRY                                                              | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5018477.00   | 0.05%             | 2041-10-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELEC PW 0126                                           | AMERICAN ELEC PW 0126                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   74500000 | PA      | $74388793.85  | 0.75%             | 2026-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                      | HEICO Corp                                                                       | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    3933000 | PA      | $4044136.83   | 0.04%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A9K96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     892369 | PA      | $904010.36    | 0.01%             | 2041-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16220995 | PA      | $13254316.47  | 0.13%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J5J42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2249520 | PA      | $2194536.08   | 0.02%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                      | Apidos CLO XXXV                                                                  | CUSIP: 03768UAC3<br>LEI: 549300KJKTO0Q1OATW69 | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10016540.00  | 0.10%             | 2034-04-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FTLA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   44939096 | PA      | $10102809.88  | 0.10%             | 2050-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396LMM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46366 | PA      | $61175.51     | 0.00%             | 2036-11-25      | Floating      | 13.51%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QGYZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8944614 | PA      | $7581461.72   | 0.08%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A1AU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     410226 | PA      | $47182.31     | 0.00%             | 2041-10-25      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential                                   | Starwood Mortgage Residential Trust 2022-2                                       | CUSIP: 85573UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $796947.10    | 0.01%             | 2067-02-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  221885900 | PA      | $221456863.64 | 2.24%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31398EKB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5145 | PA      | $5347.90      | 0.00%             | 2038-03-15      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX 2024-PALM                                                                     | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5192308 | PA      | $5201799.24   | 0.05%             | 2037-06-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31397QCK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3157269 | PA      | $306579.31    | 0.00%             | 2041-01-25      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFI 01/12/2026                                       | PARKER-HANNIFI 01/12/2026                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   40000000 | PA      | $39948920.00  | 0.40%             | 2026-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Trust 2024-PJ4                                     | CUSIP: 36269RBX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1901180 | PA      | $1859014.14   | 0.02%             | 2054-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                             | Elevance Health Inc                                                              | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3299000 | PA      | $3377696.23   | 0.03%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | Energy Transfer LP                                                               | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3669000 | PA      | $3671000.16   | 0.04%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B6D49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8159353 | PA      | $7327430.43   | 0.07%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                    | Entergy Corp                                                                     | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    1029000 | PA      | $965117.79    | 0.01%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                           | Time Warner Cable LLC                                                            | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     539000 | PA      | $499224.80    | 0.01%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                        | Corp Financiera de Desarrollo SA                                                 | CUSIP: 21987DAE4<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    2700000 | PA      | $2618055.00   | 0.03%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140JBCA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     785610 | PA      | $784181.52    | 0.01%             | 2047-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                         | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    1880000 | PA      | $1917859.65   | 0.02%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B4QN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8086599 | PA      | $2408691.40   | 0.02%             | 2059-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                        | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    2330000 | PA      | $2192512.99   | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Empower CLO Ltd.                                                | Empower CLO 2022-1 Ltd                                                           | CUSIP: 29246AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   21900000 | PA      | $21959370.90  | 0.22%             | 2037-10-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140KPJK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23308 | PA      | $19978.25     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |    3350000 | PA      | $3360134.42   | 0.03%             | 2045-02-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33330578 | PA      | $33913036.92  | 0.34%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                              | Banco Santander SA                                                               | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    2800000 | PA      | $2898565.49   | 0.03%             | 2030-03-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132GKHC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     226720 | PA      | $221149.25    | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                | Black Hills Corp                                                                 | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1711000.52   | 0.02%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                             | LCM XXIV Ltd                                                                     | CUSIP: 50188YAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     167399 | PA      | $167581.49    | 0.00%             | 2030-03-20      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCR98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3068057 | PA      | $2992207.06   | 0.03%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2022-R09                                     | CUSIP: 20753DAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1090680.50   | 0.01%             | 2042-09-25      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B6D56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7731257 | PA      | $6635663.09   | 0.07%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                             | Elevance Health Inc                                                              | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1481000 | PA      | $1513952.64   | 0.02%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| EQUITABLE FINANCIAL LIFE                                        | Equitable Financial Life Global Funding                                          | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    5693000 | PA      | $5826038.46   | 0.06%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2024-AIR2                                           | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3357130 | PA      | $3365520.64   | 0.03%             | 2041-10-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                          | General Motors Financial Co Inc                                                  | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    6474000 | PA      | $6753669.48   | 0.07%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| AMERICAN ELECTRI 0126                                           | AMERICAN ELECTRI 0126                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   53000000 | PA      | $52926589.70  | 0.54%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                  | Sofi Professional Loan Program 2019-B LLC                                        | CUSIP: 83404WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2838130.20   | 0.03%             | 2048-08-17      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                         | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    1835000 | PA      | $1855014.07   | 0.02%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                    | CaixaBank SA                                                                     | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    1687000 | PA      | $1752869.18   | 0.02%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A9N46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     653795 | PA      | $11296.46     | 0.00%             | 2027-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XD6D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2211925 | PA      | $1907604.97   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B4JG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4136985 | PA      | $3707769.56   | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                        | Bear Stearns ALT-A Trust 2005-7                                                  | CUSIP: 07386HVR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     671144 | PA      | $515959.56    | 0.01%             | 2035-09-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                            | Royal Bank of Canada                                                             | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2542000 | PA      | $2618293.58   | 0.03%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Elmwood CLO XI Ltd                                              | Elmwood CLO XI Ltd                                                               | CUSIP: 29002LAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8990000 | PA      | $9019370.33   | 0.09%             | 2038-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| BARTON CAPITAL                                                  | BARTON CAP 0 01/09/26                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   30000000 | PA      | $29970930.00  | 0.30%             | 2026-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                            | Colombia Government International Bond                                           | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1737000 | PA      | $1815165.00   | 0.02%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                            | Monongahela Power Co                                                             | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2006000 | PA      | $1995066.06   | 0.02%             | 2027-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| TORONTO DOMINI 03/11/2026                                       | TORONTO DOMINI 03/11/2026                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25005392.50  | 0.25%             | 2026-03-11      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                     | RCKT Mortgage Trust 2019-1                                                       | CUSIP: 749357BK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     813509 | PA      | $740332.11    | 0.01%             | 2049-09-25      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA                                                  | AMERICAN HONDA F 0126                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19600000 | PA      | $19583369.40  | 0.20%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31397AZJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2103204 | PA      | $239371.01    | 0.00%             | 2036-09-15      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 3132HT3C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7417628 | PA      | $6933375.50   | 0.07%             | 2044-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                             | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    1735000 | PA      | $1697674.32   | 0.02%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF COLOMBIA                                            | Colombia Government International Bond                                           | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    3000000 | PA      | $3189000.00   | 0.03%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS INTERNATIONAL                                     | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9877.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3219000 | PA      | $3252424.23   | 0.03%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                  | Barings Clo Ltd 2019-IV                                                          | CUSIP: 06761VAU1<br>LEI: 549300QO1I8V07FLPQ13 | Long             | ABS-CBDO         | CORP              | KY        |    6250000 | PA      | $6270906.25   | 0.06%             | 2037-07-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                         | Bristol-Myers Squibb Co                                                          | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     806000 | PA      | $732401.21    | 0.01%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| The BAHA Trust                                                  | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2590810.00   | 0.03%             | 2041-12-10      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 50                                  | Octagon Investment Partners 50 Ltd                                               | CUSIP: 67592MAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11750000 | PA      | $11760704.25  | 0.12%             | 2035-01-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31395MPZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      74212 | PA      | $76307.45     | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AEU47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2536841 | PA      | $170271.60    | 0.00%             | 2033-06-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust                                  | HLTN Commercial Mortgage Trust 2024-DPLO                                         | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $7021746.20   | 0.07%             | 2041-06-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38378VH40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     361037 | PA      | $358079.36    | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2021-B28 Mortgage Trust                                                | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4794987 | PA      | $233494.31    | 0.00%             | 2054-08-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31398R3P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1451612 | PA      | $1447616.45   | 0.01%             | 2040-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    4709000 | PA      | $4758127.63   | 0.05%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                        | OZLM XV Ltd                                                                      | CUSIP: 67111DBG0<br>LEI: 5493008RJIODIVVGSK16 | Long             | ABS-CBDO         | CORP              | KY        |    8518519 | PA      | $8522761.07   | 0.09%             | 2033-04-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                    | Broadcom Inc                                                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    4997000 | PA      | $4239800.24   | 0.04%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCR72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1127548 | PA      | $1063584.89   | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4                    | CUSIP: 35563PMT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     855519 | PA      | $806585.10    | 0.01%             | 2059-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                  | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3500000 | PA      | $3509844.10   | 0.04%             | 2039-03-19      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31395EDY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     208376 | PA      | $213825.91    | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                               | Hyatt Hotels Corp                                                                | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1338542.00   | 0.01%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                  | Morgan Stanley Residential Mortgage Loan Trust 2024-2                            | CUSIP: 61776FBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4631596 | PA      | $5007213.96   | 0.05%             | 2054-03-25      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae                                                                       | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   80000000 | PA      | $80788211.20  | 0.82%             | 2056-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                   | Commonbond Student Loan Trust 2016-B                                             | CUSIP: 20267UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     265915 | PA      | $252375.38    | 0.00%             | 2040-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31335BM60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8336087 | PA      | $7849296.82   | 0.08%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust                    | CUSIP: 933634AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     263924 | PA      | $221463.04    | 0.00%             | 2037-03-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J6DR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     670112 | PA      | $650262.61    | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DWML4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34106702 | PA      | $35039274.81  | 0.35%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                              | Credit Agricole SA                                                               | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    6915000 | PA      | $6908531.09   | 0.07%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: —       |
| CENOVUS ENERGY INC                                              | Cenovus Energy Inc                                                               | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     420000 | PA      | $384304.36    | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA                                                  | AMERICAN HONDA 01/09/2026                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19980916.00  | 0.20%             | 2026-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AE2P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2972751 | PA      | $217125.54    | 0.00%             | 2033-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BXSC Commercial Mortgage Trust                                  | BXSC Commercial Mortgage Trust 2022-WSS                                          | CUSIP: 05610BAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9928447 | PA      | $9958754.92   | 0.10%             | 2035-03-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                        | Occidental Petroleum Corp                                                        | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     771000 | PA      | $807491.43    | 0.01%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FV94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      25794 | PA      | $25980.15     | 0.00%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2018-BNK14                                                                  | CUSIP: 06035RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19110000 | PA      | $714807.64    | 0.01%             | 2060-09-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GNLK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     248274 | PA      | $248021.86    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC                                      | CAMELOT US ACQUISITION LLC                                                       | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    3000000 | PA      | $2966250.00   | 0.03%             | 2031-01-31      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H0P36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16075679 | PA      | $3155994.16   | 0.03%             | 2050-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                              | Roche Holdings Inc                                                               | CUSIP: 771196CQ3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1187752.99   | 0.01%             | 2034-09-09      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ADE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2817488 | PA      | $305217.93    | 0.00%             | 2043-05-25      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2018-6RR                                                 | CUSIP: 33851FBR7<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |    2452512 | PA      | $2413728.85   | 0.02%             | 2048-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                          | Pacific Gas and Electric Co                                                      | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     696000 | PA      | $577973.38    | 0.01%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCR64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19908808 | PA      | $18836138.14  | 0.19%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WET82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     305398 | PA      | $297170.14    | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 Trust   | CUSIP: 93934FCF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200988 | PA      | $174631.08    | 0.00%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                                  | STWD 2025-FL4 LLC                                                                | CUSIP: 863922AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1800000 | PA      | $1802809.08   | 0.02%             | 2042-11-19      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QUJW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7674169 | PA      | $7437523.22   | 0.08%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                         | John Deere Capital Corp                                                          | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    2577000 | PA      | $2651811.83   | 0.03%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                          | BP Capital Markets PLC                                                           | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    2540000 | PA      | $2528847.27   | 0.03%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                          | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    7802000 | PA      | $8170467.16   | 0.08%             | 2036-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2022-HQA3                                          | CUSIP: 35564KE70<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | CORP              | US        |    1150000 | PA      | $1226560.56   | 0.01%             | 2042-08-25      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                         | Dryden 75 CLO Ltd                                                                | CUSIP: 26252JAY4<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | KY        |   11400000 | PA      | $11394596.40  | 0.12%             | 2034-04-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                           | American Homes 4 Rent LP                                                         | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     688000 | PA      | $650631.95    | 0.01%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38378U7S0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6675672 | PA      | $5968684.12   | 0.06%             | 2043-11-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                        | Western Midstream Operating LP                                                   | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    2199000 | PA      | $1897672.39   | 0.02%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31398RDR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     559249 | PA      | $45309.97     | 0.00%             | 2040-05-25      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                 | Cigna Group/The                                                                  | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    7245000 | PA      | $7380504.39   | 0.07%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B4JJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3180252 | PA      | $2735236.43   | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                          | Sempra                                                                           | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    3686000 | PA      | $3751185.07   | 0.04%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                       | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   46500000 | PA      | $47157456.06  | 0.48%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                        | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1785000 | PA      | $1721606.26   | 0.02%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Ballyrock Ltd                                                   | Ballyrock CLO 18 Ltd                                                             | CUSIP: 05875YAL0<br>LEI: 2549009NE3IA6DAH4G62 | Long             | ABS-CBDO         | CORP              | KY        |   14200000 | PA      | $14259597.40  | 0.14%             | 2038-04-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | Wells Fargo & Co                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     476000 | PA      | $496918.54    | 0.01%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31388Q3F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        547 | PA      | $575.07       | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                        | Corebridge Financial Inc                                                         | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    4493000 | PA      | $4466859.86   | 0.05%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BARTON CAPITAL                                                  | BARTON CAP CORP 01/06/26                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11200000 | PA      | $11193026.88  | 0.11%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Trust 2024-PJ4                                     | CUSIP: 36269RBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2902565 | PA      | $2893657.23   | 0.03%             | 2054-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     593000 | PA      | $591665.86    | 0.01%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2025-DELC                                                               | CUSIP: 05594MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3008739.60   | 0.03%             | 2042-12-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                     | Cencora Inc                                                                      | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2185617.86   | 0.02%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| BX Trust                                                        | BX Trust 2025-TAIL                                                               | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6250000 | PA      | $6258740.00   | 0.06%             | 2035-06-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38380UE82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4817257 | PA      | $3932939.04   | 0.04%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                          | BP Capital Markets PLC                                                           | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    2402000 | PA      | $2478354.78   | 0.03%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1007774.10   | 0.01%             | 2041-11-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133KNQS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5504101 | PA      | $4730834.21   | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FFX44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   68475793 | PA      | $11598731.13  | 0.12%             | 2051-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                                      | Sunrun Bacchus Issuer 2025-1 LLC                                                 | CUSIP: 86771PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6032088 | PA      | $6087494.55   | 0.06%             | 2060-04-30      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                          | Mosaic Solar Loan Trust 2018-2-GS                                                | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2737435 | PA      | $2576228.49   | 0.03%             | 2044-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     820592 | PA      | $701777.41    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                            | Colombia Government International Bond                                           | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    3764000 | PA      | $4019952.00   | 0.04%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GRU69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     471321 | PA      | $469869.30    | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                  | JPMBB Commercial Mortgage Securities Trust 2015-C29                              | CUSIP: 46644RBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1523282 | PA      | $1515966.21   | 0.02%             | 2048-05-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                            | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2159176.14   | 0.02%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ANSU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72998 | PA      | $71431.79     | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                               | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     595000 | PA      | $624659.56    | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A3XU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2617872 | PA      | $2582472.21   | 0.03%             | 2042-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                                 | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $5998460.10   | 0.06%             | 2029-12-17      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3617BFDH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     566352 | PA      | $519428.19    | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2025-VOLT                                                               | CUSIP: 05619PAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5020766.50   | 0.05%             | 2044-12-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                                     | Cherry Securitization Trust 2025-1                                               | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7500000 | PA      | $7619232.00   | 0.08%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                  | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $2171291.00   | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31393Y5T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20206 | PA      | $20164.47     | 0.00%             | 2033-10-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                  | MF1 2022-FL9 LLC                                                                 | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1654672 | PA      | $1655668.77   | 0.02%             | 2037-06-19      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WFNK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     229348 | PA      | $225561.38    | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                         | GlaxoSmithKline Capital Inc                                                      | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    3629000 | PA      | $3667480.21   | 0.04%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WLCE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3695411 | PA      | $3574904.25   | 0.04%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSI Asset Loan Obligation                                       | HSI Asset Loan Obligation Trust 2007-WF1                                         | CUSIP: 40431KAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     106962 | PA      | $75110.43     | 0.00%             | 2036-12-25      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4980575 | PA      | $4969518.62   | 0.05%             | 2030-03-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                        | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1389000 | PA      | $1250412.94   | 0.01%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                        | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3910000 | PA      | $4077199.73   | 0.04%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                           | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     950000 | PA      | $973512.53    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31390TAL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2655 | PA      | $2755.80      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31292HMU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1210 | PA      | $1257.41      | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                         | John Deere Capital Corp                                                          | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    3334000 | PA      | $3367818.66   | 0.03%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3617VQG42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2365347 | PA      | $2081058.85   | 0.02%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                  | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2620831.25   | 0.03%             | 2041-12-10      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)                  | CUSIP: 22532XG93<br>LEI: 254900BN8XS34XZDJ223 | Long             | DBT              | CORP              | US        |    4950000 | PA      | $4954088.82   | 0.05%             | 2026-04-14      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QFB73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18248138 | PA      | $16285877.05  | 0.16%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2020-2                                                    | CUSIP: 81748KEE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1714735 | PA      | $1546973.45   | 0.02%             | 2050-03-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| BXSC Commercial Mortgage Trust                                  | BXSC Commercial Mortgage Trust 2022-WSS                                          | CUSIP: 05610BAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2978534 | PA      | $2992500.56   | 0.03%             | 2035-03-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                             | Elevance Health Inc                                                              | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2779576.58   | 0.03%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -268424000 | NC      | $-211765.81   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2025-B33RP                                 | CUSIP: 95004RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $6005778.00   | 0.06%             | 2042-08-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137F7XG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   82685935 | PA      | $14048327.98  | 0.14%             | 2050-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B1TV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2720066 | PA      | $2491996.53   | 0.03%             | 2048-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                        | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    2099000 | PA      | $2104054.12   | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132GFVW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     132222 | PA      | $132886.53    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                               | Sysco Corp                                                                       | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    1369000 | PA      | $1418583.89   | 0.01%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2020-8                                                  | CUSIP: 46652TCG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     851397 | PA      | $761539.00    | 0.01%             | 2051-03-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | Wells Fargo & Co                                                                 | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     657000 | PA      | $727647.25    | 0.01%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                               | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1165837.61   | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137F7KL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   41387591 | PA      | $7060603.07   | 0.07%             | 2050-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                       | Nelnet Student Loan Trust 2025-D                                                 | CUSIP: 639931AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1150000 | PA      | $1146957.56   | 0.01%             | 2054-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B4H32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4567593 | PA      | $4104004.96   | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                          | Verizon Communications Inc                                                       | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2542000 | PA      | $2414158.30   | 0.02%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BAK37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7966856 | PA      | $1258597.56   | 0.01%             | 2042-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                           | American Homes 4 Rent LP                                                         | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    1283000 | PA      | $1286650.08   | 0.01%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                              | Union Pacific Corp                                                               | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2424000 | PA      | $2502642.37   | 0.03%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2024-2                                                  | CUSIP: 46657TAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1649925 | PA      | $1683371.11   | 0.02%             | 2054-08-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                        | Snap Inc                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    3190000 | PA      | $3286950.48   | 0.03%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A1F59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3544461 | PA      | $3488767.86   | 0.04%             | 2041-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONCORD MINUTEMEN CAPITAL COMPANY, LLC                          | CONCORD MINUTE 01/16/2026                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24958400.00  | 0.25%             | 2026-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1874000 | PA      | $1843807.16   | 0.02%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                  | MF1 2022-FL8 Ltd                                                                 | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4708822 | PA      | $4708598.82   | 0.05%             | 2037-02-19      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                            | ACE Securities Corp Mortgage Loan Trust Series 2007-D1                           | CUSIP: 00083BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2039428 | PA      | $1667419.48   | 0.02%             | 2038-02-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H1AP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22081160 | PA      | $4855412.93   | 0.05%             | 2051-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                     | OCP Clo 2019-17 Ltd                                                              | CUSIP: 67113LAW6<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |    6010000 | PA      | $6029959.21   | 0.06%             | 2037-07-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38375JJL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     529342 | PA      | $46033.34     | 0.00%             | 2037-02-20      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6221000 | PA      | $6121124.52   | 0.06%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BFMF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  114790428 | PA      | $11480512.07  | 0.12%             | 2041-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B5XQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5068184 | PA      | $473813.64    | 0.00%             | 2049-08-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| NUFARM AUSTRALIA/AMERICA                                        | Nufarm Australia Ltd / Nufarm Americas Inc                                       | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    1605000 | PA      | $1478066.42   | 0.01%             | 2030-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Madison Avenue Trust                                            | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3250000 | PA      | $3265815.80   | 0.03%             | 2042-10-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31398FB67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     706875 | PA      | $60308.49     | 0.00%             | 2039-11-25      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                             | Sound Point CLO XXIX Ltd                                                         | CUSIP: 83614VAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9950000 | PA      | $9960338.05   | 0.10%             | 2034-04-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1034000 | PA      | $1024797.90   | 0.01%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                          | General Motors Financial Co Inc                                                  | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4322000 | PA      | $4391716.54   | 0.04%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| CAMDEN PROPERTY TRUST                                           | Camden Property Trust                                                            | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    2929000 | PA      | $2970978.52   | 0.03%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      86165 | PA      | $84288.46     | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                                  | Chase Home Lending Mortgage Trust 2024-8                                         | CUSIP: 16159XBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2312822 | PA      | $2420569.78   | 0.02%             | 2055-08-25      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                          | Mosaic Solar Loan Trust 2018-2-GS                                                | CUSIP: 61946LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     351935 | PA      | $321348.34    | 0.00%             | 2044-02-22      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2016-GS4                                            | CUSIP: 36251XAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   51048649 | PA      | $98962.91     | 0.00%             | 2049-11-10      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AAW33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     422662 | PA      | $43299.58     | 0.00%             | 2041-05-15      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                    | AutoZone Inc                                                                     | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    1176000 | PA      | $1243107.85   | 0.01%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                          | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1226000 | PA      | $1266192.67   | 0.01%             | 2031-01-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5723000 | PA      | $5235696.05   | 0.05%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC                                               | Teledyne FLIR LLC                                                                | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |    2209000 | PA      | $2044352.27   | 0.02%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| ARES Commercial Mortgage Trust                                  | ARES1 2024-IND2                                                                  | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10018454.00  | 0.10%             | 2034-10-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJWR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     315088 | PA      | $305567.31    | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QNMS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10039128 | PA      | $8544602.23   | 0.09%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3211000 | PA      | $3202201.03   | 0.03%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2019-GC42                                           | CUSIP: 36257UAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1015000 | PA      | $924055.70    | 0.01%             | 2052-09-10      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2025-5C5                                   | CUSIP: 95004MAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1264174.13   | 0.01%             | 2058-07-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                        | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1674000 | PA      | $1258726.10   | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3617LUR91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2401830 | PA      | $2196189.96   | 0.02%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                       | CIM Trust 2019-R5                                                                | CUSIP: 12558RAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3100000 | PA      | $2918223.75   | 0.03%             | 2059-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                        | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4819000 | PA      | $4957890.28   | 0.05%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATL RAILWAY                                           | Canadian National Railway Co                                                     | CUSIP: 136375DV1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    6820000 | PA      | $6809111.19   | 0.07%             | 2031-03-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                        | MSCI Inc                                                                         | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    3220000 | PA      | $3198170.49   | 0.03%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                              | Meta Platforms Inc                                                               | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    3380000 | PA      | $3246585.89   | 0.03%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Merit                                                           | MHP Commercial Mortgage Trust 2025-MHIL2                                         | CUSIP: 59317DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1503964.80   | 0.02%             | 2040-09-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                          | Marriott International Inc/MD                                                    | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    5545000 | PA      | $5559489.09   | 0.06%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MGMF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1869364 | PA      | $1739328.24   | 0.02%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                        | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    2885000 | PA      | $2902133.26   | 0.03%             | 2028-09-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                  | Sofi Professional Loan Program 2018-B Trust                                      | CUSIP: 83404RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7832103 | PA      | $7640569.87   | 0.08%             | 2047-08-25      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                         | MPLX LP                                                                          | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    2774000 | PA      | $2789802.04   | 0.03%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1170982.83   | 0.01%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38378TQB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     282230 | PA      | $255065.52    | 0.00%             | 2042-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31397QJJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1743143 | PA      | $1704318.39   | 0.02%             | 2041-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                                            | GCAT 2025-INV4 Trust                                                             | CUSIP: 367920CM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1996433 | PA      | $2126640.43   | 0.02%             | 2055-08-25      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A7AP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     310028 | PA      | $32947.80     | 0.00%             | 2042-07-25      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                               | 720 East CLO VII Ltd                                                             | CUSIP: 81800WAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9160000 | PA      | $9154220.04   | 0.09%             | 2037-04-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                             | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $2999402.43   | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                    | Enbridge Inc                                                                     | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    4299000 | PA      | $4356223.99   | 0.04%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382DL64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13169324 | PA      | $1547880.24   | 0.02%             | 2049-10-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                   | AppLovin Corp                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    4192000 | PA      | $4352887.33   | 0.04%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CWS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     662224 | PA      | $621351.01    | 0.01%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                  | Morgan Stanley Capital I Trust 2021-L6                                           | CUSIP: 61692CBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   29257336 | PA      | $1042462.28   | 0.01%             | 2054-06-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                             | American Express Co                                                              | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1615000 | PA      | $1665437.97   | 0.02%             | 2031-01-30      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                      | Navient Private Education Refi Loan Trust 2021-B                                 | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3125935 | PA      | $2866391.14   | 0.03%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                        | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CX8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    2785000 | PA      | $2812899.07   | 0.03%             | 2030-09-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MQB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4681450 | PA      | $4493344.61   | 0.05%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARTON CAPITAL                                                  | BARTON CAP S.A 02/02/2026                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8969054.40   | 0.09%             | 2026-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3484825 | PA      | $3492407.68   | 0.04%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                        | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2458000 | PA      | $1947202.80   | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ORGANON & CO/ORGANON FOR                                        | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2300000 | PA      | $1906550.55   | 0.02%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138A1T92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1858 | PA      | $1870.40      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                          | Marriott International Inc/MD                                                    | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    4955000 | PA      | $5023781.25   | 0.05%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                                    | Barclays PLC                                                                     | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4783000 | PA      | $4944492.69   | 0.05%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: —       |
| EVERSOURCE ENERGY                                               | Eversource Energy                                                                | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2494000 | PA      | $2608186.42   | 0.03%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                      | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9029000 | PA      | $8434586.62   | 0.09%             | 2050-11-27      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2017-BNK7                                                                   | CUSIP: 06541XAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4157878.50   | 0.04%             | 2060-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                                | Ocean Trails CLO XVII Ltd                                                        | CUSIP: 67516JAC8<br>LEI: 254900KM4PPG4IPSWJ70 | Long             | ABS-CBDO         | CORP              | KY        |    4600000 | PA      | $4608109.80   | 0.05%             | 2038-03-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VVD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2768543 | PA      | $452995.37    | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381BCF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11323703 | PA      | $1200467.61   | 0.01%             | 2048-12-20      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                   | AppLovin Corp                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    5080000 | PA      | $5212412.49   | 0.05%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                             | NOVA Chemicals Corp                                                              | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    1825000 | PA      | $1949800.80   | 0.02%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3528844 | PA      | $3632920.73   | 0.04%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                                       | PRM Trust 2025-PRM6                                                              | CUSIP: 74277DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2006313.80   | 0.02%             | 2033-07-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2505000 | PA      | $2299359.92   | 0.02%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | J.P. Morgan Mortgage Trust 2021-14                                               | CUSIP: 46653QCH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2063677 | PA      | $1706856.83   | 0.02%             | 2052-05-25      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                                   | Takeda US Financing Inc                                                          | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    3094000 | PA      | $3152811.19   | 0.03%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Wachovia Mortgage Loan Trust,                                   | Wachovia Mortgage Loan Trust LLC Series 2005-B Trust                             | CUSIP: 92977YBP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     186347 | PA      | $182513.12    | 0.00%             | 2035-10-20      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                         | John Deere Capital Corp                                                          | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    6059000 | PA      | $6212935.20   | 0.06%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| HCA INC                                                         | HCA Inc                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    6835000 | PA      | $6814070.41   | 0.07%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VVC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2249851 | PA      | $356839.31    | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AJZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4023790 | PA      | $435494.24    | 0.00%             | 2044-04-25      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H0BQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16305119 | PA      | $3324881.99   | 0.03%             | 2051-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                 | CVS Health Corp                                                                  | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     199000 | PA      | $193039.42    | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                               | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2830000 | PA      | $2795643.09   | 0.03%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                  | Solventum Corp                                                                   | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    1612000 | PA      | $1677897.51   | 0.02%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                               | Eversource Energy                                                                | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1302000 | PA      | $1339007.74   | 0.01%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   61700000 | NC      | $228989.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                  | COMMONWEALTH BANK OF AUSTRALIA                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4950000 | PA      | $4950682.61   | 0.05%             | 2026-02-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38380C3A9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7507998 | PA      | $756364.31    | 0.01%             | 2047-02-16      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GTF47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     514999 | PA      | $512417.98    | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                              | Meta Platforms Inc                                                               | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    5191000 | PA      | $5236039.76   | 0.05%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                                            | Royal Bank of Canada                                                             | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2128000 | PA      | $2181509.84   | 0.02%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: —       |
| VMED O2 UK FINANCING I                                          | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    3400000 | PA      | $3373769.68   | 0.03%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                                   | HTL Commercial Mortgage Trust 2024-T53                                           | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $6076603.20   | 0.06%             | 2039-05-10      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WDZP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6367488 | PA      | $6224585.62   | 0.06%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                            | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    1775000 | PA      | $1843526.02   | 0.02%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| XCEL ENERGY INC                                                 | Xcel Energy Inc                                                                  | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    2854000 | PA      | $2958075.82   | 0.03%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QPD27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1860513 | PA      | $1710930.79   | 0.02%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                        | Element Fleet Management Corp                                                    | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    4906000 | PA      | $4991683.29   | 0.05%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                    | CSMC Trust 2015-2                                                                | CUSIP: 12649RAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     524842 | PA      | $508929.82    | 0.01%             | 2045-02-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31393EAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      95039 | PA      | $14137.86     | 0.00%             | 2033-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through                                   | Freddie Mac Structured Pass-Through Certificates                                 | CUSIP: 3133TR7C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3292758 | PA      | $3291563.84   | 0.03%             | 2031-05-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2025-8                                                    | CUSIP: 81749WCK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1990676 | PA      | $1989429.38   | 0.02%             | 2055-09-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Li                                  | Textainer Marine Containers VII Ltd                                              | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    3772000 | PA      | $3554972.81   | 0.04%             | 2046-02-20      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                         | HCA Inc                                                                          | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1953000 | PA      | $1887535.99   | 0.02%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VVB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3167070 | PA      | $618881.52    | 0.01%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                          | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3483000 | PA      | $3410856.80   | 0.03%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                | Altria Group Inc                                                                 | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2468000 | PA      | $2609430.20   | 0.03%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                              | Meta Platforms Inc                                                               | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    3617000 | PA      | $3367962.75   | 0.03%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                    | AES Corp/The                                                                     | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    2649000 | PA      | $2645978.55   | 0.03%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DZ BANK AG (NEW YORK BRANCH)                                    | DZ BANK AG (NEW YORK BRANCH)                                                     | CUSIP: 23344JDX0<br>LEI: 529900HNOAA1KXQJUQ27 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2800348.88   | 0.03%             | 2026-02-13      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| Guaranteed Funding (DK) Limite                                  | DK Trust 2025-LXP                                                                | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8000000 | PA      | $8025199.20   | 0.08%             | 2037-08-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                         | MPLX LP                                                                          | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     940000 | PA      | $951249.63    | 0.01%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38377WGA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1285116 | PA      | $89720.82     | 0.00%             | 2041-05-16      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31359SAP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1114 | PA      | $11.68        | 0.00%             | 2031-03-18      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                  | PMT Loan Trust 2025-INV12                                                        | CUSIP: 73015KBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2798000 | PA      | $2810918.37   | 0.03%             | 2056-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                           | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1141869.27   | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                                    | WinWater Mortgage Loan Trust 2015-5                                              | CUSIP: 97654DCB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     438535 | PA      | $412886.50    | 0.00%             | 2045-08-20      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                        | Icon Investments Six DAC                                                         | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    4059000 | PA      | $4237307.04   | 0.04%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132J6VE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     567253 | PA      | $525299.42    | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                          | Anglo American Capital PLC                                                       | CUSIP: 034863BD1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    1748000 | PA      | $1817378.12   | 0.02%             | 2033-05-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| SUMMIT MIDSTREAM HOLDING                                        | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2195000 | PA      | $2277483.71   | 0.02%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| Towd Point Mortgage Trust                                       | Towd Point Mortgage Trust 2015-2                                                 | CUSIP: 89171YBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2640000 | PA      | $2633077.13   | 0.03%             | 2057-11-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                        | Fortune Brands Innovations Inc                                                   | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    1361000 | PA      | $1305169.83   | 0.01%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BBCT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25794169 | PA      | $5605615.98   | 0.06%             | 2050-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                          | Marriott International Inc/MD                                                    | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1906000 | PA      | $1962320.26   | 0.02%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VVA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5721408 | PA      | $1151071.44   | 0.01%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                        | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    4797000 | PA      | $4760144.89   | 0.05%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2420000 | PA      | $2319424.49   | 0.02%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                             | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2638511.68   | 0.03%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AS6K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3612192 | PA      | $511335.78    | 0.01%             | 2045-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                              | Ingersoll Rand Inc                                                               | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     739000 | PA      | $769534.47    | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38384BS77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1625091 | PA      | $1643354.00   | 0.02%             | 2034-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                       | Kroger Co/The                                                                    | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    2303000 | PA      | $2195501.14   | 0.02%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                                 | CLI Funding VI LLC                                                               | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    1574375 | PA      | $1487660.77   | 0.02%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| DEPOSITORY TRUST & CLEAR                                        | Depository Trust & Clearing Corp/The                                             | CUSIP: 249670AB6<br>LEI: MLDY5N6PZ58ZE60QU102 | Long             | DBT              | CORP              | US        |    2157000 | PA      | $2140125.79   | 0.02%             | N/A             | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                         | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    3985000 | PA      | $4132333.42   | 0.04%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AFLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2204586 | PA      | $2177675.98   | 0.02%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417DKX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1527486 | PA      | $1457866.63   | 0.01%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                             | American Express Co                                                              | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1341000 | PA      | $1399222.20   | 0.01%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6031000 | PA      | $5954880.16   | 0.06%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B9AQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5564745 | PA      | $594543.53    | 0.01%             | 2050-03-25      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137GAQM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1157439 | PA      | $1120853.48   | 0.01%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FMT51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20780331 | PA      | $2210879.65   | 0.02%             | 2049-07-15      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382DPA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15720461 | PA      | $1923363.78   | 0.02%             | 2050-03-20      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| REMIC FUNDING TRUST 98-1                                        | Redwood Funding Trust 2025-3                                                     | CUSIP: 75806GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3731253 | PA      | $3767672.64   | 0.04%             | 2056-12-27      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                       | Kroger Co/The                                                                    | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    3012000 | PA      | $2875567.94   | 0.03%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                             | Charles Schwab Corp/The                                                          | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    1438000 | PA      | $1521499.27   | 0.02%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133KNA94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     802237 | PA      | $659234.68    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HYT Commercial Mortgage Trust                                   | HYT Commercial Mortgage Trust 2024-RGCY                                          | CUSIP: 449173AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2400000 | PA      | $2408072.88   | 0.02%             | 2041-09-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| HYT Commercial Mortgage Trust                                   | HYT Commercial Mortgage Trust 2024-RGCY                                          | CUSIP: 449173AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2609740.90   | 0.03%             | 2041-09-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                         | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7101000 | PA      | $7132542.64   | 0.07%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 Trust                    | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     962035 | PA      | $912029.04    | 0.01%             | 2036-12-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                        | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    2513000 | PA      | $2470868.93   | 0.02%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140X7VZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      70478 | PA      | $60299.53     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                         | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2582812.99   | 0.03%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      42906 | PA      | $43311.81     | 0.00%             | 2028-08-25      | Floating      | 10.94%                | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                | Crown Castle Inc                                                                 | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    2091000 | PA      | $2062062.96   | 0.02%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                              | Meta Platforms Inc                                                               | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    4355000 | PA      | $4365319.00   | 0.04%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FE2J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4436947 | PA      | $3607609.71   | 0.04%             | 2047-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                | Crown Castle Inc                                                                 | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     269000 | PA      | $240668.38    | 0.00%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WFLD MORTGAGE TRUST                                             | WFLD 2014-MONT Mortgage Trust                                                    | CUSIP: 92939GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2741336 | PA      | $2652044.27   | 0.03%             | 2031-08-10      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                        | APA Corp                                                                         | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    4555000 | PA      | $4549026.71   | 0.05%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| EVERSOURCE ENERGY                                               | Eversource Energy                                                                | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2467000 | PA      | $2529778.93   | 0.03%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382XLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   72238233 | PA      | $10304249.35  | 0.10%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31410GZC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44590 | PA      | $46302.91     | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                              | Niagara Energy SAC                                                               | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |    2000000 | PA      | $2051280.00   | 0.02%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Park Avenue Institutional Advi                                  | Park Avenue Institutional Advisers CLO Ltd 2017-1                                | CUSIP: 70017KBA6<br>LEI: 549300ZWX1MRCB6KO574 | Long             | ABS-CBDO         | CORP              | KY        |    8600000 | PA      | $8608195.80   | 0.09%             | 2034-02-14      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                             | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    6281000 | PA      | $6742504.45   | 0.07%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2021-R02                                     | CUSIP: 20754KAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2549311.50   | 0.03%             | 2041-11-25      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trus                                  | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                               | CUSIP: 34461WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2009841.60   | 0.02%             | 2039-12-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                        | Fortune Brands Innovations Inc                                                   | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    2209000 | PA      | $2124354.90   | 0.02%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GTF88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     407516 | PA      | $405146.97    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418MXZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30592 | PA      | $31597.72     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AG3F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1037630 | PA      | $1004838.05   | 0.01%             | 2043-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                       | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | CUSIP: 61767EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3949707.20   | 0.04%             | 2052-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2017-BNK8                                                                   | CUSIP: 06650AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  167655000 | PA      | $665288.57    | 0.01%             | 2050-11-15      | Variable      | 0.18%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                              | Meta Platforms Inc                                                               | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    4305000 | PA      | $4300900.09   | 0.04%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                             | Inversiones CMPC SA                                                              | CUSIP: 46128MAT8<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    1500000 | PA      | $1542945.00   | 0.02%             | 2034-02-26      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| ROMANIA                                                         | Romanian Government International Bond                                           | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    6258000 | PA      | $6198400.37   | 0.06%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                              | Meta Platforms Inc                                                               | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $3251856.25   | 0.03%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GSJP Trust                                                      | GSJP Trust 2025-BEDS                                                             | CUSIP: 362946AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1803495.24   | 0.02%             | 2042-12-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1949000 | PA      | $1993571.78   | 0.02%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                               | 720 East CLO VII Ltd                                                             | CUSIP: 81800WAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7020000 | PA      | $6943524.12   | 0.07%             | 2037-04-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BAPA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3730928 | PA      | $3692887.09   | 0.04%             | 2044-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                                   | SDR Commercial Mortgage Trust 2024-DSNY                                          | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2497214.75   | 0.03%             | 2039-05-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ACTJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     861470 | PA      | $848979.80    | 0.01%             | 2033-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                        | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09256BAL1<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     556000 | PA      | $520453.66    | 0.01%             | 2030-01-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                                    | Avangrid Inc                                                                     | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    2036000 | PA      | $2010338.09   | 0.02%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                        | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7085000 | PA      | $7298667.45   | 0.07%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PARKER HANNIFIN 0326                                            | PARKER HANNIFIN 0326                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19861514.00  | 0.20%             | 2026-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                               | Eversource Energy                                                                | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1116000 | PA      | $1127650.38   | 0.01%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2020-5                                                  | CUSIP: 46653JCA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1864449 | PA      | $1633475.86   | 0.02%             | 2050-12-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                         | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     399000 | PA      | $411861.31    | 0.00%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WEUG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     729617 | PA      | $706432.75    | 0.01%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                        | MSCI Inc                                                                         | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    4737000 | PA      | $4528324.87   | 0.05%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B3SD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1620980 | PA      | $1569597.13   | 0.02%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-205266.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                           | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        | -268424000 | NC      | $-225922.55   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT                                        | American Airlines 2016-1 Class AA Pass Through Trust                             | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1442420 | PA      | $1428367.46   | 0.01%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                  | Benefit Street Partners CLO XXI Ltd                                              | CUSIP: 08186RAY5<br>LEI: 2549002IHKGRTABCLD52 | Long             | ABS-CBDO         | CORP              | KY        |    5500000 | PA      | $5487493.00   | 0.06%             | 2039-01-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                               | NatWest Group PLC                                                                | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    2723000 | PA      | $2784355.83   | 0.03%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                      | Navient Private Education Refi Loan Trust 2021-F                                 | CUSIP: 63942GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1850000 | PA      | $1348587.10   | 0.01%             | 2070-02-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GQ4E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     621848 | PA      | $586712.38    | 0.01%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WYNNTON FUNDING TRUST                                           | Wynnton Funding Trust                                                            | CUSIP: 983196AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5105000 | PA      | $5139530.99   | 0.05%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                            | Niagara Mohawk Power Corp                                                        | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     406000 | PA      | $394828.98    | 0.00%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31398RNT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3282098 | PA      | $3385477.77   | 0.03%             | 2040-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                   | NYC Commercial Mortgage Trust 2025-11X                                           | CUSIP: 67122NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7534657.50   | 0.08%             | 2040-10-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                         | MPLX LP                                                                          | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     894000 | PA      | $912468.06    | 0.01%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                        | SVENSKA HANDELSBANKEN AB                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4853300.63   | 0.05%             | 2026-03-23      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A8XR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10322058 | PA      | $9827888.63   | 0.10%             | 2042-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    6309000 | PA      | $5593920.59   | 0.06%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| MARS INC                                                        | Mars Inc                                                                         | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    2612000 | PA      | $2693268.78   | 0.03%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| FHLMC Multifamily Structured P                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F6GV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   99339612 | PA      | $3582449.64   | 0.04%             | 2030-09-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GRM27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     453855 | PA      | $448645.37    | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31393C2C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     357732 | PA      | $29411.32     | 0.00%             | 2033-01-25      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                 | CVS Health Corp                                                                  | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4225000 | PA      | $4326343.93   | 0.04%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B5RS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3691216 | PA      | $336097.57    | 0.00%             | 2040-05-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                      | AbbVie Inc                                                                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1273000 | PA      | $1234863.31   | 0.01%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GRLQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     724908 | PA      | $721986.40    | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                         | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     930000 | PA      | $892135.40    | 0.01%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                      | AbbVie Inc                                                                       | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3836000 | PA      | $3682007.19   | 0.04%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                | Black Hills Corp                                                                 | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    1028000 | PA      | $1097620.96   | 0.01%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BK4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   52160800 | PA      | $8571409.49   | 0.09%             | 2052-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                      | 1345T 2025-AOA                                                                   | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6500000 | PA      | $6529987.10   | 0.07%             | 2042-06-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)         | MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)                          | CUSIP: 60683DZ28<br>LEI: JBONEPAGQXF4QP29B387 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1600665.92   | 0.02%             | 2026-03-11      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                         | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1520854.77   | 0.02%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                               | Imperial Fund Mortgage Trust 2021-NQM4                                           | CUSIP: 45276JAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1601263.00   | 0.02%             | 2057-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1                    | CUSIP: 35563PHZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2784263 | PA      | $2436917.49   | 0.02%             | 2058-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2023-R07                                     | CUSIP: 20753BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9300000 | PA      | $9618342.72   | 0.10%             | 2043-09-25      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ALG47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18061441 | PA      | $2029407.03   | 0.02%             | 2044-12-25      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2024-MDHS                                           | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2191868 | PA      | $2197948.83   | 0.02%             | 2041-05-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program 202                                  | ELFI Graduate Loan Program 2021-A LLC                                            | CUSIP: 28628BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1143477 | PA      | $952350.26    | 0.01%             | 2046-12-26      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                  | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    2325000 | PA      | $2377147.03   | 0.02%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31397NUJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     607974 | PA      | $614133.74    | 0.01%             | 2036-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                | Crown Castle Inc                                                                 | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1587000 | PA      | $1401503.44   | 0.01%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2860000 | PA      | $2584372.08   | 0.03%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31394AGX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1588447 | PA      | $115270.40    | 0.00%             | 2034-07-25      | Floating      | 3.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AVPH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11970082 | PA      | $986756.73    | 0.01%             | 2047-03-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                        | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     902000 | PA      | $590561.69    | 0.01%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                        | Huntington Ingalls Industries Inc                                                | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    2209000 | PA      | $2189289.07   | 0.02%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| EXTRA SPACE STORAGE LP                                          | Extra Space Storage LP                                                           | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1317487.63   | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     949000 | PA      | $848874.58    | 0.01%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                       | NYCT Trust 2024-3ELV                                                             | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4017880.00   | 0.04%             | 2029-08-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                              | Aqua Finance Trust 2020-A                                                        | CUSIP: 038413AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     512616 | PA      | $486702.40    | 0.00%             | 2046-07-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BMD2 Re-REMIC Trust                                             | BMD2 Re-Remic Trust 2019-FRR1                                                    | CUSIP: 055631HH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6784173 | PA      | $5947487.73   | 0.06%             | 2052-05-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                  | CSAIL 2018-C14 Commercial Mortgage Trust                                         | CUSIP: 12596GBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2940249.60   | 0.03%             | 2051-11-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                  | SMB Private Education Loan Trust 2023-A                                          | CUSIP: 78450QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1900000 | PA      | $1946413.20   | 0.02%             | 2053-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                            | BlueMountain CLO 2014-2 Ltd                                                      | CUSIP: 09626QBA4<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2003708.00   | 0.02%             | 2030-10-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                     | Walmart Inc                                                                      | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    9421000 | PA      | $9689794.98   | 0.10%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138YKFC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     712278 | PA      | $684834.62    | 0.01%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                | Bank of Montreal                                                                 | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    6481000 | PA      | $6566832.94   | 0.07%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: —       |
