# EDGAR Filing Document

**Accession Number:** 0000002646
**File Stem:** 0000940400-26-023151
**Filing Date:** 2026-6
**Character Count:** 915228
**Document Hash:** e7abcf3fb00a38aa995e994115d6a32a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-023151.hdr.sgml**: 20260601

**ACCESSION NUMBER**: 0000940400-26-023151

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260601

**DATE AS OF CHANGE**: 20260601

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Voya INTERMEDIATE BOND PORTFOLIO
- **CENTRAL INDEX KEY:** 0000002646

**ORGANIZATION NAME:**
- **EIN:** 060891902
- **STATE OF INCORPORATION:** CT
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02361
- **FILM NUMBER:** 261049147

**BUSINESS ADDRESS:**
- **STREET 1:** ING FUNDS SERVICES
- **STREET 2:** 7337 E. DOUBLETREE RANCH ROAD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258
- **BUSINESS PHONE:** 480-477-3000

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING INTERMEDIATE BOND PORTFOLIO
- **DATE OF NAME CHANGE:** 20090508

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING VP INTERMEDIATE BOND PORTFOLIO
- **DATE OF NAME CHANGE:** 20041124

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING VP BOND PORTFOLIO
- **DATE OF NAME CHANGE:** 20020501

## Series and Classes Contracts Data

### Voya Intermediate Bond Portfolio (Series ID: S000008760)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000023849 | Class ADV    | IIBPX           |
| C000028784 | Class I      | IPIIX           |
| C000028785 | Class S      | IPISX           |
| C000074893 | Class S2     | IIBTX           |

## 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 Intermediate Bond Portfolio

- **b. Investment Company Act file number:** 811-02361

- **c. CIK number of Registrant:** 0000002646

- **d. LEI of Registrant:** GP0L16R6Y5YV83C5QZ60

- **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 PORTFOLIO

- **b. EDGAR series identifier (if any):** S000008760

- **c. LEI of Series:** GP0L16R6Y5YV83C5QZ60

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $982991459.41

**Total Liabilities:** $72631221.93

**Net Assets:** $910360237.48

**Delayed Delivery Securities:** $3300000.00

**Stand-by Commitments:** $43427376.36

**Cash Not Reported:** $5206093.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -243.09704000 | **1-Year:** 15693.99357000 | **5-Year:** 146282.66856000 | **10-Year:** 69145.77863000 | **30-Year:** 6431.45128000

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

- **3-Month:** 104.77575000 | **1-Year:** 4770.38836000 | **5-Year:** 13517.36822000 | **10-Year:** 1786.14069000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000028784 | 0.40%                | 1.63%                | -1.93%               |
| Class ID C000023849 | 0.36%                | 1.61%                | -2.00%               |
| Class ID C000028785 | 0.38%                | 1.62%                | -1.96%               |
| Class ID C000074893 | 0.37%                | 1.61%                | -1.99%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2109983.31              | $-2163721.84                               |
| Month 2  | $567120.60               | $8687286.28                                |
| Month 3  | $547827.27               | $-18739026.89                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Liberty Utilities Co. (Delaware)                                                     | AQNCN 5.869 01/31/34 144A                                                   | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    275000 | PA      | $285472.69    | 0.03%             | 2034-01-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 846880                                                                   | CUSIP: 31408B2M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       234 | PA      | $239.53       | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | META 5.625 11/15/55 .                                                       | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    330000 | PA      | $309559.77    | 0.03%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                          | 10-Year T-Note Futures, Jun-2026,ETH                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       190 | NC      | $41810.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                                                            | MSCI 3.625 09/01/30 144A                                                    | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    393000 | PA      | $371652.83    | 0.04%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Company                                                              | SON 4.6 09/01/29                                                            | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    216000 | PA      | $215458.13    | 0.02%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 923877                                                                   | CUSIP: 31412FM26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       542 | PA      | $560.87       | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 572672                                                                   | CUSIP: 31386TFM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       134 | PA      | $136.76       | 0.00%             | 2031-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AH7521                                                                   | CUSIP: 3138A9LB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28149 | PA      | $27873.02     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS USD                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $28945.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 5.3 05/15/35                                                           | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    291000 | PA      | $293531.12    | 0.03%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE8152                                                                   | CUSIP: 31419KBW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12371 | PA      | $12250.10     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                              | ETR 5 09/01/33                                                              | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160695.61    | 0.02%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 5.2 04/15/32                                                           | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     93000 | PA      | $95232.95     | 0.01%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 943466                                                                   | CUSIP: 31413ETX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7312 | PA      | $7554.89      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 2815 GS                                                                 | CUSIP: 31395ADQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1482863 | PA      | $87102.54     | 0.01%             | 2034-03-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 2.35 01/08/31                                                            | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    298000 | PA      | $265589.59    | 0.03%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 705997                                                                   | CUSIP: 36297AKJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28087 | PA      | $28688.24     | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3575 ST                                                                 | CUSIP: 31398JUG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1695218 | PA      | $169259.74    | 0.02%             | 2039-04-15      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 6 06/01/63                                                              | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20890.35     | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 544201                                                                   | CUSIP: 36212URW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10095 | PA      | $10205.49     | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                                     | FE 2.75 03/01/32 144A                                                       | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     39000 | PA      | $35051.66     | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                      | CRM 4.9 09/15/31                                                            | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    432000 | PA      | $431490.34    | 0.05%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q04674                                                                   | CUSIP: 3132GK2F2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    411843 | PA      | $397151.37    | 0.04%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 938531                                                                   | CUSIP: 31412YEC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1077 | PA      | $1101.60      | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                        | SPLLLC 4.2 03/15/28                                                         | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    268000 | PA      | $266989.11    | 0.03%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                     | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        | -24944000 | NC      | $24028.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 974321                                                                   | CUSIP: 31414R4E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16425 | PA      | $16928.11     | 0.00%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q32095                                                                   | CUSIP: 3132QNKH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1685143 | PA      | $1585223.39   | 0.17%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 5.4 07/30/36                                                           | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    378000 | PA      | $375395.61    | 0.04%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB1545                                                                   | CUSIP: 31416WWF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15243 | PA      | $15093.98     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GSAT TRUST 2025-BMF                                                                  | GSAT 2025-BMF B                                                             | CUSIP: 36271XAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $999010.00    | 0.11%             | 2040-07-16      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 849855                                                                   | CUSIP: 31408FE47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1777 | PA      | $1831.71      | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wind River 2016-1K Clo Ltd.                                                          | WINDR 2016-1KRA BR3                                                         | CUSIP: 97314DAS7<br>LEI: 5493007RTV1I163M1B07 | Long             | ABS-CBDO         | CORP              | KY        |   1240000 | PA      | $1233847.12   | 0.14%             | 2034-10-16      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 2.55 02/15/31                                                          | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15452.63     | 0.00%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CME Group Inc.                                                                       | CME 4.4 03/15/30                                                            | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    440000 | PA      | $441514.95    | 0.05%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G04145                                                                   | CUSIP: 3128M55E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3125 | PA      | $3230.62      | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A86228                                                                   | CUSIP: 3129324M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9812 | PA      | $10224.12     | 0.00%             | 2039-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                       | CWALT 2005-53T2 2A6                                                         | CUSIP: 12668AKU8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    541417 | PA      | $266466.80    | 0.03%             | 2035-11-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS ZAR                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-8110.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 906885                                                                   | CUSIP: 31411FRE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8710 | PA      | $8977.46      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q36104                                                                   | CUSIP: 3132QSYA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    578475 | PA      | $557066.03    | 0.06%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2014-56 SP                                                              | CUSIP: 38379BCY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2546037 | PA      | $162805.72    | 0.02%             | 2039-12-16      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Natwest Markets PLC                                                                  | NWG 5.41 05/17/29 144A                                                      | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    558000 | PA      | $572984.72    | 0.06%             | 2029-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2014-3 EP                                                               | CUSIP: 38378YYW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2484019 | PA      | $2395107.19   | 0.26%             | 2043-02-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 797443                                                                   | CUSIP: 31405R5C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11040 | PA      | $11355.31     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4194 GI                                                                 | CUSIP: 3137B1JS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    318069 | PA      | $47319.24     | 0.01%             | 2043-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 969754                                                                   | CUSIP: 31414LZT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1001 | PA      | $994.26       | 0.00%             | 2038-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $181727.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                  | SWOP IRS EUR                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  -4945000 | NC      | $-114.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 256844                                                                   | CUSIP: 31371NHV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18787 | PA      | $19430.94     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHS 228 IO                                                                  | CUSIP: 31282YDP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2742494 | PA      | $396999.43    | 0.04%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 2.45 02/21/30                                                          | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     53000 | PA      | $49231.63     | 0.01%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 836527                                                                   | CUSIP: 31407PLG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       286 | PA      | $294.67       | 0.00%             | 2035-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BC3479                                                                   | CUSIP: 3140EX2M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2117821 | PA      | $1989127.49   | 0.22%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cameron LNG LLC                                                                      | CAMLNG 2.902 07/15/31 144A                                                  | CUSIP: 133434AA8<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     63000 | PA      | $57720.04     | 0.01%             | 2031-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 20 LTD                                                                 | BALLY 2022-20A A1A3                                                         | CUSIP: 05876CBJ1<br>LEI: 254900WX8CA21F2QI356 | Long             | ABS-CBDO         | CORP              | KY        |   2300000 | PA      | $2296573.00   | 0.25%             | 2036-10-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 5.834 02/20/31                                                       | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    122000 | PA      | $127708.89    | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 988580                                                                   | CUSIP: 31415TFV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       591 | PA      | $620.27       | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G03432                                                                   | CUSIP: 3128M5ED8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15303 | PA      | $15820.39     | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 4.125 08/17/27                                                            | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    611000 | PA      | $603272.48    | 0.07%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                                   | EOG 5 07/15/32                                                              | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    477000 | PA      | $483114.63    | 0.05%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2023-17 LTD                                                            | AWPT 2023-17A BR                                                            | CUSIP: 28624DAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1300000 | PA      | $1291165.20   | 0.14%             | 2036-10-20      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                             | DE 4.9 03/07/31 MTN                                                         | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    394000 | PA      | $402377.62    | 0.04%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                          | OVV 5.65 05/15/28                                                           | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    112000 | PA      | $115033.29    | 0.01%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL6134                                                                   | CUSIP: 3138ENY86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1001182 | PA      | $917213.08    | 0.10%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AD6432                                                                   | CUSIP: 31418UEE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29852 | PA      | $29559.26     | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 257006                                                                   | CUSIP: 31371NNX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       461 | PA      | $464.29       | 0.00%             | 2027-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP                                                                    | NWE 5.073 03/21/30 144A                                                     | CUSIP: 66807TAA0<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    559000 | PA      | $568133.61    | 0.06%             | 2030-03-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 