| Textainer Marine Containers Li                                  | Textainer Marine Containers VII Ltd                                              | CUSIP: 88315LAS7<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    4554000 | PA      | $4090396.45   | 0.04%             | 2046-08-20      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2024-3                                                    | CUSIP: 81749JAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     863871 | PA      | $876202.08    | 0.01%             | 2054-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137GAMD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1522080 | PA      | $1485941.60   | 0.02%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QNEN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23079401 | PA      | $19001135.38  | 0.19%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                           | Universal Health Services Inc                                                    | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    1561000 | PA      | $1569690.15   | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                               | Toyota Motor Corp                                                                | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    5634000 | PA      | $5710822.41   | 0.06%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31393CTE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     151336 | PA      | $154296.23    | 0.00%             | 2033-06-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                       | ORL Trust 2024-GLKS                                                              | CUSIP: 67120DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10047080.00  | 0.10%             | 2039-12-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3622AAGA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4869936 | PA      | $4481426.19   | 0.05%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                        | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4168000 | PA      | $2693828.71   | 0.03%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                              | HERO Funding Trust 2016-4A                                                       | CUSIP: 40417QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     868480 | PA      | $843482.62    | 0.01%             | 2047-09-20      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                          | Marriott International Inc/MD                                                    | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    2748000 | PA      | $2807387.14   | 0.03%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDI 0226                                           | CONSOLIDATED EDI 0226                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   89000000 | PA      | $88590119.40  | 0.90%             | 2026-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                          | Verizon Communications Inc                                                       | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2111000 | PA      | $1860932.50   | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ENY86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     252256 | PA      | $233301.52    | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                            | FS Rialto 2024-FL9 Issuer LLC                                                    | CUSIP: 30338WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9000000 | PA      | $9039578.85   | 0.09%             | 2039-10-19      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FQRX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2160878 | PA      | $1930304.38   | 0.02%             | 2049-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381XP83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1349931 | PA      | $985240.12    | 0.01%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QDV68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1416492 | PA      | $1222036.84   | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                         | Wisconsin Power and Light Co                                                     | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    1354000 | PA      | $1399098.59   | 0.01%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                          | Pacific Gas and Electric Co                                                      | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1171000 | PA      | $933377.93    | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                          | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4451000 | PA      | $4371332.00   | 0.04%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AFPC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2740867 | PA      | $2691933.40   | 0.03%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                      | BFLD Commercial Mortgage Trust 2024-UNIV                                         | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4508642.25   | 0.05%             | 2041-11-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                           | Foundry JV Holdco LLC                                                            | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1013000 | PA      | $1041268.61   | 0.01%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31378C2T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1554 | PA      | $1632.63      | 0.00%             | 2027-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B4BQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10602657 | PA      | $8746443.34   | 0.09%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140M2LF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4152763 | PA      | $3419913.09   | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                           | Lehman Mortgage Trust 2006-7                                                     | CUSIP: 52520QAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12091087 | PA      | $1889424.04   | 0.02%             | 2036-11-25      | Floating      | 2.70%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                               | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     385000 | PA      | $408475.04    | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                                        | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2437000 | PA      | $2551643.43   | 0.03%             | 2032-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3991000 | PA      | $3808297.45   | 0.04%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2019-BNK16                                                                  | CUSIP: 065405AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21371693 | PA      | $455774.86    | 0.00%             | 2052-02-15      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                         | BDS 2024-FL13 LLC                                                                | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2006209.50   | 0.02%             | 2039-09-19      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WGK29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     221267 | PA      | $210147.82    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AS7J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8756504 | PA      | $8504625.30   | 0.09%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                              | Meta Platforms Inc                                                               | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    5625000 | PA      | $5465386.35   | 0.06%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31397UDW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3601974 | PA      | $237891.47    | 0.00%             | 2041-06-25      | Floating      | 1.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H3BZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   46477793 | PA      | $10534823.77  | 0.11%             | 2051-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                        | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    2045000 | PA      | $2098958.08   | 0.02%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                                    | WinWater Mortgage Loan Trust 2015-5                                              | CUSIP: 97654DCC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     715391 | PA      | $667034.16    | 0.01%             | 2045-08-20      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                              | Meta Platforms Inc                                                               | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    3792000 | PA      | $3520309.49   | 0.04%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                  | SMB Private Education Loan Trust 2020-PT-A                                       | CUSIP: 78449VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14988374 | PA      | $14220799.70  | 0.14%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML08 TRUST                                           | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 30318LAK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14853876 | PA      | $1736523.53   | 0.02%             | 2037-07-25      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2230000 | PA      | $2299148.80   | 0.02%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                                        | Sally Holdings LLC / Sally Capital Inc                                           | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3025000 | PA      | $3162617.78   | 0.03%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WE4G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     274863 | PA      | $267808.38    | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31397YYU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3495061 | PA      | $318818.24    | 0.00%             | 2037-04-15      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AUR37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2015459 | PA      | $327001.39    | 0.00%             | 2047-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                  | SMB Private Education Loan Trust 2023-A                                          | CUSIP: 78450QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1761059 | PA      | $1794014.02   | 0.02%             | 2053-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                            | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    2325000 | PA      | $1926843.75   | 0.02%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                        | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    3393000 | PA      | $3523192.23   | 0.04%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2023-R07                                     | CUSIP: 20753BAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2210000 | PA      | $2369241.11   | 0.02%             | 2043-09-25      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2020-2                                                  | CUSIP: 46591TBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     221004 | PA      | $202115.19    | 0.00%             | 2050-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                  | Solventum Corp                                                                   | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    2773000 | PA      | $2896146.30   | 0.03%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Trust 2023-PJ5                                     | CUSIP: 36268ABS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1929571 | PA      | $1995773.44   | 0.02%             | 2054-02-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC                                           | Narragansett Electric Co/The                                                     | CUSIP: 631005BJ3<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |    2387000 | PA      | $2305179.01   | 0.02%             | 2030-04-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-740573.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MGNQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3398101 | PA      | $3051291.79   | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B6DP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5269705 | PA      | $4526174.36   | 0.05%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                             | American International Group Inc                                                 | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    3407000 | PA      | $3288947.72   | 0.03%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3560000 | PA      | $3142033.71   | 0.03%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                          | EQT AB                                                                           | CUSIP: 29439EAA7<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |    3085000 | PA      | $3169885.97   | 0.03%             | 2035-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AFGS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      77391 | PA      | $1301.31      | 0.00%             | 2040-07-15      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F8ZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   40406897 | PA      | $1245774.94   | 0.01%             | 2030-12-25      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                              | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    2681000 | PA      | $2363553.14   | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    4457000 | PA      | $4574857.79   | 0.05%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                              | Meta Platforms Inc                                                               | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    3380000 | PA      | $3226885.22   | 0.03%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                       | CIM Trust 2020-J1                                                                | CUSIP: 12559YBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2841354 | PA      | $2501672.86   | 0.03%             | 2049-10-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                   | Citigroup Mortgage Loan Trust 2006-AR9                                           | CUSIP: 17310RAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     453312 | PA      | $401906.86    | 0.00%             | 2036-11-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                | Crown Castle Inc                                                                 | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    2209000 | PA      | $2096762.21   | 0.02%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2021-LBA                                                                | CUSIP: 05609BAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3800000 | PA      | $3802327.12   | 0.04%             | 2036-02-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2018-4                                                   | CUSIP: 33851LAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     788552 | PA      | $732153.69    | 0.01%             | 2048-07-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XD6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14115085 | PA      | $12193186.92  | 0.12%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138A2JF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3551 | PA      | $3573.03      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BB6T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19003915 | PA      | $3582322.57   | 0.04%             | 2050-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AFGT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     175998 | PA      | $1495.56      | 0.00%             | 2041-01-15      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                                 | AREIT 2023-CRE8 LLC                                                              | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    5057032 | PA      | $5059155.22   | 0.05%             | 2041-08-17      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38384XW66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  105999251 | PA      | $5970572.11   | 0.06%             | 2054-11-20      | Floating      | 1.38%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                        | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1957415.40   | 0.02%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38375QLL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     112644 | PA      | $6910.03      | 0.00%             | 2038-05-16      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                | Black Hills Corp                                                                 | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   11150000 | PA      | $11157378.07  | 0.11%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                            | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    2475000 | PA      | $1927257.75   | 0.02%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                           | Bath & Body Works Inc                                                            | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    3970000 | PA      | $3945376.47   | 0.04%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2024-HQA2                                          | CUSIP: 35564NEC3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |   11000000 | PA      | $11076355.40  | 0.11%             | 2044-08-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                    | Assurant Inc                                                                     | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    7064000 | PA      | $7197134.78   | 0.07%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                         | Algonquin Power & Utilities Corp                                                 | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    2014000 | PA      | $2023931.48   | 0.02%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                         | MPLX LP                                                                          | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1376000 | PA      | $1370668.37   | 0.01%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EJQ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     591148 | PA      | $578465.25    | 0.01%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust  | CUSIP: 93934FGB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     787112 | PA      | $716748.03    | 0.01%             | 2035-11-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                  | Pagaya AI Debt Grantor Trust 2024-11                                             | CUSIP: 69544AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4931590 | PA      | $4969766.23   | 0.05%             | 2032-07-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-2 A PTT                                         | United Airlines 2014-2 Class A Pass Through Trust                                | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4061265 | PA      | $4057777.95   | 0.04%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                          | NXP BV / NXP Funding LLC                                                         | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    4184000 | PA      | $4183958.16   | 0.04%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A1M36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2144763 | PA      | $2060073.35   | 0.02%             | 2041-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                                                 | OGE Energy Corp                                                                  | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    1011000 | PA      | $1048505.44   | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31398WQQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2136769 | PA      | $2218464.16   | 0.02%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B72P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10509614 | PA      | $1123042.67   | 0.01%             | 2050-01-25      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $7103453.70   | 0.07%             | 2042-01-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                            | M&T Bank Corp                                                                    | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   21445000 | PA      | $21661360.54  | 0.22%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| HERC HOLDINGS INC                                               | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     585000 | PA      | $616018.71    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2018-2                                                   | CUSIP: 33851HBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1047103 | PA      | $974608.18    | 0.01%             | 2048-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                          | Marvell Technology Inc                                                           | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1836000 | PA      | $1915201.94   | 0.02%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A4LE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10279851 | PA      | $10038975.91  | 0.10%             | 2042-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                        | Western Midstream Operating LP                                                   | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    3515000 | PA      | $3541727.64   | 0.04%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                             | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    2020000 | PA      | $2069565.45   | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| UBS Commercial Mortgage Trust                                   | CCUBS Commercial Mortgage Trust 2017-C1                                          | CUSIP: 12508GAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   58375435 | PA      | $753133.59    | 0.01%             | 2050-11-15      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AP5G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     582037 | PA      | $578186.29    | 0.01%             | 2040-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                         | Macy's Retail Holdings LLC                                                       | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4285000 | PA      | $3893717.67   | 0.04%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Bear Stearns Alt-A Trust                                        | Bear Stearns ALT-A Trust 2005-4                                                  | CUSIP: 07386HSY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     374613 | PA      | $359635.17    | 0.00%             | 2035-05-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                  | MF1 2025-FL20 LLC                                                                | CUSIP: 59319CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4400000 | PA      | $4412366.64   | 0.04%             | 2043-02-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                         | HCA Inc                                                                          | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4673000 | PA      | $4683854.58   | 0.05%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                          | Extra Space Storage LP                                                           | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    1654000 | PA      | $1695682.09   | 0.02%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| WESTINGHOUSE AIR BRAKE                                          | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2278917.97   | 0.02%             | 2028-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                           | Foundry JV Holdco LLC                                                            | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1517000 | PA      | $1587433.07   | 0.02%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                        | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $2076513.57   | 0.02%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| CFK Trust                                                       | CFK Trust 2020-MF2                                                               | CUSIP: 12529AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1846426.20   | 0.02%             | 2039-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                          | General Motors Financial Co Inc                                                  | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3038000 | PA      | $3202796.70   | 0.03%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| BMO Mortgage Trust                                              | BMO 2024-5C5 Mortgage Trust                                                      | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5226071.00   | 0.05%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38379BRQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5463553 | PA      | $317752.61    | 0.00%             | 2044-04-16      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6066582 | PA      | $6109687.67   | 0.06%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2023-10                                                 | CUSIP: 465986AR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1359724 | PA      | $1351896.08   | 0.01%             | 2054-05-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                            | Commercial Metals Co                                                             | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2615626.47   | 0.03%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A6TH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4414598 | PA      | $4402785.43   | 0.04%             | 2034-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                          | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2900000 | PA      | $3041517.33   | 0.03%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   51706700 | PA      | $50850307.78  | 0.51%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                       | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5098905.00   | 0.05%             | 2042-06-10      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                          | Philip Morris International Inc                                                  | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3258000 | PA      | $3335818.60   | 0.03%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                          | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    5467000 | PA      | $5661712.56   | 0.06%             | 2029-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Magnetite CLO Ltd                                               | Magnetite XXXI Ltd                                                               | CUSIP: 55952FAL2<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10002500.00  | 0.10%             | 2034-07-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| DOMINION RES 110106 5.31%                                       | DOMINION RES I 01/21/2022                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16300000 | PA      | $16263520.60  | 0.16%             | 2026-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31395WSJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     347121 | PA      | $31266.00     | 0.00%             | 2035-07-15      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                                  | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   33144982 | PA      | $146470.99    | 0.00%             | 2050-03-10      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                  | J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI                 | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3060355.80   | 0.03%             | 2039-10-05      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GTFG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     766102 | PA      | $764762.36    | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140M2LR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5276335 | PA      | $4323103.11   | 0.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                  | BBCMS Mortgage Trust 2025-5C36                                                   | CUSIP: 05556CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2613914.25   | 0.03%             | 2058-08-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                        | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    6060000 | PA      | $6197662.96   | 0.06%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS CO                                               | General Motors Co                                                                | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     599000 | PA      | $608019.00    | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140Q7XL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10692071 | PA      | $10140585.80  | 0.10%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31419EC98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61919 | PA      | $62336.18     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                      | Fiserv Inc                                                                       | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    1267000 | PA      | $1257658.87   | 0.01%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QSYA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     498956 | PA      | $478915.00    | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                            | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JAW7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $3284033.98   | 0.03%             | 2029-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Citicorp Mortgage Securities,                                   | Citicorp Mortgage Securities Trust Series 2006-3                                 | CUSIP: 17310BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     613712 | PA      | $565591.71    | 0.01%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                           | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1000544.72   | 0.01%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31390RMV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        823 | PA      | $854.21       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2006-13T1                                                 | CUSIP: 12668BZK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     570654 | PA      | $269303.32    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                         | MPLX LP                                                                          | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    3877000 | PA      | $3593539.85   | 0.04%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                         | Hyundai Capital America                                                          | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    3276000 | PA      | $3358857.57   | 0.03%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| COMM Mortgage Trust                                             | COMM 2012-CCRE4 Mortgage Trust                                                   | CUSIP: 12624QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27260000 | PA      | $254139.53    | 0.00%             | 2045-10-15      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                              | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    3065000 | PA      | $3079344.20   | 0.03%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                                             | American Express Co                                                              | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    3660000 | PA      | $3687258.40   | 0.04%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BAZZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6909068 | PA      | $1823615.98   | 0.02%             | 2050-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H1EB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   41225633 | PA      | $9687708.32   | 0.10%             | 2048-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO                                        | Horace Mann Educators Corp                                                       | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |    3085000 | PA      | $3064791.86   | 0.03%             | 2030-10-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138W9ME7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     348306 | PA      | $340616.21    | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137HBWT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29946030 | PA      | $6797407.41   | 0.07%             | 2051-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A8AM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1554134 | PA      | $1556110.85   | 0.02%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Acres PLC                                                       | ACRES 2025-FL3 LLC                                                               | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5010280.25   | 0.05%             | 2040-08-18      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AT5Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12358100 | PA      | $831787.23    | 0.01%             | 2046-11-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179VFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2959890 | PA      | $2836722.02   | 0.03%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2025-CCM1                                               | CUSIP: 46593MAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3506901 | PA      | $3521777.41   | 0.04%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                         | Hyundai Capital America                                                          | CUSIP: 44891ADR5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    4738000 | PA      | $4895473.16   | 0.05%             | 2032-03-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| WF-RBS COMMERCIAL MORTGAGE TRU                                  | WFRBS Commercial Mortgage Trust 2014-C21                                         | CUSIP: 92939FAX7<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |    5124493 | PA      | $5016891.15   | 0.05%             | 2047-08-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                      | Apidos CLO XXXII                                                                 | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |    1827573 | PA      | $1828847.21   | 0.02%             | 2033-01-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   66878078 | PA      | $3681504.44   | 0.04%             | 2030-04-25      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                               | Cisco Systems Inc                                                                | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    3233000 | PA      | $3354255.09   | 0.03%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                         | Nationwide Building Society                                                      | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    1935000 | PA      | $1936753.61   | 0.02%             | 2030-09-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        | -268424000 | NC      | $325779.