904267                                                                   | CUSIP: 31411CTY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5773 | PA      | $5988.69      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2005-AR5                              | SAMI 2005-AR5 A2                                                            | CUSIP: 86359LPE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28920 | PA      | $28134.27     | 0.00%             | 2035-07-19      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                           | OXY 6.2 03/15/40                                                            | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163529.44    | 0.02%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO 32 LTD                                                              | SIXST 2026-32A C                                                            | CUSIP: 83012YAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3300000 | PA      | $3303781.80   | 0.36%             | 2039-04-21      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHS 347 C30                                                                 | CUSIP: 31325WHB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5346573 | PA      | $829870.54    | 0.09%             | 2044-02-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 253951                                                                   | CUSIP: 31371KBU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2704 | PA      | $2780.99      | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 4 11/13/30                                                                | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    616000 | PA      | $573526.62    | 0.06%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AD8315                                                                   | CUSIP: 31418WGZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35267 | PA      | $34921.97     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Autozone, Inc.                                                                       | Autozone, Inc. 0% CP 07/04/2026                                             | CUSIP: 05333UD72<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3996951.20   | 0.44%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2009-106 SU                                                             | CUSIP: 38376JFX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3250073 | PA      | $270274.90    | 0.03%             | 2037-05-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                   | R 5.375 03/15/29 MTN                                                        | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41969.57     | 0.00%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN V5.75 07/15/80 20-A                                                   | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    234000 | PA      | $233697.25    | 0.03%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                                                        | QCOM 4.75 05/20/32                                                          | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191106.17    | 0.02%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 898415                                                                   | CUSIP: 31410VDU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15533 | PA      | $16325.04     | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc.                                                         | RJF 5.65 09/11/55                                                           | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    717000 | PA      | $679360.17    | 0.07%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS USD                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-1299.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Huntington National Bank Maryland                                                    | HBAN V4.871 04/12/28                                                        | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    399000 | PA      | $400426.62    | 0.04%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.9 07/15/32                                                           | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    332000 | PA      | $335024.46    | 0.04%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2025-4 LTD                                                   | BCC 2025-4A C                                                               | CUSIP: 05686GAG9<br>LEI: 254900GF7KVMBCIIVA18 | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1601232.00   | 0.18%             | 2039-01-18      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2009-19 PW                                                              | CUSIP: 31397NUJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    664949 | PA      | $665877.21    | 0.07%             | 2036-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ipalco Enterprises Inc.                                                              | AES 4.25 05/01/30                                                           | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53020.08     | 0.01%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LSEG US Finance Corp                                                                 | LSELN 4.875 03/28/27 144A                                                   | CUSIP: 50222CAA8<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    365000 | PA      | $366768.60    | 0.04%             | 2027-03-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 995868                                                                   | CUSIP: 31416CJM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8741 | PA      | $9009.60      | 0.00%             | 2039-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 650385                                                                   | CUSIP: 36292JRE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2605 | PA      | $2598.46      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A65310                                                                   | CUSIP: 3128KV3T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95521 | PA      | $100384.44    | 0.01%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.2 07/15/36                                                          | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     61000 | PA      | $51170.03     | 0.01%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                          | SWOP CDS CDX.NA.HY.45.V2                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |   -900000 | NC      | $-6549.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE3723                                                                   | CUSIP: 31419ED55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48663 | PA      | $48176.14     | 0.01%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 928388                                                                   | CUSIP: 31412LND8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2399 | PA      | $2514.70      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 972305                                                                   | CUSIP: 31414PU64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13589 | PA      | $14262.73     | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings, LLC                                                | CHCOCH 3.7 11/15/29                                                         | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7774.87      | 0.00%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 878174                                                                   | CUSIP: 31409TT73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       231 | PA      | $238.80       | 0.00%             | 2036-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 931837                                                                   | CUSIP: 31412QHN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49833 | PA      | $49345.31     | 0.01%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V6.125 PERP GG                                                          | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    504000 | PA      | $506030.46    | 0.06%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 708404                                                                   | CUSIP: 36297DAD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1284 | PA      | $1311.38      | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                                | AON 5.125 03/01/27                                                          | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $125670.47    | 0.01%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 5.85 04/01/63                                                           | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17244.84     | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL8400                                                                   | CUSIP: 3138ETKN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    552487 | PA      | $506498.06    | 0.06%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 256022                                                                   | CUSIP: 31371MLB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       292 | PA      | $301.19       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 5.65 03/15/66                                                          | CUSIP: 00287YEJ4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    511000 | PA      | $498025.64    | 0.05%             | 2066-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                           | CARR 2.722 02/15/30                                                         | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    138000 | PA      | $128928.43    | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A88029                                                                   | CUSIP: 3129344N9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4618 | PA      | $4808.57      | 0.00%             | 2039-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARIOT BUYER LLC                                                                    | Chamberlain Group Term Loan B 300 2032-07-12                                | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    279497 | PA      | $277117.28    | 0.03%             | 2032-09-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                   | CNQCN 5.4 12/15/34                                                          | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    191000 | PA      | $193302.77    | 0.02%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                    | NWG V5.778 03/01/35                                                         | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    246000 | PA      | $254380.62    | 0.03%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 949068                                                                   | CUSIP: 31413LZ93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38446 | PA      | $40140.25     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 973243                                                                   | CUSIP: 31414QWC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11850 | PA      | $12255.79     | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CWMBS INC MORTGAGE PASS THROUGH CERTIFICATES SERIES 2003-J11                         | CWHL 2005-2 2A3                                                             | CUSIP: 12669GPT2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8818 | PA      | $8509.00      | 0.00%             | 2035-03-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3.5 04/15/31                                                           | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    311000 | PA      | $294239.40    | 0.03%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AH6144                                                                   | CUSIP: 3138A7ZJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21112 | PA      | $20890.68     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 357829                                                                   | CUSIP: 31376KPN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7472 | PA      | $7619.25      | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 6 11/30/65                                                               | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    445000 | PA      | $431545.25    | 0.05%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                           | AMT 5.5 03/15/28                                                            | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89568.94     | 0.01%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                                        | OGS 5.1 04/01/29                                                            | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    144000 | PA      | $146984.37    | 0.02%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                              | BASF SE 0% CP 29/06/2026                                                    | CUSIP: 05526MFV2<br>LEI: 529900PM64WH8AF1E917 | Long             | STIV             | CORP              | DE        |   4000000 | PA      | $3959000.00   | 0.43%             | 2026-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2024-20 KZ                                                              | CUSIP: 38384JE34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2265591 | PA      | $2283216.96   | 0.25%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3925 SD                                                                 | CUSIP: 3137AFGS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     81908 | PA      | $858.08       | 0.00%             | 2040-07-15      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 190367                                                                   | CUSIP: 31368HMQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29842 | PA      | $30811.14     | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTOWN 2025-STAY MORTGAGE TRUST                                                      | TOWN 2025-STAY D                                                            | CUSIP: 46117WAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2999855.70   | 0.33%             | 2042-03-17      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 527277                                                                   | CUSIP: 31384LXE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17216 | PA      | $17563.26     | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Voya Funds Trust                                                                     | Voya VACS Series HYB Fund                                                   | CUSIP: 92913L262<br>LEI: 5493002OZLWDCTJEFB81 | Long             | EC               | RF                | US        |   2903341 | NS      | $29526976.93  | 3.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 888638                                                                   | CUSIP: 31410GHP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44832 | PA      | $46290.62     | 0.01%             | 2037-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                                    | AIG 3.4 06/30/30                                                            | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    343000 | PA      | $327424.31    | 0.04%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                | IBM 5.2 02/10/35 ..                                                         | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    279000 | PA      | $280552.67    | 0.03%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank 2019-Bnk16                                                                      | BANK 2019-BN16 XA                                                           | CUSIP: 065405AJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10973914 | PA      | $211335.63    | 0.02%             | 2052-02-16      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corporation                                                    | SLB 5 11/15/29 144A                                                         | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    214000 | PA      | $216702.74    | 0.02%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 750762                                                                   | CUSIP: 31403KB77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       330 | PA      | $331.89       | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                       | INTNED V5.42 03/23/37                                                       | CUSIP: 456837BV4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    867000 | PA      | $864815.40    | 0.09%             | 2037-03-23      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |   9952000 | NC      | $22527.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 918299                                                                   | CUSIP: 31411YGG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16466 | PA      | $17232.26     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-10 TRUST      | WMALT 2006-AR10 A1                                                          | CUSIP: 93935YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1032103 | PA      | $515582.20    | 0.06%             | 2036-12-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 902630                                                                   | CUSIP: 31411AY33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16911 | PA      | $17748.78     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                              | BAH 3.875 09/01/28 144A                                                     | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    416000 | PA      | $405418.26    | 0.04%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO VI-B LT                                                  | BSP 2015-6BR BR                                                             | CUSIP: 08182DAQ7<br>LEI: 254900W9Z98050HPZO36 | Long             | ABS-CBDO         | CORP              | KY        |   1360000 | PA      | $1359630.08   | 0.15%             | 2038-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 3.9 06/01/52                                                           | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    395000 | PA      | $251699.98    | 0.03%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp.                                                            | MAIN 6.95 03/01/29                                                          | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    437000 | PA      | $449753.52    | 0.05%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 928206                                                                   | CUSIP: 31412LGP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50086 | PA      | $52564.37     | 0.01%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mckesson Corp.                                                                       | MCK 5.25 05/30/35                                                           | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    283000 | PA      | $288499.71    | 0.03%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pro Mach                                                                             | Pro Mach Term Loan B 275 2032-10-04                                         | CUSIP: 74273JAL7<br>LEI: 5493008SZGSVUCSNB151 | Long             | LON              | CORP              | US        |    199500 | PA      | $199288.13    | 0.02%             | 2032-10-16      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MORTGAGE SECURITIES I INC                                        | RFMSI 2003-S9 A1                                                            | CUSIP: 76111JZ72<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       473 | PA      | $477.57       | 0.00%             | 2032-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Caixabank S.A.                                                                       | CABKSM V5.673 03/15/30 144A                                                 | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    221000 | PA      | $227113.53    | 0.02%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AA8621                                                                   | CUSIP: 31416SSK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25065 | PA      | $24820.13     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 783815                                                                   | CUSIP: 31405AYL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       656 | PA      | $650.51       | 0.00%             | 2034-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BV3057                                                                   | CUSIP: 3140MGMF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1642906 | PA      | $1526186.98   | 0.17%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 865621                                                                   | CUSIP: 31409AVN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       329 | PA      | $332.19       | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 3.625 09/01/28                                                          | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    917000 | PA      | $903541.33    | 0.10%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 4.625 05/15/30                                                          | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    147000 | PA      | $148533.46    | 0.02%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE V3.8 03/15/82                                                           | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    371000 | PA      | $358434.68    | 0.04%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AJ1230                                                                   | CUSIP: 3138ASLL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7159 | PA      | $7089.00      | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                      | XEL 5.6 04/15/35                                                            | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    267000 | PA      | $271465.74    | 0.03%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 565183                                                                   | CUSIP: 36213U2Q2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11555 | PA      | $11658.28     | 0.00%             | 2037-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 697958                                                                   | CUSIP: 36296QMF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32748 | PA      | $33171.79     | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                               | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |  -1940000 | NC      | $16325.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AH3278                                                                   | CUSIP: 3138A4UC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46394 | PA      | $45474.12     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 995738                                                                   | CUSIP: 31416CEK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14447 | PA      | $14912.46     | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 690862                                                                   | CUSIP: 36296GQP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2050 | PA      | $2070.92      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 4.9 10/06/29                                                             | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    943000 | PA      | $947933.70    | 0.10%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD V0 08/16/77 D                                                           | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    407000 | PA      | $406860.48    | 0.04%             | 2077-08-16      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                          | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -169 | NC      | $258449.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI8630                                                                   | CUSIP: 3138ANSU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294529 | PA      | $284605.42    | 0.03%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                               | MSI 5.55 08/15/35                                                           | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255688.81    | 0.03%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        | -11877500 | NC      | $38531.