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                          | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2990000 | PA      | $3005832.08   | 0.03%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                          | Mosaic Solar Loan Trust 2018-1                                                   | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1625263 | PA      | $1535378.98   | 0.02%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J86J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6014255 | PA      | $5691121.63   | 0.06%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                   | Commonbond Student Loan Trust 2018-A-GS                                          | CUSIP: 20269DAD7<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |      69007 | PA      | $57599.52     | 0.00%             | 2044-02-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2005-65CB                                                 | CUSIP: 12668AZ40<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     344232 | PA      | $231586.50    | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1631385 | PA      | $1395003.04   | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2018-CH1                                                  | CUSIP: 81747DCE7<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |    1998404 | PA      | $1927332.04   | 0.02%             | 2048-03-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | Wells Fargo & Co                                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1878000 | PA      | $1866239.68   | 0.02%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| HTAP Trust                                                      | HTAP Issuer Trust 2025-1                                                         | CUSIP: 40446AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4647695 | PA      | $4653704.49   | 0.05%             | 2042-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31392BGD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      90726 | PA      | $1726.74      | 0.00%             | 2031-12-25      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                           | Arrow Electronics Inc                                                            | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    4322000 | PA      | $4426795.66   | 0.04%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                        | Southwestern Public Service Co                                                   | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    8722000 | PA      | $8921986.74   | 0.09%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                                        | Northriver Midstream Finance LP                                                  | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    2340000 | PA      | $2386258.34   | 0.02%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8286615 | PA      | $6735692.51   | 0.07%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38380KSY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11880008 | PA      | $1508380.21   | 0.02%             | 2047-11-20      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                    | Alphabet Inc                                                                     | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    4445000 | PA      | $4363565.60   | 0.04%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B6DR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12981255 | PA      | $11612581.95  | 0.12%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BHS83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27011002 | PA      | $4635563.42   | 0.05%             | 2048-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                        | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     556000 | PA      | $544737.81    | 0.01%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2007-3T1                                                  | CUSIP: 02149VAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     816808 | PA      | $354387.90    | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418FGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2466933 | PA      | $2503324.28   | 0.03%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BR7J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4203783 | PA      | $3187901.67   | 0.03%             | 2055-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38377GTD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     545455 | PA      | $50683.66     | 0.00%             | 2040-06-20      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                        | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    6557000 | PA      | $6639936.02   | 0.07%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FTWQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13773167 | PA      | $3081773.63   | 0.03%             | 2050-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                              | Ukraine Government International Bond                                            | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1163381 | PA      | $875444.12    | 0.01%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                                    | DC Trust 2024-HLTN                                                               | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $7093795.80   | 0.07%             | 2040-04-13      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                                 | Venture 37 CLO Ltd                                                               | CUSIP: 92333BBA7<br>LEI: 549300IW5Q3C6JHMIU22 | Long             | ABS-CBDO         | CORP              | KY        |   10472951 | PA      | $10475569.36  | 0.11%             | 2032-07-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                               | Brown & Brown Inc                                                                | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    3884000 | PA      | $3940499.89   | 0.04%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2007-8CB                                                  | CUSIP: 02150FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     687012 | PA      | $282707.19    | 0.00%             | 2037-05-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A3LN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13594577 | PA      | $13673121.33  | 0.14%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140KACG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55909 | PA      | $47819.44     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                               | Cisco Systems Inc                                                                | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    4678000 | PA      | $4830234.61   | 0.05%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B0WK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     856927 | PA      | $826004.09    | 0.01%             | 2047-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                     | Netflix Inc                                                                      | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    3254000 | PA      | $3422512.52   | 0.03%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                          | UnitedHealth Group Inc                                                           | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     479000 | PA      | $358697.95    | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132XXMU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     161307 | PA      | $156232.88    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFI 02/12/2026                                       | PARKER-HANNIFI 02/12/2026                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24885502.50  | 0.25%             | 2026-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                    | Alphabet Inc                                                                     | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    2820000 | PA      | $2777939.59   | 0.03%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                           | Accenture Capital Inc                                                            | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    8155000 | PA      | $8164679.41   | 0.08%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                     | NATIONAL AUSTRALIA BANK LTD                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4800664.32   | 0.05%             | 2026-03-06      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31398W2Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3383630 | PA      | $324996.99    | 0.00%             | 2040-01-15      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                            | WEC Energy Group Inc                                                             | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    1057000 | PA      | $1078516.94   | 0.01%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B3DZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8292459 | PA      | $7685956.48   | 0.08%             | 2048-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                         | Dryden 49 Senior Loan Fund                                                       | CUSIP: 26244QAS2<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |    6400000 | PA      | $6418374.40   | 0.06%             | 2030-07-18      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                      | Fiserv Inc                                                                       | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    2923000 | PA      | $2954912.29   | 0.03%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B5KA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10513901 | PA      | $1149280.84   | 0.01%             | 2049-07-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QS2P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     953709 | PA      | $924299.82    | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                  | J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI                 | CUSIP: 46593JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2015585.60   | 0.02%             | 2039-10-05      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                        | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    4847000 | PA      | $5208308.90   | 0.05%             | 2030-11-16      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2097158.54   | 0.02%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4239000 | PA      | $3951384.44   | 0.04%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                        | Cleveland Electric Illuminating Co/The                                           | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1736607.89   | 0.02%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                              | Sonoco Products Co                                                               | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    2193000 | PA      | $2211708.20   | 0.02%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AKAR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3565198 | PA      | $3463147.27   | 0.04%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                            | WEC Energy Group Inc                                                             | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    2240000 | PA      | $2128360.30   | 0.02%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                         | Essential Utilities Inc                                                          | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    1048000 | PA      | $1084838.31   | 0.01%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                            | Colombia Government International Bond                                           | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1000000 | PA      | $870000.00    | 0.01%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH77<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |    2534500 | PA      | $2732521.50   | 0.03%             | 2042-09-25      | Floating      | 9.62%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                        | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    3548000 | PA      | $3572728.39   | 0.04%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Trust 2023-PJ4                                     | CUSIP: 36270XAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2652240 | PA      | $2703690.65   | 0.03%             | 2054-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                          | American Honda Finance Corp                                                      | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    4049000 | PA      | $4125738.92   | 0.04%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                  | HarborView Mortgage Loan Trust 2007-5                                            | CUSIP: 41165AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1170223 | PA      | $1031450.39   | 0.01%             | 2037-09-19      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| PFP III                                                         | PFP 2024-11 Ltd                                                                  | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2656437 | PA      | $2664816.43   | 0.03%             | 2039-09-17      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                               | Cisco Systems Inc                                                                | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    1101000 | PA      | $1131803.27   | 0.01%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Bank5                                                           | BANK5 2025-5YR15                                                                 | CUSIP: 065924AZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2011933.80   | 0.02%             | 2058-07-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B1H39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2128000 | PA      | $1995535.83   | 0.02%             | 2043-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38375JVH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     668245 | PA      | $57775.53     | 0.00%             | 2037-04-20      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                     | RCKT Mortgage Trust 2019-1                                                       | CUSIP: 749357AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     532231 | PA      | $483328.60    | 0.00%             | 2049-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC 0126                                               | AUTOZONE INC 0126                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   60000000 | PA      | $59962356.00  | 0.61%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE                                          | Constellation Software Inc/Canada                                                | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |    2823000 | PA      | $2880410.73   | 0.03%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31394FBS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3688972 | PA      | $272677.92    | 0.00%             | 2035-09-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                          | Williams Cos Inc/The                                                             | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1032000 | PA      | $1054633.06   | 0.01%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Chase Mortgage Finance Corpora                                  | Chase Home Lending Mortgage Trust Series 2025-9                                  | CUSIP: 16160UAB1<br>LEI: 529900II236FJ8MBXS58 | Long             | ABS-MBS          | CORP              | US        |     625748 | PA      | $630983.22    | 0.01%             | 2056-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                                       | BMP 2024-MF23                                                                    | CUSIP: 05593JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5013260.00   | 0.05%             | 2041-06-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                   | ARDN 2025-ARCP Mortgage Trust                                                    | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10032525.00  | 0.10%             | 2035-06-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VVP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2321238 | PA      | $323842.48    | 0.00%             | 2045-02-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                  | Benefit Street Partners CLO Ltd                                                  | CUSIP: 08182DAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13890000 | PA      | $13936295.37  | 0.14%             | 2038-04-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Loan                                  | Laurel Road Prime Student Loan Trust 2020-A                                      | CUSIP: 51889CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2408266 | PA      | $2258482.80   | 0.02%             | 2050-11-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets                                   | American Home Mortgage Assets Trust 2007-4                                       | CUSIP: 026934AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     912706 | PA      | $836738.72    | 0.01%             | 2037-08-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)       | OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)                        | CUSIP: 69033NKM6<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1751956.32   | 0.02%             | 2026-05-22      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A53L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1343533 | PA      | $1280261.23   | 0.01%             | 2042-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                                            | GCAT 2025-INV2 Trust                                                             | CUSIP: 36173QCF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3331701 | PA      | $3507085.01   | 0.04%             | 2055-05-25      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                        | Comision Federal de Electricidad                                                 | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    3750000 | PA      | $3814687.50   | 0.04%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                             | Sound Point CLO XXVIII Ltd                                                       | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   19404948 | PA      | $19425206.40  | 0.20%             | 2032-01-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2025-JDI                                            | CUSIP: 05594LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10024056.00  | 0.10%             | 2042-11-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138X3EP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1894937 | PA      | $1807982.40   | 0.02%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2025-V17 Mortgage Trust                                                | CUSIP: 081934AW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2250000 | PA      | $2255487.08   | 0.02%             | 2058-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                           | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    3265000 | PA      | $3384721.02   | 0.03%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                                  | Oaktown Re VII Ltd                                                               | CUSIP: 67389JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    6000000 | PA      | $6088356.60   | 0.06%             | 2034-04-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                 | CVS Health Corp                                                                  | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1076000 | PA      | $920526.84    | 0.01%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2022-LBA6                                                               | CUSIP: 12433EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1180000 | PA      | $1180196.94   | 0.01%             | 2039-01-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     764000 | PA      | $760681.54    | 0.01%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO I 0126                                           | MCCORMICK & CO I 0126                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19965836.00  | 0.20%             | 2026-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                | Symphony CLO XXVI Ltd                                                            | CUSIP: 87190GAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8450000 | PA      | $8460030.15   | 0.09%             | 2033-04-20      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                        | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    4022000 | PA      | $4210854.30   | 0.04%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust                   | CUSIP: 92922F4V7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     562805 | PA      | $545328.30    | 0.01%             | 2045-10-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2025-OMG                                                                | CUSIP: 05619HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $7014229.60   | 0.07%             | 2042-10-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                        | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    2518000 | PA      | $2624246.18   | 0.03%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A9FK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2377853 | PA      | $2253777.97   | 0.02%             | 2042-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML11 TRUST                                           | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 302610AD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9832168 | PA      | $461522.44    | 0.00%             | 2038-03-25      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AMCQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     553393 | PA      | $543059.94    | 0.01%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                               | Magnetite Xlv Ltd                                                                | CUSIP: 55956CAE1<br>LEI: 529900IK6R4NURGLMB37 | Long             | ABS-CBDO         | CORP              | KY        |   10580000 | PA      | $10619801.96  | 0.11%             | 2038-04-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140KG3X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     185320 | PA      | $158454.63    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396YNF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1288003 | PA      | $96232.02     | 0.00%             | 2038-03-25      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                        | Devon Energy Corp                                                                | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    3395000 | PA      | $3381491.84   | 0.03%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A4F38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2946034 | PA      | $2885305.30   | 0.03%             | 2042-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BFA84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8697977 | PA      | $523315.11    | 0.01%             | 2044-06-15      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                         | Essential Utilities Inc                                                          | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    3934000 | PA      | $3696533.49   | 0.04%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VVN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1910024 | PA      | $311231.65    | 0.00%             | 2045-02-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                     | US 10YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       2794 | NC      | $452092.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding Ltd                                                | CIFC Funding 2022-IV Ltd                                                         | CUSIP: 12567WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   21000000 | PA      | $21007560.00  | 0.21%             | 2035-07-16      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2018-B3 Mortgage Trust                                                 | CUSIP: 08161BBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2826357.00   | 0.03%             | 2051-04-10      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                             | Sirius XM Radio LLC                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2521905.18   | 0.03%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| KITE REALTY GROUP LP                                            | Kite Realty Group LP                                                             | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    1049000 | PA      | $1047621.78   | 0.01%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                                       | PRM Trust 2025-PRM6                                                              | CUSIP: 74277DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $999493.20    | 0.01%             | 2033-07-05      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                  | BBCMS Trust 2021-C10                                                             | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18647067 | PA      | $909235.65    | 0.01%             | 2054-07-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BKPG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3124000 | PA      | $3036823.84   | 0.03%             | 2035-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38377NN26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     251156 | PA      | $246748.52    | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396P2Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     293086 | PA      | $25327.31     | 0.00%             | 2037-03-25      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                           | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3975000 | PA      | $4026849.98   | 0.04%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31397KXH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     567096 | PA      | $10776.07     | 0.00%             | 2037-10-15      | Floating      | 0.60%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                                         | Duquesne Light Holdings Inc                                                      | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    1316000 | PA      | $1196525.99   | 0.01%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                       | CIM Trust 2019-INV1                                                              | CUSIP: 12555DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      47140 | PA      | $45225.71     | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd                                  | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5004031.50   | 0.05%             | 2042-08-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                         | HCA Inc                                                                          | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     893000 | PA      | $801662.13    | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                        | Jersey Mike's Funding LLC                                                        | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7741500 | PA      | $7909036.90   | 0.08%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan T                                  | Wells Fargo Alternative Loan 2007-PA3 Trust                                      | CUSIP: 94985GAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     335136 | PA      | $293856.72    | 0.00%             | 2037-07-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1761000 | PA      | $1806027.17   | 0.02%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XHCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16909744 | PA      | $15164441.60  | 0.15%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                                         | Westpac New Zealand Ltd                                                          | CUSIP: 96122FAB3<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    3280000 | PA      | $3325101.74   | 0.03%             | 2027-02-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VVM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3854841 | PA      | $717346.34    | 0.01%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AQF39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3333656 | PA      | $501577.33    | 0.01%             | 2046-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                    | CUSIP: 35563PLB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     643881 | PA      | $564649.00    | 0.01%             | 2058-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                                    | DC Commercial Mortgage Trust 2023-DC                                             | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5152844.50   | 0.05%             | 2040-09-12      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2025-V18 Mortgage Trust                                                | CUSIP: 08164EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5003112.50   | 0.05%             | 2058-10-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trus                                  | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                               | CUSIP: 34461WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2516209.00   | 0.03%             | 2039-12-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                           | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     916000 | PA      | $945311.94    | 0.01%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MGNA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3471198 | PA      | $2853471.02   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132GK2F2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     323765 | PA      | $315868.08    | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                               | Eversource Energy                                                                | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2241000 | PA      | $2203425.18   | 0.02%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                                  | PSEG Power LLC                                                                   | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3721000 | PA      | $3864665.17   | 0.04%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38383YS37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   36851218 | PA      | $2744299.12   | 0.03%             | 2052-10-20      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                           | Micron Technology Inc                                                            | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    9154000 | PA      | $9771764.37   | 0.10%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)                  | SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)                                   | CUSIP: 86565GSM3<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5001047.00   | 0.05%             | 2026-03-06      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                    | AES Corp/The                                                                     | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    2172000 | PA      | $2123028.50   | 0.02%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Bayview Opportunity Master Fun                                  | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                                | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    5114984 | PA      | $5130808.86   | 0.05%             | 2031-12-26      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                  | Morgan Stanley Residential Mortgage Loan Trust 2020-1                            | CUSIP: 61771QBQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $722485.40    | 0.01%             | 2050-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                              | Ukraine Government International Bond                                            | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    2324212 | PA      | $1423579.85   | 0.01%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                          | Equitable Holdings Inc                                                           | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    4263000 | PA      | $4287422.22   | 0.04%             | 2029-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                        | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2424000 | PA      | $2550357.79   | 0.03%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                   | Citigroup Mortgage Loan Trust 2015-A                                             | CUSIP: 17323MAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     302285 | PA      | $298348.61    | 0.00%             | 2058-06-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                            | Monongahela Power Co                                                             | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1793000 | PA      | $1896242.52   | 0.02%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KPN3<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |   15000000 | PA      | $15330354.00  | 0.16%             | 2041-12-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                      | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DCQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6372000 | PA      | $5367352.57   | 0.05%             | 2052-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                  | BBCMS Mortgage Trust 2025-5C34                                                   | CUSIP: 07337BAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1300000 | PA      | $1374942.40   | 0.01%             | 2058-05-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                                  | PSEG Power LLC                                                                   | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3141000 | PA      | $3214450.49   | 0.03%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QS6V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     754357 | PA      | $731563.61    | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                           | Micron Technology Inc                                                            | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $3084048.02   | 0.03%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                             | American Tower Corp                                                              | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     984000 | PA      | $1012075.18   | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                            | Beignet Investor LLC                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2805000 | PA      | $2966031.24   | 0.03%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                               | National Grid PLC                                                                | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    2634000 | PA      | $2728436.88   | 0.03%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3219000 | PA      | $3191265.16   | 0.03%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A9PN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     688554 | PA      | $26072.12     | 0.00%             | 2042-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MED Trust                                                       | MED Commercial Mortgage Trust 2024-MOB                                           | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7825000 | PA      | $7806136.27   | 0.08%             | 2041-05-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY 0 02/09/2026                                        | DUKE ENERGY 0 02/09/2026                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14000000 | PA      | $13941096.40  | 0.14%             | 2026-02-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BRCG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12209602 | PA      | $1111851.58   | 0.01%             | 2041-06-15      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                        | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    5619000 | PA      | $4844868.07   | 0.05%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B7RH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6060365 | PA      | $5896453.76   | 0.06%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BPFF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   42655504 | PA      | $3753018.96   | 0.04%             | 2046-05-15      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                         | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4576000 | PA      | $4402172.77   | 0.04%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                         | Raymond James Financial Inc                                                      | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    6317000 | PA      | $6187913.05   | 0.06%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AQZZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16869890 | PA      | $3669252.61   | 0.04%             | 2045-12-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                              | Ukraine Government International Bond                                            | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    2033233 | PA      | $1219939.80   | 0.01%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)                 | LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)                                  | CUSIP: 51502BDG3<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3553818.45   | 0.04%             | 2026-05-18      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| LV Trust                                                        | Fashion Show Mall LLC                                                            | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7620037.50   | 0.08%             | 2041-10-10      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2025-DWHP                                  | CUSIP: 95004EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2007414.40   | 0.02%             | 2038-04-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AAZZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9453534 | PA      | $1025776.47   | 0.01%             | 2042-12-25      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133KK4B2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      70146 | PA      | $59930.08     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                        | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4569000 | PA      | $4770658.98   | 0.05%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AFSY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5533888 | PA      | $5422342.56   | 0.05%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                | Crown Castle Inc                                                                 | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    4322000 | PA      | $4395565.50   | 0.04%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                 | Cigna Group/The                                                                  | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    3990000 | PA      | $3823241.66   | 0.04%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securit                                  | Freddie Mac Whole Loan Securities Trust                                          | CUSIP: 3137G1BL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2182713 | PA      | $1943635.56   | 0.02%             | 2046-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD                     | AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4850541.75   | 0.05%             | 2026-04-20      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6751069 | PA      | $5830613.79   | 0.06%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                              | Ukraine Government International Bond                                            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     601039 | PA      | $354613.01    | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                        | Comision Federal de Electricidad                                                 | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    5075000 | PA      | $5219739.00   | 0.05%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                         | Honeywell International Inc                                                      | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    4418000 | PA      | $4508679.72   | 0.05%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE HOLDINGS FINA                                        | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09261BAC4<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    1359000 | PA      | $1278585.78   | 0.01%             | 2028-08-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2005-A4                                                 | CUSIP: 466247RX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     904617 | PA      | $873130.64    | 0.01%             | 2035-07-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                               | Eversource Energy                                                                | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    4069000 | PA      | $4014641.74   | 0.04%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                   | Citigroup Commercial Mortgage Trust 2017-P8                                      | CUSIP: 17326DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   36737256 | PA      | $360697.40    | 0.00%             | 2050-09-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3503060.05   | 0.04%             | 2041-06-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418FCH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22584087 | PA      | $23201600.99  | 0.23%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust 2017-4                           | CUSIP: 35563PDD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30429915 | PA      | $27841455.37  | 0.28%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                         | Jersey Central Power & Light Co                                                  | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     570000 | PA      | $512969.57    | 0.01%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Mosaic Solar Loans LLC                                          | Mosaic Solar Loan Trust 2021-1                                                   | CUSIP: 61947DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2355825 | PA      | $1905237.09   | 0.02%             | 2046-12-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                        | Ajax Mortgage Loan Trust 2019-F                                                  | CUSIP: 00969PAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1564000 | PA      | $1502362.45   | 0.02%             | 2059-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WEJ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4082664 | PA      | $3755101.50   | 0.04%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                           | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060BN5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    2217000 | PA      | $2187516.87   | 0.02%             | 2064-07-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2021-SDMF                                                               | CUSIP: 12434CAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     927976 | PA      | $925003.73    | 0.01%             | 2034-09-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                   | Citigroup Commercial Mortgage Trust 2017-P8                                      | CUSIP: 17326DAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2910000 | PA      | $2747603.38   | 0.03%             | 2050-09-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                     | Viatris Inc                                                                      | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    1573000 | PA      | $1048253.73   | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38378E3Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      92145 | PA      | $5686.75      | 0.00%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                        | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3033000 | PA      | $3038624.79   | 0.03%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132M8V45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1022248 | PA      | $991251.53    | 0.01%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AAXL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2787107 | PA      | $287060.15    | 0.00%             | 2042-10-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                              | Ukraine Government International Bond                                            | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     334404 | PA      | $198970.38    | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132GDBW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     177073 | PA      | $179803.81    | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MGNN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4347030 | PA      | $3911264.38   | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                        | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1992000 | PA      | $1801232.57   | 0.02%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36196RU22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     343758 | PA      | $315895.36    | 0.00%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5295904 | PA      | $5318584.94   | 0.05%             | 2039-02-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                          | GSAA Trust                                                                       | CUSIP: 362334NB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2431222 | PA      | $845768.72    | 0.01%             | 2046-03-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2023-XL3                                            | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4281733 | PA      | $4292319.71   | 0.04%             | 2040-12-09      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31419EC56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     172754 | PA      | $174182.75    | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                                    | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4850706.25   | 0.05%             | 2049-11-08      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                | Crown Castle Inc                                                                 | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1148566.58   | 0.01%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                     | SWEDBANK AB                                                                      | CUSIP: 87019WQ81<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5400775.44   | 0.05%             | 2026-02-20      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                | Crown Castle Inc                                                                 | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1892000 | PA      | $1965947.14   | 0.02%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                             | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  -51213000 | NC      | $-8510.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2024-GPA3                                           | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4013294 | PA      | $4017957.04   | 0.04%             | 2039-12-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31397JUJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6793780 | PA      | $517462.54    | 0.01%             | 2033-10-15      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M8ZL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     330725 | PA      | $333544.15    | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                     | Viatris Inc                                                                      | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    2124000 | PA      | $1631318.94   | 0.02%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                | LPL Holdings Inc                                                                 | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    4394000 | PA      | $4483325.32   | 0.05%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381WTU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     798785 | PA      | $591955.44    | 0.01%             | 2049-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                                  | First Horizon Alternative Mortgage Securities Trust 2006-FA8                     | CUSIP: 32052DAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     505311 | PA      | $177917.19    | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BPUW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22171924 | PA      | $4377379.70   | 0.04%             | 2053-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                        | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1909000 | PA      | $1665275.89   | 0.02%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                                       | PRM Trust 2025-PRM6                                                              | CUSIP: 74277DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2001530.20   | 0.02%             | 2033-07-05      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137F57L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     318178 | PA      | $307041.23    | 0.00%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312945D47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30921 | PA      | $31851.76     | 0.00%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                         | GCI LLC                                                                          | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2440496.25   | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                    | Comcast Corp                                                                     | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1562000 | PA      | $1333314.58   | 0.01%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| UKRAINE GOVERNMENT                                              | Ukraine Government International Bond                                            | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1249625 | PA      | $596695.94    | 0.01%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                       | Towd Point Mortgage Trust 2017-3                                                 | CUSIP: 89169DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $2151342.38   | 0.02%             | 2057-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                    | Ecopetrol SA                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    9510000 | PA      | $9781986.00   | 0.10%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| American Money Management Corp                                  | AMMC CLO 31 Ltd                                                                  | CUSIP: 03166GAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8990000 | PA      | $9026939.91   | 0.09%             | 2038-02-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                    | Alphabet Inc                                                                     | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    4445000 | PA      | $4447829.06   | 0.04%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VVH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2583133 | PA      | $529758.62    | 0.01%             | 2045-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2018-4                                                  | CUSIP: 46649CBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1741142 | PA      | $1612115.58   | 0.02%             | 2048-10-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                           | Petroleos del Peru SA                                                            | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    4000000 | PA      | $2991100.00   | 0.03%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VU93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5494268 | PA      | $936611.64    | 0.01%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DNG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19466 | PA      | $16623.30     | 0.00%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Genworth Mortgage Insurance Co                                  | Triangle Re 2021-3 Ltd                                                           | CUSIP: 89600HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     769008 | PA      | $770021.48    | 0.01%             | 2034-02-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                | Crown Castle Inc                                                                 | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     637000 | PA      | $642619.00    | 0.01%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2025-VLT7                                                               | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5016048.00   | 0.05%             | 2044-07-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31397PEZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      27138 | PA      | $28449.81     | 0.00%             | 2037-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132FCAR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     134703 | PA      | $139986.51    | 0.00%             | 2034-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                     | Viatris Inc                                                                      | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    2748000 | PA      | $2512837.04   | 0.03%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                               | Eversource Energy                                                                | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2209000 | PA      | $2000604.80   | 0.02%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                              | Ukraine Government International Bond                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1056019 | PA      | $601930.83    | 0.01%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 0226                                           | DUKE ENERGY CORP 0226                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6973484.00   | 0.07%             | 2026-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                      | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2566765.00   | 0.03%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| PENSKE TRUCK LEASING/PTL                                        | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3819000 | PA      | $3933931.85   | 0.04%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Greystone Commercial Real Esta                                  | Greystone CRE Notes 2025-FL4 LLC                                                 | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7000000 | PA      | $7022724.80   | 0.07%             | 2043-01-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36195GRL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     798254 | PA      | $732279.61    | 0.01%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                      | Navient Private Education Refi Loan Trust 2021-D                                 | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4683402 | PA      | $4403208.88   | 0.04%             | 2060-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                 | CVS Health Corp                                                                  | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1523000 | PA      | $1565142.00   | 0.02%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                | Crown Castle Inc                                                                 | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    3628000 | PA      | $3685260.40   | 0.04%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                                  | Westlake Automobile Receivables Trust 2024-1                                     | CUSIP: 96043RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11850000 | PA      | $11901911.30  | 0.12%             | 2027-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                           | Guatemala Government Bond                                                        | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    4100000 | PA      | $4291716.00   | 0.04%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GTWR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     838713 | PA      | $789274.17    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                              | Ukraine Government International Bond                                            | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     880015 | PA      | $499408.51    | 0.01%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                  | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                    | CUSIP: 46590RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5075000 | PA      | $5027309.21   | 0.05%             | 2049-08-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     299424 | PA      | $218790.05    | 0.00%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                         | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     146000 | PA      | $146650.46    | 0.00%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                        | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    3811000 | PA      | $3562912.13   | 0.04%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                           | Guatemala Government Bond                                                        | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    2025000 | PA      | $2162700.00   | 0.02%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GRV50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     746446 | PA      | $745605.12    | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                          | UnitedHealth Group Inc                                                           | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1157000 | PA      | $966013.45    | 0.01%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                           | DB Master Finance LLC                                                            | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    4453125 | PA      | $4399178.95   | 0.04%             | 2049-05-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BHKK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8621164 | PA      | $587007.73    | 0.01%             | 2045-04-15      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                               | Japan Tobacco Inc                                                                | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    2310000 | PA      | $2397990.28   | 0.02%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ENZ93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1830644 | PA      | $1740913.43   | 0.02%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132CW4D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     570226 | PA      | $552736.65    | 0.01%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FJQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5138598 | PA      | $5168881.76   | 0.05%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38374TG81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     625521 | PA      | $632088.84    | 0.01%             | 2039-05-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                        | Mill City Mortgage Loan Trust 2017-2                                             | CUSIP: 59980AAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3300449 | PA      | $3240501.29   | 0.03%             | 2059-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                         | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2738.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                    | DNB Bank ASA                                                                     | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    2256000 | PA      | $2302593.80   | 0.02%             | 2030-11-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5740000 | PA      | $5489847.82   | 0.06%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15581455 | PA      | $13457096.51  | 0.14%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     780000 | PA      | $760415.15    | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                            | Targa Resources Corp                                                             | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    3884000 | PA      | $3890020.24   | 0.04%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4                    | CUSIP: 35563PGZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2458602 | PA      | $2129978.16   | 0.02%             | 2058-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B5E68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36632228 | PA      | $3815847.27   | 0.04%             | 2059-08-25      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                            | WEC Energy Group Inc                                                             | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    3809000 | PA      | $3643911.85   | 0.04%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                   | DTE Energy Co                                                                    | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    1228000 | PA      | $1244709.38   | 0.01%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VU85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3184452 | PA      | $610280.34    | 0.01%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -134212000 | NC      | $212382.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                         | BPCE SA                                                                          | CUSIP: 05571AAX3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    5613000 | PA      | $5790200.28   | 0.06%             | 2029-05-30      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3489000 | PA      | $3538821.18   | 0.04%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Corp Trust 2019-PJ2                                | CUSIP: 36257LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     252090 | PA      | $238190.34    | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                    | UBS Group AG                                                                     | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3556000 | PA      | $3548090.39   | 0.04%             | 2027-01-30      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4503000 | PA      | $4729478.97   | 0.05%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                  | Wells Fargo Mortgage Backed Securities 2019-4 Trust                              | CUSIP: 95002FBK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1740821 | PA      | $1232367.13   | 0.01%             | 2049-09-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38377JTZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1640221 | PA      | $1629423.92   | 0.02%             | 2040-04-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIP Commercial Mortgage Trust                                   | CIP Commercial Mortgage Trust 2025-SBAY                                          | CUSIP: 12576AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5011993.00   | 0.05%             | 2037-10-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396XYS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1178498 | PA      | $106424.75    | 0.00%             | 2037-10-25      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38375KWV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4152298 | PA      | $384056.01    | 0.00%             | 2037-07-20      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |  -26842400 | NC      | $-93298.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                   | New Residential Mortgage Loan Trust 2017-6                                       | CUSIP: 64830BAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     464166 | PA      | $456114.95    | 0.00%             | 2057-08-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36197KEB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     215792 | PA      | $198219.45    | 0.00%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325WG97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4361730 | PA      | $892584.39    | 0.01%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MGNP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3072580 | PA      | $2760969.90   | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31410PZ30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32118 | PA      | $33377.65     | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Splitero Trust 2025-1                                           | Splitero Trust 2025-1                                                            | CUSIP: 848948AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1750000 | PA      | $1738704.63   | 0.02%             | 2055-12-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2024-CBM Mortgage Trust                                                     | CUSIP: 12674GAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3034000 | PA      | $3109221.96   | 0.03%             | 2041-12-10      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3622AAHD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11696029 | PA      | $10803500.08  | 0.11%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BBJZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7482396 | PA      | $1759237.02   | 0.02%             | 2050-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arizona Biltmore Trust                                          | ARZ Trust 2024-BILT                                                              | CUSIP: 00218TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1534380.30   | 0.02%             | 2039-06-11      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -134212500 | NC      | $41621.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     768953 | PA      | $744844.19    | 0.01%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                                        | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2223676.60   | 0.02%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31395NYT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     808141 | PA      | $58105.99     | 0.00%             | 2036-07-25      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                   | DTE Energy Co                                                                    | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    3384000 | PA      | $3493171.56   | 0.04%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                    | UBS Group AG                                                                     | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     975000 | PA      | $959627.14    | 0.01%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                            | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1785000 | PA      | $1869737.52   | 0.02%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140KCRX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     152353 | PA      | $130324.46    | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                        | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2488682.93   | 0.03%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                      | AbbVie Inc                                                                       | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    2997000 | PA      | $2943055.77   | 0.03%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                                      | CoBank ACB                                                                       | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGSE             | US        |     878000 | PA      | $915897.99    | 0.01%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -26842400 | NC      | $-125290.02   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31395PBA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     433972 | PA      | $443507.13    | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QEUQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     626552 | PA      | $536551.14    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                              | Panama Government International Bond                                             | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1200000 | PA      | $1057080.00   | 0.01%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                          | BP Capital Markets America Inc                                                   | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     510000 | PA      | $520468.83    | 0.01%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                          | Verizon Communications Inc                                                       | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     252000 | PA      | $230213.64    | 0.00%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                 | Danske Bank A/S                                                                  | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    2258000 | PA      | $2277742.19   | 0.02%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Trust 2024-PJ1                                     | CUSIP: 36268VBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3640137 | PA      | $3817142.74   | 0.04%             | 2054-06-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                   | Citigroup Mortgage Loan Trust 2021-J2                                            | CUSIP: 17329MDN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1219778 | PA      | $1051987.99   | 0.01%             | 2051-07-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                         | BPCE SA                                                                          | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    2828000 | PA      | $2928607.37   | 0.03%             | 2030-01-18      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                         | Schlumberger Holdings Corp                                                       | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    2566000 | PA      | $2639413.62   | 0.03%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Bank of America, National Association                           | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3189.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -134212500 | NC      | $-13149.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                    | Comcast Corp                                                                     | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1191000 | PA      | $1227896.99   | 0.01%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Mill City Solar Loan Ltd.                                       | Mill City Solar Loan 2019-1 Ltd                                                  | CUSIP: 59982WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     494772 | PA      | $467245.95    | 0.00%             | 2043-03-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VU69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3717379 | PA      | $691510.07    | 0.01%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                  | Palmer Square Loan Funding 2025-1 Ltd                                            | CUSIP: 69704CAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7410000 | PA      | $7345525.59   | 0.07%             | 2033-02-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31335BTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2735959 | PA      | $2642781.40   | 0.03%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                     | Ameren Corp                                                                      | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    1636000 | PA      | $1673082.12   | 0.02%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                     | Cargill Inc                                                                      | CUSIP: 141781BQ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    2042000 | PA      | $1798528.11   | 0.02%             | 2031-02-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                        | TOTALENERGIES CAPITAL SA                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4989631.50   | 0.05%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325WG71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5003384 | PA      | $960068.31    | 0.01%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                              | BMO 2024-5C6 Mortgage Trust                                                      | CUSIP: 05593QAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $753854.70    | 0.01%             | 2057-09-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                     | SWOP CDS CDX.NA.HY.45.V1                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        | -100000000 | NC      | $-55538.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    2588000 | PA      | $2631018.77   | 0.03%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                    | CD 2016-CD1 Mortgage Trust                                                       | CUSIP: 12514MBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19600825 | PA      | $40501.19     | 0.00%             | 2049-08-10      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                          | BP Capital Markets America Inc                                                   | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     959000 | PA      | $975937.93    | 0.01%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| FS Trust                                                        | FS Trust 2024-HULA                                                               | CUSIP: 30338DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3475000 | PA      | $3488643.89   | 0.04%             | 2039-08-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                              | BSPRT 2023-FL10 Issuer Ltd                                                       | CUSIP: 05610VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3223738 | PA      | $3231319.97   | 0.03%             | 2035-09-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                               | NatWest Group PLC                                                                | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    2961000 | PA      | $3132563.06   | 0.03%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                                  | Brink's Co/The                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1507523.04   | 0.02%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                                        | Capital One Financial Corp                                                       | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2673000 | PA      | $2623297.28   | 0.03%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Sabal Issuer 2025-1 LLC                                         | Sabal Issuer 2025 1 LLC                                                          | CUSIP: 78517QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13015519 | PA      | $13344189.86  | 0.13%             | 2060-11-01      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T Inc                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     944000 | PA      | $649825.83    | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-54654.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31387XHK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        316 | PA      | $334.70       | 0.00%             | 2031-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                           | Chile Electricity Lux Mpc II Sarl                                                | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    2859202 | PA      | $2951540.06   | 0.03%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325WG63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3535268 | PA      | $695528.13    | 0.01%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                                            | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    3020000 | PA      | $3014187.41   | 0.03%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137ASYR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     356409 | PA      | $347227.18    | 0.00%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                               | ONEOK Partners LP                                                                | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     780000 | PA      | $792476.36    | 0.01%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 Trust                   | CUSIP: 93363PAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     396158 | PA      | $357391.65    | 0.00%             | 2036-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                                          | Victoria's Secret & Co                                                           | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $2062764.51   | 0.02%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| BECTON DICKINSON & CO                                           | Becton Dickinson & Co                                                            | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    3518000 | PA      | $3565627.11   | 0.04%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                          | Mosaic Solar Loans 2017-2 LLC                                                    | CUSIP: 61946GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     945602 | PA      | $895634.50    | 0.01%             | 2043-06-22      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -134212000 | NC      | $106960.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                                  | Brink's Co/The                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1491940.80   | 0.02%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                         | TRTX 2025-FL6 Issuer Ltd                                                         | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4300000 | PA      | $4311739.86   | 0.04%             | 2042-09-18      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                 | Danske Bank A/S                                                                  | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    2655000 | PA      | $2759438.62   | 0.03%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                          | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    1407000 | PA      | $1410134.06   | 0.01%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD (NEW YORK BRANCH)                               | MIZUHO BANK LTD (NEW YORK BRANCH)                                                | CUSIP: 60710T3J8<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | US        |     900000 | PA      | $900153.18    | 0.01%             | 2026-03-03      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                     | Ovintiv Inc                                                                      | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     953000 | PA      | $981390.38    | 0.01%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                    | CUSIP: 35563PLH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5218295 | PA      | $5115940.75   | 0.05%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31398VSY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     406197 | PA      | $422540.55    | 0.00%             | 2036-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GU4Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1307750 | PA      | $1300803.63   | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GSMS Trust 2024-Fair                                                             | CUSIP: 36270JAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3075513.30   | 0.03%             | 2029-07-15      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -134212000 | NC      | $161730.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                    | Embecta Corp                                                                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $2032856.03   | 0.02%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325WG55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3936095 | PA      | $723834.43    | 0.01%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                    | AES Corp/The                                                                     | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    3935000 | PA      | $4037748.83   | 0.04%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17570252 | PA      | $14287231.02  | 0.14%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                              | MCR 2024-HTL Mortgage Trust                                                      | CUSIP: 55286PAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3222769 | PA      | $3232127.31   | 0.03%             | 2037-02-15      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2024-CBM Mortgage Trust                                                     | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3058347.90   | 0.03%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |    3151942 | PA      | $3161780.61   | 0.03%             | 2041-10-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B1GX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2664258 | PA      | $220541.40    | 0.00%             | 2043-03-15      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                        | Public Service Enterprise Group Inc                                              | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    2994000 | PA      | $2682249.39   | 0.03%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                      | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     159944 | PA      | $158381.21    | 0.00%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                            | SWOP CDS CDX.NA.HY.45.V1                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCR              | CORP              | CA        | -100000000 | NC      | $-55538.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                         | Hyundai Capital America                                                          | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    6439000 | PA      | $6738563.59   | 0.07%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2501000 | PA      | $2568062.44   | 0.03%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QBYN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1505901 | PA      | $1427504.79   | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                     | Ameren Corp                                                                      | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $1893605.89   | 0.02%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL LTD                                     | CLNY Trust 2019-IKPR                                                             | CUSIP: 12564NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1759869 | PA      | $1735589.15   | 0.02%             | 2038-11-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137F5PB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6167937 | PA      | $6090279.86   | 0.06%             | 2048-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                        | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    3165000 | PA      | $3154999.07   | 0.03%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396KKA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3633 | PA      | $27.21        | 0.00%             | 2026-08-25      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                         | AEP Transmission Co LLC                                                          | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    1446000 | PA      | $1477546.31   | 0.01%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                           | Mohawk Industries Inc                                                            | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     669000 | PA      | $696005.85    | 0.01%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                           | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        | -529545000 | NC      | $122752.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                          | Mid-America Apartments LP                                                        | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    1981000 | PA      | $2070956.93   | 0.02%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                         | Honeywell International Inc                                                      | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1329772.10   | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38374DQR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     477790 | PA      | $48105.29     | 0.00%             | 2038-01-20      | Floating      | 2.70%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                               | EOG Resources Inc                                                                | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    5574000 | PA      | $5711934.20   | 0.06%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)         | MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)                          | CUSIP: 60683FBV5<br>LEI: JBONEPAGQXF4QP29B387 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1200920.16   | 0.01%             | 2026-03-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                     | Cargill Inc                                                                      | CUSIP: 141781BM5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    1747000 | PA      | $1605811.60   | 0.02%             | 2030-04-23      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                           | Louisville Gas and Electric Co                                                   | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     799000 | PA      | $837168.50    | 0.01%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                        | Mars Inc                                                                         | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    2205000 | PA      | $2223955.77   | 0.02%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T Inc                                                                         | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2762852.77   | 0.03%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                   | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4220000 | PA      | $3942401.65   | 0.04%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY CAPITAL SERVICES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-722799.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                              | Aqua Finance Trust 2019-A                                                        | CUSIP: 038370AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     308637 | PA      | $301959.57    | 0.00%             | 2040-07-16      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                        | Public Service Enterprise Group Inc                                              | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2786352.67   | 0.03%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $960328.00    | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: —       |
| Washington Mutual Mortgage Pas                                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 Trust | CUSIP: 93936FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     397989 | PA      | $364898.83    | 0.00%             | 2047-01-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1957000 | PA      | $2041585.14   | 0.02%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EQB84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     453759 | PA      | $447123.87    | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                | Symphony Clo 47 Ltd                                                              | CUSIP: 87170XAE8<br>LEI: 25490010XZSF50QAAS37 | Long             | ABS-CBDO         | CORP              | KY        |   11990000 | PA      | $12018272.42  | 0.12%             | 2038-04-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38377LBJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1992532 | PA      | $168213.77    | 0.00%             | 2040-08-20      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J5H44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5054198 | PA      | $4603228.13   | 0.05%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                        | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    2510000 | PA      | $2582033.51   | 0.03%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -268425000 | NC      | $317100.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325WGT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6529021 | PA      | $1107989.87   | 0.01%             | 2044-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1455893.04   | 0.01%             | 2042-02-25      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                           | Minerva Luxembourg SA                                                            | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |    5000000 | PA      | $5468750.00   | 0.06%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                       | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F050627<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   85879000 | PA      | $85567017.05  | 0.87%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                               | EOG Resources Inc                                                                | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    2803000 | PA      | $2881352.20   | 0.03%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                        | OHA Credit Partners VII Ltd                                                      | CUSIP: 67102QBR8<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |   10700000 | PA      | $10726236.40  | 0.11%             | 2038-02-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                          | General Motors Financial Co Inc                                                  | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4038000 | PA      | $3633006.37   | 0.04%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                       | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                      | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5170000 | PA      | $5118520.24   | 0.05%             | 2049-09-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H9KW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   44237300 | PA      | $8661247.55   | 0.09%             | 2051-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                          | American Honda Finance Corp                                                      | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1774000 | PA      | $1852507.61   | 0.02%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                               | CURRENCY CONTRACT - BRL                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1321.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                           | Athene Global Funding                                                            | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    9127000 | PA      | $9146077.07   | 0.09%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                             | American Express Co                                                              | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1469000 | PA      | $1513301.78   | 0.02%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                | Georgia Power Co                                                                 | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    1311000 | PA      | $1332599.88   | 0.01%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2125831 | PA      | $1913936.62   | 0.02%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1694178.55   | 0.02%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                   | AEP Texas Inc                                                                    | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    4035000 | PA      | $4178782.63   | 0.04%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B4CU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4103009 | PA      | $3377027.36   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                        | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    4538000 | PA      | $4665947.55   | 0.05%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T Inc                                                                         | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    5545000 | PA      | $5478684.63   | 0.06%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                          | Verizon Communications Inc                                                       | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     249000 | PA      | $219288.73    | 0.00%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -134212000 | NC      | $30902.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   39935000 | NC      | $315593.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QMLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14100560 | PA      | $11654201.03  | 0.12%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3                    | CUSIP: 35563PGA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3102611 | PA      | $2705528.34   | 0.03%             | 2057-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                      | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     819766 | PA      | $798259.72    | 0.01%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1978000 | PA      | $1580252.66   | 0.02%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WEUR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     498514 | PA      | $485930.43    | 0.00%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                         | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    3184000 | PA      | $3129118.12   | 0.03%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Fanniemae Strip                                                 | Fannie Mae Interest Strip                                                        | CUSIP: 31422MRJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6956500 | PA      | $1281244.67   | 0.01%             | 2049-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31397JR97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     205488 | PA      | $213750.13    | 0.00%             | 2037-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38374UJR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6100398 | PA      | $6306087.30   | 0.06%             | 2039-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                              | BANK OF AMERICA NA                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5001765.96   | 0.05%             | 2026-02-09      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                           | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        | -268424000 | NC      | $350652.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                          | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    4138000 | PA      | $4183546.22   | 0.04%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                             | BANK OF NOVA SCOTIA/THE                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    4900000 | PA      | $4900839.86   | 0.05%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                           | Unilever Capital Corp                                                            | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    4052000 | PA      | $4082085.65   | 0.04%             | 2034-08-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31396TUX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     264204 | PA      | $19040.97     | 0.00%             | 2036-06-15      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FRCP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3894646 | PA      | $3501602.72   | 0.04%             | 2049-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | Energy Transfer LP                                                               | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     242000 | PA      | $236321.55    | 0.00%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                            | Royal Bank of Canada                                                             | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    4118000 | PA      | $4177675.59   | 0.04%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B4Q66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     723955 | PA      | $724273.29    | 0.01%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                 | CMS Energy Corp                                                                  | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    4656000 | PA      | $4583185.98   | 0.05%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4832000 | PA      | $3910949.09   | 0.04%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   66490400 | NC      | $427593.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140M9VQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7059907 | PA      | $5801484.88   | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                            | Targa Resources Corp                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     798000 | PA      | $817866.46    | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AP4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $1912814.80   | 0.02%             | 2036-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                 | Fannie Mae Interest Strip                                                        | CUSIP: 31424U8E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  114568052 | PA      | $25337927.69  | 0.26%             | 2053-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                        | Rexford Industrial Realty LP                                                     | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    7420000 | PA      | $6511947.97   | 0.07%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2024-FNX                                                                | CUSIP: 05593TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7362170 | PA      | $7375936.22   | 0.07%             | 2041-11-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2017-6                                                  | CUSIP: 46649HBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1146619 | PA      | $1055657.44   | 0.01%             | 2048-12-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                    | CD 2018-CD7 Mortgage Trust                                                       | CUSIP: 12512JAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4421902.95   | 0.04%             | 2051-08-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                  | S&P Global Inc                                                                   | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    3275000 | PA      | $3148928.65   | 0.03%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MUFG BANK LTD (NEW YORK BRANCH)                                 | MUFG BANK LTD (NEW YORK BRANCH)                                                  | CUSIP: 55381BMZ8<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | DBT              | CORP              | US        |     700000 | PA      | $700455.72    | 0.01%             | 2026-03-16      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                     | US 2YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       3047 | NC      | $-1317.47     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                         | Hyundai Capital America                                                          | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2831000 | PA      | $3000065.88   | 0.03%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                         | Marathon Petroleum Corp                                                          | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    3138000 | PA      | $3162072.45   | 0.03%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                        | Public Service Enterprise Group Inc                                              | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    1399000 | PA      | $1240988.17   | 0.01%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31368HKV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        323 | PA      | $333.55       | 0.00%             | 2030-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DV6U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1829408 | PA      | $1562532.55   | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3622AAE59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2894679 | PA      | $2669777.98   | 0.03%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU                                  | SoFi Consumer Loan Program 2025-1 Trust                                          | CUSIP: 83406YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4652000 | PA      | $4728161.61   | 0.05%             | 2034-02-27      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                        | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3067945.38   | 0.03%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381AGF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     220829 | PA      | $180817.65    | 0.00%             | 2048-10-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H6FQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   55439514 | PA      | $10964239.37  | 0.11%             | 2051-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                           | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        | -264770000 | NC      | $56223.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                  | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1004336.70   | 0.01%             | 2057-12-15      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                          | Mosaic Solar Loan Trust 2020-1                                                   | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2556877 | PA      | $2238255.56   | 0.02%             | 2046-04-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2019-B13 Mortgage Trust                                                | CUSIP: 08162DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1689440.00   | 0.02%             | 2057-08-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2347974.79   | 0.02%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                        | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2846000 | PA      | $2902413.95   | 0.03%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A0A72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7067598 | PA      | $7240929.05   | 0.07%             | 2041-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                          | Mosaic Solar Loan Trust 2024-1                                                   | CUSIP: 618937AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5022803 | PA      | $4884357.63   | 0.05%             | 2049-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  325385200 | PA      | $318013191.56 | 3.22%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                      | AbbVie Inc                                                                       | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3165000 | PA      | $3174443.66   | 0.03%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Freddie Mac Reference Remic                                     | Freddie Mac Reference REMIC                                                      | CUSIP: 31396U6V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     114208 | PA      | $121788.71    | 0.00%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-13277387.07 | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| US FOODS INC                                                    | US Foods Inc                                                                     | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2262604.55   | 0.02%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138X0NJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1194160 | PA      | $1104047.57   | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Castle Hill INGOTS Ltd                                          | CSTL Commercial Mortgage Trust 2024-GATE                                         | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4200000 | PA      | $4230515.52   | 0.04%             | 2041-11-10      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                | Arches Buyer Inc                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    2095000 | PA      | $2057715.03   | 0.02%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                         | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    3913000 | PA      | $3842539.47   | 0.04%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A0R90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1062751 | PA      | $105073.14    | 0.00%             | 2039-04-25      | Floating      | 2.56%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                          | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1935000 | PA      | $1939644.00   | 0.02%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                   | Commonbond Student Loan Trust 2020-A-GS                                          | CUSIP: 20267WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2132171 | PA      | $1922182.34   | 0.02%             | 2050-08-25      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ALFN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     970000 | PA      | $884831.77    | 0.01%             | 2044-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     901514 | PA      | $907642.59    | 0.01%             | 2041-04-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   53684800 | NC      | $-365086.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                       | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                      | CUSIP: 61766NBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3817807.20   | 0.04%             | 2049-09-15      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Corp Trust 2019-PJ2                                | CUSIP: 36257LAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2585023 | PA      | $2408451.79   | 0.02%             | 2049-11-25      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | J.P. Morgan Mortgage Trust 2019-2                                                | CUSIP: 46650TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      29979 | PA      | $28465.69     | 0.00%             | 2049-08-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A4DR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     123196 | PA      | $1241.12      | 0.00%             | 2040-09-25      | Floating      | 2.56%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325URK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20665758 | PA      | $2143687.02   | 0.02%             | 2043-08-15      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                      | BFLD 2024-WRHS Mortgage Trust                                                    | CUSIP: 05555HAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4634985 | PA      | $4646867.00   | 0.05%             | 2039-07-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                         | United Airlines 2020-1 Class A Pass Through Trust                                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     442416 | PA      | $453952.06    | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                         | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    1979000 | PA      | $2061395.61   | 0.02%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | Energy Transfer LP                                                               | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1382000 | PA      | $1258117.24   | 0.01%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MGNR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9514351 | PA      | $8537252.65   | 0.09%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                     | US ULTRA BOND CBT                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       4075 | NC      | $-7484251.63  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP INC                                                      | NetApp Inc                                                                       | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    2373000 | PA      | $2469678.44   | 0.02%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BFSZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22157667 | PA      | $4590436.07   | 0.05%             | 2051-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                            | Targa Resources Corp                                                             | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     427000 | PA      | $431118.77    | 0.00%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                               | State Street Corp                                                                | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    7544000 | PA      | $7126580.82   | 0.07%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                 | Sealed Air Corp                                                                  | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    2986000 | PA      | $2923722.25   | 0.03%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   42798935 | PA      | $43566604.04  | 0.44%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                             | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    4202000 | PA      | $5084498.54   | 0.05%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                         | Schlumberger Holdings Corp                                                       | CUSIP: 806851AR2<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    1896000 | PA      | $1779187.25   | 0.02%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                               | Cedar Funding IV CLO Ltd                                                         | CUSIP: 150323BQ5<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10016980.00  | 0.10%             | 2038-01-23      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | Energy Transfer LP                                                               | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1479000 | PA      | $1507987.56   | 0.02%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                           | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2837.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                           | Playtika Holding Corp                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    2095000 | PA      | $1880529.61   | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                 | CVS Health Corp                                                                  | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     380000 | PA      | $382763.84    | 0.00%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL (CHICAGO BRANCH)                               | BANK OF MONTREAL (CHICAGO BRANCH)                                                | CUSIP: 06367DSL0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5000788.50   | 0.05%             | 2026-03-09      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                          | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAT9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1649535.41   | 0.02%             | 2030-03-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | Energy Transfer LP                                                               | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     280000 | PA      | $253448.48    | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2295384.30   | 0.02%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                        | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     326000 | PA      | $349844.11    | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BK/NY                                        | Standard Chartered Bank/New York                                                 | CUSIP: 85325VQZ6<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4800871.68   | 0.05%             | 2026-01-22      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| KSL Resorts                                                     | KSL Commercial Mortgage Trust 2025-MH                                            | CUSIP: 48268VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1002939.40   | 0.01%             | 2042-12-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2007-2CB                                                  | CUSIP: 02149HAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1769813 | PA      | $689419.81    | 0.01%             | 2037-03-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        | -529540000 | NC      | $221635.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B1S96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     865326 | PA      | $781990.29    | 0.01%             | 2048-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2022-R05                                     | CUSIP: 20754DAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1066221.90   | 0.01%             | 2042-04-25      | Floating      | 10.87%                | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                   | Citigroup Mortgage Loan Trust 2021-J2                                            | CUSIP: 17329MDT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1370947 | PA      | $1171186.12   | 0.01%             | 2051-07-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31398PE62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3314047 | PA      | $253946.83    | 0.00%             | 2040-05-25      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XAUJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2945602 | PA      | $2541871.57   | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                         | National Bank of Canada                                                          | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    3887000 | PA      | $4058453.43   | 0.04%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                                 | Invesco CLO 2021-3 Ltd                                                           | CUSIP: 46151VAE1<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |   17750000 | PA      | $17772631.25  | 0.18%             | 2034-10-22      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                  | ARES Commercial Mortgage Trust 2024-IND                                          | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5012844.00   | 0.05%             | 2041-07-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                           | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    3291000 | PA      | $3440587.70   | 0.03%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 32                                  | Octagon Investment Partners 32 Ltd                                               | CUSIP: 67573CAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4500000 | PA      | $4515700.50   | 0.05%             | 2037-10-31      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -268424000 | NC      | $310536.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |  -26842400 | NC      | $196446.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DV7C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     709020 | PA      | $606360.64    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                        | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    1454000 | PA      | $1385724.23   | 0.01%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                            | Sabra Health Care LP                                                             | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1319687.27   | 0.01%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                             | American Express Co                                                              | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    2732000 | PA      | $2764526.15   | 0.03%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | Energy Transfer LP                                                               | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     910000 | PA      | $876073.31    | 0.01%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                                  | JP Morgan Alternative Loan Trust 2005-S1                                         | CUSIP: 46627MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     303139 | PA      | $80038.43     | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust                   | CUSIP: 92922F2Q0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   33566640 | PA      | $39479.40     | 0.00%             | 2045-08-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                   | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1996160.60   | 0.02%             | 2042-02-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137HABD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34414554 | PA      | $7214964.88   | 0.07%             | 2051-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                       | IRV Trust 2025-200P                                                              | CUSIP: 45006HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7593057.00   | 0.08%             | 2047-03-14      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -134212000 | NC      | $107765.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B3PE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21267172 | PA      | $1869598.15   | 0.02%             | 2048-11-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17417792 | PA      | $15043872.84  | 0.15%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38374KA37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     138543 | PA      | $10423.37     | 0.00%             | 2035-02-16      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17903600 | PA      | $17991266.95  | 0.18%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| INGERSOLL RAND INC                                              | Ingersoll Rand Inc                                                               | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    1116000 | PA      | $1153925.32   | 0.01%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     469497 | PA      | $483363.02    | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ABQV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2280195 | PA      | $132666.21    | 0.00%             | 2033-02-25      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BC2C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8721100 | PA      | $8649985.11   | 0.09%             | 2044-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                     | Equifax Inc                                                                      | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    2209000 | PA      | $2093212.92   | 0.02%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                   | Citigroup Commercial Mortgage Trust 2018-C5                                      | CUSIP: 17291DAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   68032901 | PA      | $902337.38    | 0.01%             | 2051-06-10      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                             | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  102426000 | NC      | $18651.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620A9YX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      27465 | PA      | $27335.35     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2025-2                                                    | CUSIP: 816935AU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2160780 | PA      | $2191623.22   | 0.02%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396YSR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     144216 | PA      | $150231.46    | 0.00%             | 2038-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 Trust   | CUSIP: 93934FAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     432170 | PA      | $409800.06    | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                          | Mosaic Solar Loan Trust 2019-2                                                   | CUSIP: 61945LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2203196 | PA      | $1964656.22   | 0.02%             | 2040-09-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38384JXN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6768210 | PA      | $6985685.83   | 0.07%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                       | Boeing Co/The                                                                    | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1384000 | PA      | $1358912.49   | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140KEQB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     174404 | PA      | $149079.57    | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trus                                  | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5143280.00   | 0.05%             | 2040-07-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QEN57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18888082 | PA      | $16330780.36  | 0.17%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -966326400 | NC      | $-29022.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140Q7HT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     932650 | PA      | $899598.99    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1006000 | PA      | $1031589.38   | 0.01%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: —       |
| NYC Commercial Mortgage Trust                                   | NYC Commercial Mortgage Trust 2025-28L                                           | CUSIP: 67123JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6600000 | PA      | $6620149.14   | 0.07%             | 2038-11-05      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XTCD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   97645020 | PA      | $84099152.20  | 0.85%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $2570169.76   | 0.03%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: —       |
| INGERSOLL RAND INC                                              | Ingersoll Rand Inc                                                               | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    1318000 | PA      | $1362785.68   | 0.01%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2019-R05                                     | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     568404 | PA      | $576755.26    | 0.01%             | 2039-07-25      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31335BXX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8837576 | PA      | $8010804.28   | 0.08%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36197FNS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     335305 | PA      | $308735.91    | 0.00%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T Inc                                                                         | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2774000 | PA      | $2800715.23   | 0.03%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                     | TRS IBXXLLTR INDEX                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |          1 | NC      | $30609.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Homebanc Mortgage Trust                                         | HomeBanc Mortgage Trust 2004-1                                                   | CUSIP: 43739EAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25269 | PA      | $24854.50     | 0.00%             | 2029-08-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     231300 | PA      | $214966.50    | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2874871 | PA      | $2458915.84   | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BJSJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   66817543 | PA      | $14355562.08  | 0.15%             | 2051-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31395WTA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     327149 | PA      | $28661.66     | 0.00%             | 2035-07-15      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| WSTN Trust                                                      | WSTN Trust 2023-MAUI                                                             | CUSIP: 92943AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $7131446.00   | 0.07%             | 2037-07-05      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                  | CSAIL 2019-C16 Commercial Mortgage Trust                                         | CUSIP: 12596WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3878806.00   | 0.04%             | 2052-06-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2019-GSA1                                           | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3795772.40   | 0.04%             | 2052-11-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138YEVE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     985923 | PA      | $954391.41    | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2017-C41                                   | CUSIP: 95001ABH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3849170.00   | 0.04%             | 2050-11-15      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                       | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-10084.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                        | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3925000 | PA      | $3789137.54   | 0.04%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                                  | BOCA Commercial Mortgage Trust 2025-BOCA                                         | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4200000 | PA      | $4212464.76   | 0.04%             | 2042-12-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31393UN25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     150189 | PA      | $155955.01    | 0.00%             | 2034-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                              | BMW US Capital LLC                                                               | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    1943000 | PA      | $1995012.81   | 0.02%             | 2030-03-21      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                         | Southwestern Electric Power Co                                                   | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    4102000 | PA      | $4080269.12   | 0.04%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3104000 | PA      | $3139413.60   | 0.03%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                                                 | EMD Finance LLC                                                                  | CUSIP: 26867LAQ3<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    3902000 | PA      | $3913699.99   | 0.04%             | 2032-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Castle Hill INGOTS Ltd                                          | CSTL Commercial Mortgage Trust 2024-GATE                                         | CUSIP: 22945JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3200000 | PA      | $3211603.20   | 0.03%             | 2041-11-10      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | Energy Transfer LP                                                               | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2209000 | PA      | $2150595.56   | 0.02%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                           | Palmer Square CLO 2021-1 Ltd                                                     | CUSIP: 69701WAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5800000 | PA      | $5814604.40   | 0.06%             | 2038-04-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                            | Birch Grove CLO 10 Ltd                                                           | CUSIP: 09090JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8750000 | PA      | $8775576.25   | 0.09%             | 2038-01-22      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325WGJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7706701 | PA      | $1152736.67   | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                                        | American Transmission Systems Inc                                                | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2236000 | PA      | $2016306.65   | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381NDN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   75590133 | PA      | $7782635.41   | 0.08%             | 2049-11-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                 | Fannie Mae Interest Strip                                                        | CUSIP: 31423YKC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   76944952 | PA      | $3937380.93   | 0.04%             | 2037-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1298180 | PA      | $1303203.72   | 0.01%             | 2041-04-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                          | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3007211.40   | 0.03%             | 2037-05-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                            | Woodside Finance Ltd                                                             | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    3759000 | PA      | $3916851.42   | 0.04%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CART                                                            | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1499742.75   | 0.02%             | 2041-08-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE U S INC DISC C 0.0 15JAN26                             | ENBRIDGE U S INC DISC C 0.0 15JAN26                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  100000000 | PA      | $99839960.00  | 1.01%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BY6K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6296212 | PA      | $5854078.41   | 0.06%             | 2047-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2853000 | PA      | $2615116.12   | 0.03%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3133TKML1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     121739 | PA      | $124903.87    | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS (NEW YORK BRANCH)                                   | BNP PARIBAS (NEW YORK BRANCH)                                                    | CUSIP: 05593DKR3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1000633.47   | 0.01%             | 2026-03-16      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                        | Public Service Enterprise Group Inc                                              | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    3558000 | PA      | $3658309.63   | 0.04%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae                                                                       | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  130068000 | PA      | $126714684.38 | 1.28%             | 2055-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                           | Palmer Square CLO 2021-1 Ltd                                                     | CUSIP: 69701WAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   21880000 | PA      | $21901179.84  | 0.22%             | 2038-04-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                  | Amazon.com Inc                                                                   | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    6755000 | PA      | $6597822.97   | 0.07%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31371KBU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        903 | PA      | $934.84       | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NATIXIS NY BRANCH                                               | Natixis SA/New York NY                                                           | CUSIP: 63873TFK9<br>LEI: 2549003L5ZG5M2ZSE107 | Long             | DBT              | CORP              | US        |    4950000 | PA      | $4951061.28   | 0.05%             | 2026-03-09      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38374UNM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     304672 | PA      | $310827.75    | 0.00%             | 2039-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                   | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3473463.00   | 0.04%             | 2042-02-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                  | MF1 2025-FL19 LLC                                                                | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10031020.50  | 0.10%             | 2042-05-18      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418MML3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     475431 | PA      | $495629.61    | 0.01%             | 2039-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                  | Amazon.com Inc                                                                   | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    6316000 | PA      | $6292926.70   | 0.06%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38377LJM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     486264 | PA      | $36958.75     | 0.00%             | 2040-09-16      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31398CKN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      77015 | PA      | $78230.59     | 0.00%             | 2033-03-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                  | Sofi Professional Loan Program 2018-D Trust                                      | CUSIP: 83401AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $5833540.80   | 0.06%             | 2048-02-25      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan T                                  | Wells Fargo Alternative Loan 2007-PA2 Trust                                      | CUSIP: 94985FAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     316101 | PA      | $279089.48    | 0.00%             | 2037-06-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                            | Woodside Finance Ltd                                                             | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    3367000 | PA      | $3505158.01   | 0.04%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                            | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2531229.60   | 0.03%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137ALY45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      86733 | PA      | $87849.04     | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                         | Southwestern Electric Power Co                                                   | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    1071000 | PA      | $1100877.21   | 0.01%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AXDT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3563866 | PA      | $3238807.09   | 0.03%             | 2047-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                    | Ares LXV CLO Ltd                                                                 | CUSIP: 04019FAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   22550000 | PA      | $22559087.65  | 0.23%             | 2034-07-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                         | Laboratory Corp of America Holdings                                              | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    2476000 | PA      | $2474249.64   | 0.03%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)         | MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)                          | CUSIP: 60683FBJ2<br>LEI: JBONEPAGQXF4QP29B387 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1400748.81   | 0.01%             | 2026-03-04      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A2X65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5222606 | PA      | $5072884.43   | 0.05%             | 2042-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31393GYQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      75833 | PA      | $78499.40     | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3169000 | PA      | $3303389.49   | 0.03%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3133THQB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14970 | PA      | $15234.04     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                                | Unlock HEA Trust 2025-1                                                          | CUSIP: 91528BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4868550 | PA      | $4891391.30   | 0.05%             | 2041-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                        | Cooperatieve Rabobank UA                                                         | CUSIP: 74977RDU5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    7982000 | PA      | $8410091.42   | 0.09%             | 2033-01-21      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38379V6P4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     335175 | PA      | $317090.15    | 0.00%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        | -268424000 | NC      | $-112576.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                | Cinemark USA Inc                                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    2415000 | PA      | $2507752.91   | 0.03%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                                  | Amazon.com Inc                                                                   | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    3158000 | PA      | $3148632.80   | 0.03%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                        | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    4088000 | PA      | $3747014.40   | 0.04%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                        | Columbia Pipelines Holding Co LLC                                                | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3524000 | PA      | $3666425.88   | 0.04%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                  | Benefit Street Partners CLO XXIX Ltd                                             | CUSIP: 08186EAL2<br>LEI: 549300DICNUWMUKL3816 | Long             | ABS-CBDO         | CORP              | JE        |   20100000 | PA      | $20080281.90  | 0.20%             | 2038-01-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| KSL Resorts                                                     | KSL Commercial Mortgage Trust 2024-HT2                                           | CUSIP: 500937AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4854537 | PA      | $4857352.16   | 0.05%             | 2039-12-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                             | Sound Point Clo XVI Ltd                                                          | CUSIP: 83610KAN3<br>LEI: 549300ZK5CJ7PM7YBH85 | Long             | ABS-CBDO         | CORP              | KY        |   18000000 | PA      | $18051984.00  | 0.18%             | 2030-07-25      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31307M4H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     158805 | PA      | $154273.77    | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                            | Woodside Finance Ltd                                                             | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    3607000 | PA      | $3704676.44   | 0.04%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                | ABN AMRO Bank NV                                                                 | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    2937000 | PA      | $2690413.53   | 0.03%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: —       |
| MONDELEZ INTL 01/06/2026                                        | MONDELEZ INTL 01/06/2026                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6750000 | PA      | $6745709.03   | 0.07%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    3461000 | PA      | $3208958.97   | 0.03%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| AB Bsl CLO 1 Ltd                                                | AB BSL CLO 4 Ltd                                                                 | CUSIP: 00037VAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    1000000 | PA      | $1001325.00   | 0.01%             | 2038-04-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                          | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     198000 | PA      | $203726.43    | 0.00%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H9BZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   31891624 | PA      | $2564084.96   | 0.03%             | 2052-10-25      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | Energy Transfer LP                                                               | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2339000 | PA      | $2410908.51   | 0.02%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                  | Amazon.com Inc                                                                   | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    6080000 | PA      | $5902295.71   | 0.06%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                          | CHL Mortgage Pass-Through Trust 2007-7                                           | CUSIP: 12544TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     427064 | PA      | $191240.56    | 0.00%             | 2037-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31394DAL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     995691 | PA      | $1020419.77   | 0.01%             | 2035-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                            | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1926466.50   | 0.02%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QLMX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4264646 | PA      | $3498493.34   | 0.04%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FQV42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2367404 | PA      | $2106812.00   | 0.02%             | 2049-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                              | Steel Dynamics Inc                                                               | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    2599000 | PA      | $2498497.89   | 0.03%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| MSILF Government Portfolio                                      | MSILF Government Portfolio                                                       | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   10181000 | NS      | $10181000.00  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B5AC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6537490 | PA      | $676633.19    | 0.01%             | 2049-07-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1591000 | PA      | $1411138.44   | 0.01%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                          | Motorola Solutions Inc                                                           | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    2016000 | PA      | $2066228.80   | 0.02%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                      | JP MORGAN SECURITIES LLC                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |   25576706 | PA      | $25576706.00  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FQSU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   46875064 | PA      | $9518696.60   | 0.10%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                        | RTX Corp                                                                         | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $1863785.13   | 0.02%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31398NKQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5772572 | PA      | $589548.12    | 0.01%             | 2040-09-25      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21420566 | PA      | $17391396.40  | 0.18%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BMD2 Re-REMIC Trust                                             | BMD2 Re-Remic Trust 2019-FRR1                                                    | CUSIP: 055631EU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6295555 | PA      | $5519776.42   | 0.06%             | 2052-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2025-9                                                    | CUSIP: 81750BBD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3324472 | PA      | $3374055.54   | 0.03%             | 2055-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                        | Viper Energy Partners LLC                                                        | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    4409000 | PA      | $4502250.35   | 0.05%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| MONDELEZ INTL 01/07/2026                                        | MONDELEZ INTL 01/07/2026                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7994057.60   | 0.08%             | 2026-01-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                          | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2490000 | PA      | $2603216.32   | 0.03%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                        | Columbia Pipelines Holding Co LLC                                                | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2183000 | PA      | $2224704.36   | 0.02%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IX Ltd                                              | Elmwood CLO IX Ltd                                                               | CUSIP: 29003UAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   17790000 | PA      | $17836538.64  | 0.18%             | 2038-04-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                           | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1036000 | PA      | $954887.07    | 0.01%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| Social Professional Loan Progr                                  | Sofi Professional Loan Program 2018-D Trust                                      | CUSIP: 83401AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     451775 | PA      | $449419.43    | 0.00%             | 2048-02-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3953000 | PA      | $3489152.92   | 0.04%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38375KB27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     830370 | PA      | $88856.12     | 0.00%             | 2037-07-20      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AQKW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18691758 | PA      | $1774583.38   | 0.02%             | 2045-11-25      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                    | FOCUS FINANCIAL FRN 9/31                                                         | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    3000000 | PA      | $3008673.00   | 0.03%             | 2031-09-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2019-INV1                                               | CUSIP: 46591DAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1521343 | PA      | $1489603.52   | 0.02%             | 2049-09-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                    | Stryker Corp                                                                     | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    3451000 | PA      | $3544813.16   | 0.04%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                             | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    2571000 | PA      | $2249916.78   | 0.02%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MONDELEZ 0 CP 01/08/2026                                        | MONDELEZ 0 CP 01/08/2026                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2348007.67   | 0.02%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31397SMB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1671674 | PA      | $1712893.83   | 0.02%             | 2041-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BK CO NY                                        | Oversea-Chinese Banking Corp Ltd/New York                                        | CUSIP: 69033NHZ1<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3200431.68   | 0.03%             | 2026-02-13      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP                                             | First Industrial LP                                                              | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |    5530000 | PA      | $5647072.48   | 0.06%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2020-3                                                    | CUSIP: 81748ACD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2620865 | PA      | $2316596.00   | 0.02%             | 2050-04-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                               | Elevation CLO 2023-17 Ltd                                                        | CUSIP: 28624DAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14850000 | PA      | $14864805.45  | 0.15%             | 2036-10-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133KLZV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21528919 | PA      | $17499579.58  | 0.18%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                          | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675FAZ0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    6096000 | PA      | $6099745.99   | 0.06%             | 2026-01-26      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                  | Lowe's Cos Inc                                                                   | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    5545000 | PA      | $5516656.46   | 0.06%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advi                                  | Park Avenue Institutional Advisers CLO Ltd 2021-1                                | CUSIP: 70015QAL2<br>LEI: 529900G1ZDEDA0MGYE20 | Long             | ABS-CBDO         | CORP              | KY        |   22300000 | PA      | $22300334.50  | 0.23%             | 2034-01-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                              | Roche Holdings Inc                                                               | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    5686000 | PA      | $6031256.59   | 0.06%             | 2030-11-13      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Five Guys Funding, LLC                                          | Five Guys Holdings Inc                                                           | CUSIP: 33830JAE5<br>LEI: 549300XWT8G8Q3Z3HJ19 | Long             | ABS-O            | CORP              | US        |    5197500 | PA      | $5351805.98   | 0.05%             | 2054-01-26      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                 | Weyerhaeuser Co                                                                  | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     429000 | PA      | $429953.91    | 0.00%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38375JSX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3140801 | PA      | $158409.89    | 0.00%             | 2037-04-16      | Floating      | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AMTT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7308313 | PA      | $1332203.46   | 0.01%             | 2045-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                      | AbbVie Inc                                                                       | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4760000 | PA      | $4923467.87   | 0.05%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                         | NATIONAL BANK OF CANADA                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4901014.30   | 0.05%             | 2026-02-04      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WEWE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     657508 | PA      | $640633.47    | 0.01%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140KE6W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13831 | PA      | $11828.50     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AEZ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4325120 | PA      | $3967188.42   | 0.04%             | 2043-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nomura Home Equity Loan Inc                                     | Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2007-1                 | CUSIP: 65537KAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     476746 | PA      | $435643.76    | 0.00%             | 2037-02-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132L75E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7110219 | PA      | $6468087.16   | 0.07%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                   | McKesson Corp                                                                    | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    2376000 | PA      | $2392468.20   | 0.02%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396XQV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     469403 | PA      | $43540.23     | 0.00%             | 2037-09-25      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MX7J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5844557 | PA      | $5759272.13   | 0.06%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                          | Brazil Letras do Tesouro Nacional                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     612211 | PA      | $111598846.35 | 1.13%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AM6X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16701665 | PA      | $15928284.38  | 0.16%             | 2045-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                                           | BANK5 2025-5YR17                                                                 | CUSIP: 06211GAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5016279.50   | 0.05%             | 2058-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                          | Chubb INA Holdings LLC                                                           | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    4735000 | PA      | $4757577.62   | 0.05%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140X62S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16873440 | PA      | $14580595.85  | 0.15%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381Y7J7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   71744322 | PA      | $13715085.83  | 0.14%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38378YA25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3013616 | PA      | $262870.01    | 0.00%             | 2039-07-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XBLA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9952502 | PA      | $8226515.98   | 0.08%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382WE29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17640889 | PA      | $3756944.75   | 0.04%             | 2051-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                         | GSR Mortgage Loan Trust 2007-1F                                                  | CUSIP: 3622MPBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     105758 | PA      | $63133.24     | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1334000 | PA      | $1255754.51   | 0.01%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                            | LifePoint Health Inc                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2715710.00   | 0.03%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ACG54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1403000 | PA      | $1349252.75   | 0.01%             | 2043-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP 0 C 02/20/2026                                       | SYSCO CORP 0 C 02/20/2026                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   50000000 | PA      | $49729205.00  | 0.50%             | 2026-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1721000 | PA      | $1678890.62   | 0.02%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BDE61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11017078 | PA      | $2516642.07   | 0.03%             | 2050-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2605640.42   | 0.03%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                               | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2579539.08   | 0.03%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                                  | Bain Capital Credit CLO 2020-5 Ltd                                               | CUSIP: 05683FBE8<br>LEI: 2549006JVW9O28JU2J23 | Long             | ABS-CBDO         | CORP              | KY        |   20750000 | PA      | $20774837.75  | 0.21%             | 2034-04-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XF2C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10193084 | PA      | $8402426.51   | 0.08%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY                                                  | SIMON PROPERTY G 0126                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   35000000 | PA      | $34955280.50  | 0.35%             | 2026-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                             | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    4577000 | PA      | $4353954.55   | 0.04%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38374XF26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     401779 | PA      | $397787.26    | 0.00%             | 2039-07-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                           | KKR Clo 33 Ltd                                                                   | CUSIP: 48254QAH7<br>LEI: 2549006GI7K365G4ZT50 | Long             | ABS-CBDO         | CORP              | KY        |   15250000 | PA      | $15290031.25  | 0.15%             | 2034-07-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                  | CSAIL 2018-CX11 Commercial Mortgage Trust                                        | CUSIP: 12652UAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5183000 | PA      | $5162680.57   | 0.05%             | 2051-04-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS (NEW YORK BRANCH)                                   | BNP PARIBAS (NEW YORK BRANCH)                                                    | CUSIP: 05593DK44<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3901746.63   | 0.04%             | 2026-02-26      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417F5B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     659556 | PA      | $629291.61    | 0.01%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140X6V99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29845 | PA      | $25521.89     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10090822.00  | 0.10%             | 2041-12-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                               | Johnson & Johnson                                                                | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1817000 | PA      | $1872956.28   | 0.02%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2004-J7                                                   | CUSIP: 12667FTE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     814817 | PA      | $813023.02    | 0.01%             | 2034-10-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                        | Intercontinental Exchange Inc                                                    | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    3421000 | PA      | $3393897.64   | 0.03%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BKWN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2913000 | PA      | $2663434.26   | 0.03%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD/NY                                              | Mizuho Bank Ltd/New York NY                                                      | CUSIP: 60710T2D2<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4000490.40   | 0.04%             | 2026-01-27      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AJXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     253768 | PA      | $3866.99      | 0.00%             | 2043-02-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QUHH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2650652 | PA      | $2695858.73   | 0.03%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nomura Home Equity Loan Inc                                     | Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2007-1                 | CUSIP: 65537KAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     395775 | PA      | $362565.72    | 0.00%             | 2037-02-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                     | US LONG BOND(CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       4651 | NC      | $-4521028.77  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325UEF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4313948 | PA      | $693874.31    | 0.01%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381R7A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      71326 | PA      | $56372.31     | 0.00%             | 2049-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BXYK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4836564 | PA      | $4530549.55   | 0.05%             | 2047-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                | Ryder System Inc                                                                 | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    3343000 | PA      | $3425834.93   | 0.03%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2025-VTT                                   | CUSIP: 94990GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3090000 | PA      | $3109610.99   | 0.03%             | 2038-03-15      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M4XA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9517 | PA      | $9967.12      | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2018-BNK14                                                                  | CUSIP: 06035RBH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  173262605 | PA      | $1766594.19   | 0.02%             | 2060-09-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                               | 720 East CLO 2023-I Ltd                                                          | CUSIP: 81785EAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   40830000 | PA      | $40970659.35  | 0.41%             | 2038-04-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                        | Ameriprise Financial Inc                                                         | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    2076000 | PA      | $2176738.73   | 0.02%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                          | Verizon Communications Inc                                                       | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3880000 | PA      | $3848563.85   | 0.04%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XF2B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11841172 | PA      | $9771346.77   | 0.10%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                     | Extended Stay America Trust 2025-ESH                                             | CUSIP: 30227TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2521905.00   | 0.03%             | 2042-10-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                           | Truist Financial Corp                                                            | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1128000 | PA      | $1122465.80   | 0.01%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A6ZH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5919751 | PA      | $5740468.97   | 0.06%             | 2042-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                           | Reynolds American Inc                                                            | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    1154000 | PA      | $1139199.89   | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396WAW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     695703 | PA      | $66666.30     | 0.00%             | 2037-06-25      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132WJUZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4214714 | PA      | $3994873.29   | 0.04%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                                  | BSTN Commercial Mortgage Trust 2025-HUB                                          | CUSIP: 05594GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4021004.00   | 0.04%             | 2041-04-13      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B3SG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23222974 | PA      | $2984397.17   | 0.03%             | 2058-12-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EQFT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1152433 | PA      | $1099457.33   | 0.01%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FV6A5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   46255276 | PA      | $10328472.41  | 0.10%             | 2049-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                       | Towd Point Mortgage Trust 2017-1                                                 | CUSIP: 89173FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3200000 | PA      | $3168601.92   | 0.03%             | 2056-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B3TD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4620476 | PA      | $342752.70    | 0.00%             | 2048-12-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                    | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    3175000 | PA      | $3070733.00   | 0.03%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                    | QUALCOMM Inc                                                                     | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    2405000 | PA      | $2457616.47   | 0.02%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| TARGA RESOURCES PARTNERS                                        | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2745000 | PA      | $2762482.58   | 0.03%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                        | Occidental Petroleum Corp                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    4633000 | PA      | $4899893.23   | 0.05%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396PND9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16293 | PA      | $17211.20     | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP0 C 02/18/2026                                        | SYSCO CORP0 C 02/18/2026                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14921934.00  | 0.15%             | 2026-02-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137F4LR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11939618 | PA      | $11444631.29  | 0.12%             | 2047-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2005-J2                                                   | CUSIP: 12667F6H3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     801924 | PA      | $616178.28    | 0.01%             | 2035-04-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     162000 | PA      | $135579.04    | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | Bank 2019-BNK19                                                                  | CUSIP: 06540WBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   86759996 | PA      | $2427457.92   | 0.02%             | 2061-08-15      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2020-3                                                    | CUSIP: 81748ABA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  166297267 | PA      | $2993966.11   | 0.03%             | 2050-04-25      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                          | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2678509.79   | 0.03%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BFEM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20640512 | PA      | $4334915.21   | 0.04%             | 2051-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140FXEH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6663745 | PA      | $6723078.65   | 0.07%             | 2056-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                  | SoFi Professional Loan Program 2020-C Trust                                      | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4150259 | PA      | $3916674.75   | 0.04%             | 2046-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                          | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    1422000 | PA      | $1473886.77   | 0.01%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2025-R02                                     | CUSIP: 20754TAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10950000 | PA      | $11022513.09  | 0.11%             | 2045-02-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                    | Broadcom Inc                                                                     | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3884000 | PA      | $3967382.45   | 0.04%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| PERRIGO FINANCE UNLIMITE                                        | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    2670000 | PA      | $2602707.72   | 0.03%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3617VQGL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3961099 | PA      | $3505782.22   | 0.04%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2025-VTT                                   | CUSIP: 94990GAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3960000 | PA      | $3979958.00   | 0.04%             | 2038-03-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                | LPL Holdings Inc                                                                 | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    3482000 | PA      | $3564934.90   | 0.04%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38376WBR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     821611 | PA      | $80791.11     | 0.00%             | 2035-11-20      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                  | ARES Trust 2025-IND3                                                             | CUSIP: 039955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6500000 | PA      | $6513230.75   | 0.07%             | 2042-04-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                          | Motorola Solutions Inc                                                           | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    2570000 | PA      | $2672344.26   | 0.03%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140F5TL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     579653 | PA      | $531700.83    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                    | Comcast Corp                                                                     | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3517000 | PA      | $3320685.17   | 0.03%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7403218 | PA      | $6393984.88   | 0.06%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Allegany Park CLO, Ltd.                                         | Allegany Park CLO Ltd                                                            | CUSIP: 017154AU9<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |   18200000 | PA      | $18204568.20  | 0.18%             | 2035-01-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                        | UNITED OVERSEAS BANK LTD                                                         | CUSIP: 91127RKA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5250000 | PA      | $5250086.62   | 0.05%             | 2026-01-14      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BDU30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   39825559 | PA      | $6478148.85   | 0.07%             | 2049-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Corp Trust 2020-PJ3                                | CUSIP: 36258WBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1418493 | PA      | $1242262.50   | 0.01%             | 2050-10-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                  | CSAIL 2020-C19 Commercial Mortgage Trust                                         | CUSIP: 12597NAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3746000 | PA      | $3187548.94   | 0.03%             | 2053-03-15      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B8CC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14237796 | PA      | $1007175.30   | 0.01%             | 2037-07-15      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A94S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2309232 | PA      | $258075.17    | 0.00%             | 2042-11-25      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                           | Athene Global Funding                                                            | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    7172000 | PA      | $7279415.40   | 0.07%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                             | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1640541.46   | 0.02%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                             | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    2053000 | PA      | $2045542.68   | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ADVU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     499060 | PA      | $18930.50     | 0.00%             | 2032-10-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP 0 C 02/17/2026                                       | SYSCO CORP 0 C 02/17/2026                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23000000 | PA      | $22882729.90  | 0.23%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                        | Public Service Enterprise Group Inc                                              | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    2440000 | PA      | $2496166.82   | 0.03%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TIAA Bank Mortgage Loan Trust                                   | TIAA Bank Mortgage Loan Trust 2018-2                                             | CUSIP: 886312CC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1919524 | PA      | $1767799.30   | 0.02%             | 2048-07-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                         | Versant Media Group Inc                                                          | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |    2875000 | PA      | $2967731.17   | 0.03%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BKGL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   70542318 | PA      | $904176.16    | 0.01%             | 2030-04-25      | Variable      | 0.34%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4192000 | PA      | $4475078.89   | 0.05%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2018-GS9                                            | CUSIP: 36255NAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $469842.90    | 0.00%             | 2051-03-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                  | Morgan Stanley Residential Mortgage Loan Trust 2024-4                            | CUSIP: 61777BBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1674902 | PA      | $1734378.17   | 0.02%             | 2054-09-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                 | Fannie Mae Interest Strip                                                        | CUSIP: 31395QK41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      94808 | PA      | $12554.76     | 0.00%             | 2043-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38374LBJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     629253 | PA      | $45228.18     | 0.00%             | 2035-05-20      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT                                          | American Airlines 2015-2 Class AA Pass Through Trust                             | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     243062 | PA      | $240881.21    | 0.00%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KRE Commercial Mortgage Trust                                   | KRE Commercial Mortgage Trust 2025-AIP4                                          | CUSIP: 50077KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7700000 | PA      | $7694596.14   | 0.08%             | 2042-03-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38380BY41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11298279 | PA      | $1401780.86   | 0.01%             | 2046-11-20      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                          | American Honda Finance Corp                                                      | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    3284000 | PA      | $3331638.26   | 0.03%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                        | Public Service Enterprise Group Inc                                              | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    1086000 | PA      | $1119240.52   | 0.01%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VUB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     187300 | PA      | $33835.78     | 0.00%             | 2045-02-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                             | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    5962000 | PA      | $6036555.82   | 0.06%             | 2032-11-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137F6RU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19776862 | PA      | $2929660.35   | 0.03%             | 2050-11-25      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2018-CH1                                                  | CUSIP: 81747DAU3<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |      99438 | PA      | $93155.14     | 0.00%             | 2048-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                         | Duke Energy Florida LLC                                                          | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     820000 | PA      | $885793.29    | 0.01%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140KLR53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      88090 | PA      | $75415.91     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                           | Norfolk Southern Corp                                                            | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     310000 | PA      | $321508.74    | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31394AW85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     340836 | PA      | $343870.50    | 0.00%             | 2034-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broad River BSL Funding CLO Lt                                  | Broad River Bsl Funding Clo Ltd 2020-1                                           | CUSIP: 11124TAN4<br>LEI: 5493000KEEYM16WOW109 | Long             | ABS-CBDO         | CORP              | KY        |    4400000 | PA      | $4405926.80   | 0.04%             | 2034-07-20      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FN6V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1632872 | PA      | $1222474.28   | 0.01%             | 2049-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                              | Honda Motor Co Ltd                                                               | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    3264000 | PA      | $3336302.46   | 0.03%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2022-1                                                    | CUSIP: 81749CBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  112070941 | PA      | $3264211.84   | 0.03%             | 2052-02-25      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382LZ20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16796217 | PA      | $3119739.44   | 0.03%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |    6500000 | PA      | $6553833.00   | 0.07%             | 2041-09-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1418000 | PA      | $1321267.68   | 0.01%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                    | NiSource Inc                                                                     | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    3305000 | PA      | $3297197.75   | 0.03%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                      | MFA 2020-NQM3 Trust                                                              | CUSIP: 552757AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     123386 | PA      | $118614.07    | 0.00%             | 2065-01-26      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE (NEW YORK BRANCH)                              | SOCIETE GENERALE (NEW YORK BRANCH)                                               | CUSIP: 83369XZG6<br>LEI: 254900J6B390XMPVLV82 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5005594.09   | 0.05%             | 2026-05-12      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                  | S&P Global Inc                                                                   | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    1399000 | PA      | $1231715.81   | 0.01%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GPYQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     584440 | PA      | $582299.48    | 0.01%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                    | UBS Group AG                                                                     | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2217000 | PA      | $2439141.18   | 0.02%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38379BCY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1589034 | PA      | $111290.97    | 0.00%             | 2039-12-16      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ2S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2141580 | PA      | $2020087.99   | 0.02%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC Holdings PLC                                                                | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5452000 | PA      | $5191105.61   | 0.05%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AQGF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1084768 | PA      | $145207.48    | 0.00%             | 2045-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                  | Morgan Stanley Residential Mortgage Loan Trust 2024-4                            | CUSIP: 61777BAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3894474 | PA      | $3870058.73   | 0.04%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                  | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $2995810.65   | 0.03%             | 2040-02-18      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                  | BBCMS Mortgage Trust 2022-C17                                                    | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10833560 | PA      | $683719.50    | 0.01%             | 2055-09-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38380YS48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     219288 | PA      | $175214.09    | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                                   | Deutsche Alt-B Securities Mortgage Loan Trust Series 2007-AB1                    | CUSIP: 25151WAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   43183619 | PA      | $1862844.18   | 0.02%             | 2037-04-25      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                           | Norfolk Southern Corp                                                            | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     157000 | PA      | $161712.13    | 0.00%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                    | CD 2016-CD1 Mortgage Trust                                                       | CUSIP: 12514MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   45113000 | PA      | $86429.74     | 0.00%             | 2049-08-10      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3644000 | PA      | $3734000.64   | 0.04%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                         | CURRENCY CONTRACT - MXN                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $237582.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 29                                  | Octagon Investment Partners 29 Ltd                                               | CUSIP: 67591JAU6<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | KY        |   13850000 | PA      | $13879362.00  | 0.14%             | 2037-07-18      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2025-6                                                    | CUSIP: 81749YCK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4239468 | PA      | $4219016.83   | 0.04%             | 2055-07-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2022-2                                                  | CUSIP: 46655DCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1368405 | PA      | $1125857.82   | 0.01%             | 2052-08-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                               | Kinder Morgan Inc                                                                | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    4044000 | PA      | $4124564.08   | 0.04%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                              | Boston Gas Co                                                                    | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    1899000 | PA      | $2007294.58   | 0.02%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae I Pool                                                                | CUSIP: 3617AT2L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     511344 | PA      | $504749.35    | 0.01%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GPYP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1273592 | PA      | $1267746.70   | 0.01%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                        | Occidental Petroleum Corp                                                        | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1638000 | PA      | $1678316.09   | 0.02%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31398PJS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     653004 | PA      | $69562.01     | 0.00%             | 2050-04-25      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                       | Aetna Inc                                                                        | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    1279000 | PA      | $1408544.90   | 0.01%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                              | BSPRT 2025-FL12 Issuer LLC                                                       | CUSIP: 05619BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5007654.25   | 0.05%             | 2043-01-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ABDT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1255155 | PA      | $1378416.60   | 0.01%             | 2042-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FVX64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   39124759 | PA      | $7893054.31   | 0.08%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                    | NNN REIT Inc                                                                     | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    3566000 | PA      | $3598133.40   | 0.04%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A1Z30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     153239 | PA      | $161419.18    | 0.00%             | 2037-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396QLY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3531783 | PA      | $3602126.91   | 0.04%             | 2049-02-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                           | Norfolk Southern Corp                                                            | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     910000 | PA      | $960536.73    | 0.01%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1910000 | PA      | $2025706.02   | 0.02%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2019-B12 Mortgage Trust                                                | CUSIP: 08162FAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   46863582 | PA      | $1152584.03   | 0.01%             | 2052-08-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GXH53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      97253 | PA      | $96715.99     | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H0HT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16543584 | PA      | $2506549.89   | 0.03%             | 2041-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Castle Hill INGOTS Ltd                                          | CSTL Commercial Mortgage Trust 2025-GATE2                                        | CUSIP: 12676JAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2494347.25   | 0.03%             | 2042-11-10      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36194U2W2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2412493 | PA      | $2183315.96   | 0.02%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                                        | American Airlines 2016-2 Class AA Pass Through Trust                             | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2094264 | PA      | $2049776.32   | 0.02%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                           | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    3321000 | PA      | $3431228.67   | 0.03%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                             | Delta Air Lines Inc                                                              | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    3937000 | PA      | $4047503.36   | 0.04%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                        | Vistra Operations Co LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2795000 | PA      | $2761291.46   | 0.03%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FNKT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     606535 | PA      | $421261.97    | 0.00%             | 2049-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC Holdings PLC                                                                | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2450000 | PA      | $2242355.57   | 0.02%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140KDNS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15446 | PA      | $13215.23     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                        | Flex Ltd                                                                         | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    4322000 | PA      | $4416254.61   | 0.04%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382AYS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   33100232 | PA      | $7177394.63   | 0.07%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                            | SCG Trust 2025-SNIP                                                              | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10030942.00  | 0.10%             | 2042-09-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2020-R02                                     | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4578457 | PA      | $4657944.05   | 0.05%             | 2040-01-25      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36194TPL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     576055 | PA      | $524886.47    | 0.01%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mill City Solar Loan 2019-2 Lt                                  | Mill City Solar Loan 2019-2 Ltd                                                  | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2572484 | PA      | $2350117.33   | 0.02%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                    | Comcast Corp                                                                     | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1554000 | PA      | $1385896.78   | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ALUN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3858475 | PA      | $558702.38    | 0.01%             | 2044-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                     | Southern Co/The                                                                  | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    4114000 | PA      | $4071114.43   | 0.04%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WESG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2480880 | PA      | $2403329.58   | 0.02%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-2                    | CUSIP: 35563PKA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1402683 | PA      | $1231746.44   | 0.01%             | 2058-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                    | Synopsys Inc                                                                     | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    2338000 | PA      | $2390935.87   | 0.02%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC 0126                                                | EQUIFAX INC 0126                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19965836.00  | 0.20%             | 2026-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan As                                  | Chase Funding Trust Series 2003-5                                                | CUSIP: 161546GR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      22268 | PA      | $22349.28     | 0.00%             | 2033-07-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381W2F4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     416445 | PA      | $310106.56    | 0.00%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)                 | LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)                                  | CUSIP: 51502BAQ4<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1400833.10   | 0.01%             | 2026-03-11      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2025-VLT6                                                               | CUSIP: 12433KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7200000 | PA      | $7199231.76   | 0.07%             | 2042-03-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GPYN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1792530 | PA      | $1787140.88   | 0.02%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                        | OBX 2019-INV2 Trust                                                              | CUSIP: 67112VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     226747 | PA      | $212431.90    | 0.00%             | 2049-05-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1403000 | PA      | $1393783.30   | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                          | Cadence Design Systems Inc                                                       | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    3351000 | PA      | $3368927.08   | 0.03%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                        | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1201381.84   | 0.01%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Broad River BSL Funding CLO Lt                                  | Broad River Bsl Funding Clo Ltd 2020-1                                           | CUSIP: 11124TAJ3<br>LEI: 5493000KEEYM16WOW109 | Long             | ABS-CBDO         | CORP              | KY        |    7570000 | PA      | $7573671.45   | 0.08%             | 2034-07-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                         | Hyundai Capital America                                                          | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2486000 | PA      | $2566844.79   | 0.03%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                          | Diamondback Energy Inc                                                           | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1097000 | PA      | $858317.50    | 0.01%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DV7L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3512757 | PA      | $2999621.16   | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust                   | CUSIP: 92922F2N7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     820591 | PA      | $798098.35    | 0.01%             | 2045-08-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                    | Comcast Corp                                                                     | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1668000 | PA      | $1450782.15   | 0.01%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                                        | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1123000 | PA      | $1079367.41   | 0.01%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                | BAT Capital Corp                                                                 | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1359000 | PA      | $1443223.78   | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3623042.51   | 0.04%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                            | Cleveland-Cliffs Inc                                                             | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3764829.49   | 0.04%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CONCORD MINUTEMEN CAPITAL COMPANY, LLC                          | CONCORD MINUTEME 0126                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   50000000 | PA      | $49953240.00  | 0.51%             | 2026-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                             | Global Payments Inc                                                              | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    5904000 | PA      | $5876829.91   | 0.06%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                         | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    2160000 | PA      | $2260705.68   | 0.02%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                      | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    3760000 | PA      | $3658724.40   | 0.04%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                           | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    2285000 | PA      | $2457076.50   | 0.02%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381XN69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     532322 | PA      | $395229.92    | 0.00%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31335BXA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3357173 | PA      | $3061326.00   | 0.03%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DXM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1694327 | PA      | $1505690.47   | 0.02%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                        | Midcap Financial Issuer Trust                                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1947844.08   | 0.02%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Tru                                  | THPT 2023-THL Mortgage Trust                                                     | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4418311 | PA      | $4475557.18   | 0.05%             | 2034-12-10      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | Wells Fargo & Co                                                                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10444000 | PA      | $10950847.01  | 0.11%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                         | Marathon Petroleum Corp                                                          | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    2897000 | PA      | $2982781.01   | 0.03%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| BERRY GLOBAL INC                                                | Berry Global Inc                                                                 | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    3668000 | PA      | $3572694.65   | 0.04%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| CMS ENERGY CORP                                                 | CMS Energy Corp                                                                  | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    1274000 | PA      | $1175809.76   | 0.01%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                | Ryder System Inc                                                                 | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    2756000 | PA      | $2872934.93   | 0.03%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Sunnova Sol Issuer,LLC                                          | Sunnova Sol II Issuer LLC                                                        | CUSIP: 86745PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6786055 | PA      | $5852534.26   | 0.06%             | 2055-11-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                  | Lowe's Cos Inc                                                                   | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     227000 | PA      | $222680.44    | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                               | GXO Logistics Inc                                                                | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    1032000 | PA      | $1088310.79   | 0.01%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H0UH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   53900522 | PA      | $7580146.23   | 0.08%             | 2051-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CALI Mortgage Trust                                             | Cali 2024-Sun                                                                    | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4010894.00   | 0.04%             | 2041-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31398GM71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2082386 | PA      | $192971.47    | 0.00%             | 2040-02-25      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                        | Take-Two Interactive Software Inc                                                | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    2017000 | PA      | $2089055.81   | 0.02%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179X5G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1723722 | PA      | $1729095.10   | 0.02%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38379TUB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23427186 | PA      | $1957664.68   | 0.02%             | 2046-01-20      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                  | Rocket Cos Inc                                                                   | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3900000 | PA      | $4027287.34   | 0.04%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QNKY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     624962 | PA      | $573552.12    | 0.01%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3133THLK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15569 | PA      | $15738.20     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13413064 | PA      | $11584959.11  | 0.12%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                    | Broadcom Inc                                                                     | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1204698.94   | 0.01%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 AA PTT                                        | United Airlines 2016-2 Class AA Pass Through Trust                               | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2658774 | PA      | $2566479.35   | 0.03%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                         | Duke Energy Florida LLC                                                          | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    2801000 | PA      | $2535285.43   | 0.03%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2691000 | PA      | $2174353.43   | 0.02%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                      | AbbVie Inc                                                                       | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1668000 | PA      | $1697123.16   | 0.02%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6386151 | PA      | $6155016.06   | 0.06%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                         | Public Service Electric and Gas Co                                               | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1318000 | PA      | $1358301.40   | 0.01%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                | Ryder System Inc                                                                 | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    2007000 | PA      | $2054666.69   | 0.02%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                    | Broadcom Inc                                                                     | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2417000 | PA      | $2494507.85   | 0.03%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ATMP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10638072 | PA      | $881318.52    | 0.01%             | 2046-09-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finan                                  | Trafigura Securitisation Finance PLC                                             | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |   12450000 | PA      | $12613991.40  | 0.13%             | 2027-11-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EHDC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     130488 | PA      | $131044.82    | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                         | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $2077313.27   | 0.02%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7129000 | PA      | $6786611.95   | 0.07%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                        | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1714379.23   | 0.02%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                      | BFLD Trust 2025-EWEST                                                            | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7511424.00   | 0.08%             | 2042-06-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                   | McKesson Corp                                                                    | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    3007000 | PA      | $3110112.13   | 0.03%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FXHU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24978492 | PA      | $4649020.69   | 0.05%             | 2050-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140FUZA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2972870 | PA      | $2693269.02   | 0.03%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2019-8                                                  | CUSIP: 46591KBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     197287 | PA      | $178698.22    | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -134212000 | NC      | $15801.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A03G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6446908 | PA      | $6385050.33   | 0.06%             | 2041-09-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DVL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4147323 | PA      | $3425475.37   | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                    | Broadcom Inc                                                                     | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2779000 | PA      | $2785333.37   | 0.03%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                                   | SoftBank Corp                                                                    | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |    3085000 | PA      | $3097489.59   | 0.03%             | 2030-07-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                             | NatWest Markets PLC                                                              | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    5022000 | PA      | $5212106.81   | 0.05%             | 2029-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A5VZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     603272 | PA      | $590531.85    | 0.01%             | 2042-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust                                  | ONNI Commerical Mortgage Trust 2024-APT                                          | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2550608.25   | 0.03%             | 2039-07-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                    | Evergy Metro Inc                                                                 | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    1773000 | PA      | $1636146.30   | 0.02%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| ASTRAZENECA FINANCE LLC                                         | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    4760000 | PA      | $4928185.13   | 0.05%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3                    | CUSIP: 35563PSU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     783216 | PA      | $732882.44    | 0.01%             | 2060-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                  | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2545000 | PA      | $2656646.61   | 0.03%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                             | Cardinal Health Inc                                                              | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    3981000 | PA      | $4007581.97   | 0.04%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QFZ51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3006185 | PA      | $2580618.08   | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382BGQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16628190 | PA      | $1998830.71   | 0.02%             | 2049-12-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31388KW40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6924 | PA      | $7188.44      | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ETKN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     376995 | PA      | $348829.42    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                          | Verizon Communications Inc                                                       | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5965000 | PA      | $5897532.57   | 0.06%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY                                  | TIAA CLO I Ltd                                                                   | CUSIP: 87271LAY8<br>LEI: 549300SWQCCOXV4X1761 | Long             | ABS-CBDO         | CORP              | KY        |    5509169 | PA      | $5509444.72   | 0.06%             | 2031-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                   | McKesson Corp                                                                    | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    3759000 | PA      | $3866040.46   | 0.04%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| REMIC FUNDING TRUST 98-1                                        | Redwood Funding Trust 2025-2                                                     | CUSIP: 75806EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1491692 | PA      | $1504123.46   | 0.02%             | 2055-10-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2020-B17 Mortgage Trust                                                | CUSIP: 08162MAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24980095 | PA      | $1035429.92   | 0.01%             | 2053-03-15      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2015-3                                                    | CUSIP: 81746LCD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     982625 | PA      | $798007.63    | 0.01%             | 2045-07-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BKEC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15111625 | PA      | $2140021.41   | 0.02%             | 2051-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A9D52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     288503 | PA      | $296051.50    | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                              | Honda Motor Co Ltd                                                               | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    6112000 | PA      | $6191038.73   | 0.06%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31335BXB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2755735 | PA      | $2506920.47   | 0.03%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                        | Occidental Petroleum Corp                                                        | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     943000 | PA      | $902482.21    | 0.01%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| FannieMae Grantor Trust                                         | Fannie Mae Grantor Trust 1998-T2                                                 | CUSIP: 31359U4M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1874 | PA      | $1873.48      | 0.00%             | 2032-01-25      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                | GWT 2024-WLF2                                                                    | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4250000 | PA      | $4267045.90   | 0.04%             | 2041-05-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                           | Truist Financial Corp                                                            | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1440324.92   | 0.01%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                                            | Royal Bank of Canada                                                             | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2829000 | PA      | $2866616.73   | 0.03%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A2VA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45853 | PA      | $43771.60     | 0.00%             | 2041-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133KLZW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28697423 | PA      | $23362010.16  | 0.24%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                              | Realty Income Corp                                                               | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     592000 | PA      | $592441.87    | 0.01%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                        | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     720000 | PA      | $741777.12    | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                                 | Oaktree CLO 2023-1 Ltd                                                           | CUSIP: 67389DAN1<br>LEI: 254900WZ1Z6PQ6U3P013 | Long             | ABS-CBDO         | CORP              | JE        |    6000000 | PA      | $6035910.00   | 0.06%             | 2038-04-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132L8QW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     475533 | PA      | $462679.94    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XJC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     968290 | PA      | $996240.04    | 0.01%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38378FZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      59616 | PA      | $56245.99     | 0.00%             | 2043-02-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                          | Verizon Communications Inc                                                       | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4580000 | PA      | $4525147.17   | 0.05%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                              | Wendy's Funding LLC                                                              | CUSIP: 95058XAH1<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    7743081 | PA      | $7553676.28   | 0.08%             | 2049-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                 | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     463000 | PA      | $415547.72    | 0.00%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2016-CR28 Mortgage Trust                                                    | CUSIP: 12593YBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3986032 | PA      | $1668.15      | 0.00%             | 2049-02-10      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3617LMNZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4429955 | PA      | $4050661.19   | 0.04%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                        | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    4294000 | PA      | $4648813.22   | 0.05%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| ROCKET COS INC                                                  | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1954740.32   | 0.02%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WJQ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1304899 | PA      | $1184636.00   | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A1KE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5398729 | PA      | $5399971.56   | 0.05%             | 2041-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NXPT Commercial Mortgage Trust                                  | NXPT Commercial Mortgage Trust 2024-STOR                                         | CUSIP: 67119YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8000000 | PA      | $7945449.60   | 0.08%             | 2041-11-05      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                              | Wind River 2021-2 CLO Ltd                                                        | CUSIP: 97315VAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8300000 | PA      | $8305187.50   | 0.08%             | 2034-07-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                           | Truist Financial Corp                                                            | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    2230000 | PA      | $2373647.41   | 0.02%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                | BAT Capital Corp                                                                 | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    3462000 | PA      | $3191221.64   | 0.03%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19859570 | PA      | $16955946.94  | 0.17%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                     | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    3250000 | PA      | $3524300.00   | 0.04%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2025-V16 Mortgage Trust                                                | CUSIP: 08164RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5015770.00   | 0.05%             | 2058-08-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                               | Johnson & Johnson                                                                | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1782000 | PA      | $1620413.75   | 0.02%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                           | Quest Diagnostics Inc                                                            | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     824000 | PA      | $780015.70    | 0.01%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36193BMR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     495578 | PA      | $476935.09    | 0.00%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                     | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    8425000 | PA      | $8985262.50   | 0.09%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                        | Florida Power & Light Co                                                         | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1569000 | PA      | $1602078.99   | 0.02%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WCORE Commercial Mortgage Trus                                  | WCORE Commercial Mortgage Trust 2024-CORE                                        | CUSIP: 951913AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4750000 | PA      | $4761906.35   | 0.05%             | 2041-11-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DV5W1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      29505 | PA      | $25248.50     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325WG48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4082049 | PA      | $759269.41    | 0.01%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140HEKA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     574307 | PA      | $537605.62    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2306000 | PA      | $2129615.19   | 0.02%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VTR Commercial Mortgage Trust                                   | VTR Commercial Mortgage Trust 2025-STEM                                          | CUSIP: 92890YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $7024476.20   | 0.07%             | 2039-10-13      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                   | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1624259.26   | 0.02%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                                        | J.P. Morgan Mortgage Trust 2023-8                                                | CUSIP: 46657CAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2220236 | PA      | $2218530.16   | 0.02%             | 2054-02-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                        | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3624842.03   | 0.04%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                         | BDS 2025-FL16 LLC                                                                | CUSIP: 05556XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9000000 | PA      | $9011265.30   | 0.09%             | 2043-07-19      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX 2024-BRVE                                                                     | CUSIP: 05612KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7651238 | PA      | $7671140.78   | 0.08%             | 2041-04-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B0RZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5373851 | PA      | $4428493.71   | 0.04%             | 2048-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                    | CSMC Series 2008-2R                                                              | CUSIP: 225492AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     528290 | PA      | $458138.51    | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31394AJV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     399062 | PA      | $416418.88    | 0.00%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                          | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    2920000 | PA      | $3157559.81   | 0.03%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1048000 | PA      | $994563.42    | 0.01%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY                                                  | SIMON PROPERTY G 0126                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24938320.00  | 0.25%             | 2026-01-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                        | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    3820000 | PA      | $3963735.60   | 0.04%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                           | Quest Diagnostics Inc                                                            | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1495433.80   | 0.02%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                              | Sunnova Helios XI Issuer LLC                                                     | CUSIP: 86746AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11859492 | PA      | $10897021.67  | 0.11%             | 2050-05-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                        | Republic of South Africa Government International Bond                           | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2800000 | PA      | $2885414.00   | 0.03%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust                                                      | PRM5 Trust 2025-PRM5                                                             | CUSIP: 693980AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3003496.50   | 0.03%             | 2033-03-10      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XJY49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2749149 | PA      | $2662592.28   | 0.03%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1800011.00   | 0.02%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| FOUNDRY JV HOLDCO LLC                                           | Foundry JV Holdco LLC                                                            | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    5748000 | PA      | $6047165.52   | 0.06%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                     | Southern Co/The                                                                  | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    3166000 | PA      | $3218985.83   | 0.03%             | 2027-08-01      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38377VFU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     577406 | PA      | $578591.90    | 0.01%             | 2041-02-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2024-R03                                     | CUSIP: 207941AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3200000 | PA      | $3316141.44   | 0.03%             | 2044-03-25      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                        | Bayview MSR Opportunity Master Fund Trust 2021-INV2                              | CUSIP: 07336NAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2282269 | PA      | $2119493.16   | 0.02%             | 2051-12-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                           | Quest Diagnostics Inc                                                            | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     801000 | PA      | $737511.63    | 0.01%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Symphony CLO Ltd                                                | Symphony CLO XVI Ltd                                                             | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |    5950606 | PA      | $5953849.17   | 0.06%             | 2031-10-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325WG30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3772984 | PA      | $676228.01    | 0.01%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2019-1                                                  | CUSIP: 46650HAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     120500 | PA      | $113078.82    | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     313204 | PA      | $293482.20    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                       | GATX Corp                                                                        | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     730000 | PA      | $743294.48    | 0.01%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| Cantor Commercial Real Estate                                   | Cantor Commercial Real Estate Lending 2019-CF3                                   | CUSIP: 12529TBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4259000 | PA      | $3784208.81   | 0.04%             | 2053-01-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2019-GC39                                           | CUSIP: 36260JAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3261000 | PA      | $2970578.27   | 0.03%             | 2052-05-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                   | Boeing Co/The                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     387000 | PA      | $434940.93    | 0.00%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                             | BHMS Commercial Mortgage Trust 2025-ATLS                                         | CUSIP: 088928AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9000000 | PA      | $9034656.30   | 0.09%             | 2042-08-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                                        | AmeriTex HoldCo Intermediate LLC                                                 | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1889844.41   | 0.02%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SunRun Athena Issuer                                            | Sunrun Athena Issuer 2018-1 LLC                                                  | CUSIP: 86772DAA4<br>LEI: 5493001ZI15Y2FZFMI30 | Long             | ABS-O            | CORP              | US        |    3790439 | PA      | $3696913.37   | 0.04%             | 2049-04-30      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                            | Prologis Targeted US Logistics Fund LP                                           | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    4075000 | PA      | $4200283.96   | 0.04%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2018-1                                                  | CUSIP: 46648RBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2051603 | PA      | $1877901.00   | 0.02%             | 2048-06-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                            | FS Rialto 2021-FL3                                                               | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1947255 | PA      | $1945144.28   | 0.02%             | 2036-11-16      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B1JS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1441911 | PA      | $219048.00    | 0.00%             | 2043-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                        | OCP SA                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    6800000 | PA      | $7350460.00   | 0.07%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132L9Y82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     180016 | PA      | $179122.93    | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137F9AV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   49039120 | PA      | $10941257.82  | 0.11%             | 2050-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    6073000 | PA      | $6314614.37   | 0.06%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3622AAEV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4376446 | PA      | $4048610.06   | 0.04%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** Voya Funds Trust

**Signature:** Dorothy Roman

**Name of Signer:** Dorothy Roman

**Title:** Vice President, Fund Administration