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V3.702 05/06/30                                                         | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107305.25    | 0.01%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORP                                                     | LMT 2006-9 2A5                                                              | CUSIP: 52521HBJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6368971 | PA      | $1030142.83   | 0.11%             | 2037-01-25      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 753476                                                                   | CUSIP: 31403NCM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2919 | PA      | $2935.69      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 995069                                                                   | CUSIP: 31416BMS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5809 | PA      | $6096.98      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AH5583                                                                   | CUSIP: 3138A7FZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11194 | PA      | $11084.48     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 930612                                                                   | CUSIP: 31412N3V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14311 | PA      | $14170.80     | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE0245                                                                   | CUSIP: 31419AHX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31454 | PA      | $33011.92     | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                                               | BX 2026-VLT9 A                                                              | CUSIP: 05618UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2492759.75   | 0.27%             | 2045-03-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Primo Brands (BlueTriton Brands/Nestl Waters NA)                                     | Primo Brands (BlueTriton Brands/Nestl Waters NA) Term Loan B 275 2031-03-15 | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    225000 | PA      | $225590.63    | 0.02%             | 2031-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 972453                                                                   | CUSIP: 31414PZS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3273 | PA      | $3371.23      | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 256866                                                                   | CUSIP: 31371NJK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1012 | PA      | $1013.34      | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 4.9 03/15/35                                                             | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26130.43     | 0.00%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2010-116 SK                                                             | CUSIP: 38377LBJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1880459 | PA      | $144053.99    | 0.02%             | 2040-08-20      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                             | HONA 5.732 03/16/56 144A                                                    | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    436000 | PA      | $431269.70    | 0.05%             | 2056-03-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 735022                                                                   | CUSIP: 31402QSK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       363 | PA      | $370.14       | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL0998                                                                   | CUSIP: 3138EHDC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    339872 | PA      | $335913.40    | 0.04%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                   | BAUSCH + LOMB CORP                                                          | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    225000 | PA      | $225773.55    | 0.02%             | 2031-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 988714                                                                   | CUSIP: 31415TK33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12418 | PA      | $13035.33     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 6.1 01/07/34                                                             | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     92000 | PA      | $95604.39     | 0.01%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA0790                                                                   | CUSIP: 31417Y2Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6256 | PA      | $6194.83      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G05122                                                                   | CUSIP: 3128M7AX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13636 | PA      | $14053.21     | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                           | INTU 5.2 09/15/33                                                           | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284963.00    | 0.03%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 900897                                                                   | CUSIP: 31410X3E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       290 | PA      | $303.48       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI0569                                                                   | CUSIP: 3138ADT39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124010 | PA      | $122680.67    | 0.01%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 254263                                                                   | CUSIP: 31371KML2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2585 | PA      | $2678.30      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG C22277                                                                   | CUSIP: 31293KQ66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1710 | PA      | $1755.72      | 0.00%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V4.619 11/06/31                                                        | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $281126.37    | 0.03%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST SERIES 2005-OPT2                                      | CMLTI 2005-3 2A2A                                                           | CUSIP: 17307GTJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10672 | PA      | $10245.76     | 0.00%             | 2035-08-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                                               | BATSLN 5.85 08/15/45                                                        | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     81000 | PA      | $78495.86     | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1                                        | CAS 2020-SBT1 1M2                                                           | CUSIP: 20753VBE7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    800000 | PA      | $818350.00    | 0.09%             | 2040-02-27      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                          | GLPI 5.25 02/15/33                                                          | CUSIP: 361841AV1<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    695000 | PA      | $681894.25    | 0.07%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                              | HYNMTR 6.5 01/16/29 144A                                                    | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    301000 | PA      | $314309.75    | 0.03%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mckesson Corp.                                                                       | MCK 4.25 09/15/29                                                           | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    237000 | PA      | $236439.41    | 0.03%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA0200                                                                   | CUSIP: 31417YGJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       404 | PA      | $404.67       | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 2867 MZ                                                                 | CUSIP: 31395GPB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    322072 | PA      | $325510.22    | 0.04%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | INTC 5.2 02/10/33                                                           | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5041.00      | 0.00%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Mid-America Apartments, L.P.                                                         | MAA 5.3 02/15/32                                                            | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    152000 | PA      | $156315.82    | 0.02%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                | FN AA1072                                                                   | CUSIP: 31416JFN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        98 | PA      | $99.99        | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST SERIES 2005-OPT2                                      | CMLTI 2005-8 3A1                                                            | CUSIP: 17307GH35<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450121 | PA      | $457746.26    | 0.05%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                      | BALN 5.125 03/26/29 144A                                                    | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    505000 | PA      | $515452.63    | 0.06%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 755873                                                                   | CUSIP: 31403RXA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       390 | PA      | $391.96       | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST 2017-2AA                                        | AAL 3.35 10/15/29 AA                                                        | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395065 | PA      | $382386.65    | 0.04%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNS 409 C29                                                                 | CUSIP: 3136FLFY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1743877 | PA      | $321260.43    | 0.04%             | 2042-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                  | ETR 2.4 06/15/31                                                            | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    156000 | PA      | $138611.52    | 0.02%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                          | Ultra U.S. Treasury Bond Futures, Jun-2026,ETH                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       376 | NC      | $-1287084.72  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4755 Z                                                                  | CUSIP: 3137FDNH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1608012 | PA      | $1417123.69   | 0.16%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                               | TFC V5.435 01/24/30 MTN                                                     | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    450000 | PA      | $460667.22    | 0.05%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: —       |
| Public Service Enterprise Group Incorporated                                         | PEG 4.9 03/15/30                                                            | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    209000 | PA      | $211157.08    | 0.02%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 759282                                                                   | CUSIP: 31403VRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       261 | PA      | $266.69       | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 909169                                                                   | CUSIP: 31411JCE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122157 | PA      | $128367.88    | 0.01%             | 2038-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HOPPER MERGER SUB INC                                                                | HOPPER MERGER SUB INC                                                       | CUSIP: 000000000<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |    200000 | PA      | $197738.60    | 0.02%             | 2033-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAHA TRUST 2024-MAR                                                                  | BAHA 2024-MAR B                                                             | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2064346.80   | 0.23%             | 2041-12-12      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2014-55 MS                                                              | CUSIP: 38379BGA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3805584 | PA      | $338971.38    | 0.04%             | 2044-04-16      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 735654                                                                   | CUSIP: 31402RH77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7626 | PA      | $7658.47      | 0.00%             | 2044-10-01      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Agco Corporation                                                                     | AGCO 5.45 03/21/27                                                          | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    246000 | PA      | $247726.37    | 0.03%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                              | Essential Utilities Inc                                                     | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92293.84     | 0.01%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                           | AMT 2.7 04/15/31                                                            | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     74000 | PA      | $67180.72     | 0.01%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 909496                                                                   | CUSIP: 31411JNM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6294 | PA      | $6528.32      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 889139                                                                   | CUSIP: 31410GZC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102999 | PA      | $105559.39    | 0.01%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                   | SANTAN V5.538 03/14/30                                                      | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $409669.07    | 0.05%             | 2030-03-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4465 MI                                                                 | CUSIP: 3137BHVB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1332197 | PA      | $195347.36    | 0.02%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Autozone, Inc.                                                                       | AZO 6.25 11/01/28                                                           | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130543.27    | 0.01%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3925 SL                                                                 | CUSIP: 3137AFGT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    176980 | PA      | $1061.21      | 0.00%             | 2041-01-15      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2014-99 S                                                               | CUSIP: 38379DCX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1700545 | PA      | $151111.48    | 0.02%             | 2044-06-20      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 992695                                                                   | CUSIP: 31415XXY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       489 | PA      | $507.95       | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS INC                                                 | MLCC 2005-3 5A                                                              | CUSIP: 59020UL78<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6339 | PA      | $6128.49      | 0.00%             | 2035-11-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  19473000 | NC      | $262596.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                                       | DGX 2.95 06/30/30                                                           | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     71000 | PA      | $66561.93     | 0.01%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.9 03/01/38                                                          | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55856.39     | 0.01%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHS 351 C2                                                                  | CUSIP: 31325WRJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3300830 | PA      | $155790.61    | 0.02%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $382094.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AD6404                                                                   | CUSIP: 31418UDJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2910 | PA      | $2904.16      | 0.00%             | 2030-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 930158                                                                   | CUSIP: 31412NMF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38616 | PA      | $39890.39     | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $201815.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -89798400 | NC      | $-119128.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Voya Separate Portfolios Trust                                                       | Voya VACS Series SC Fund                                                    | CUSIP: 92919X203<br>LEI: 5493002OZLWDCTJEFB81 | Long             | EC               | RF                | US        |   5328383 | NS      | $55415182.64  | 6.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BQ6867                                                                   | CUSIP: 3140KSTZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5191553 | PA      | $4245227.98   | 0.47%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR QD6054                                                                   | CUSIP: 3133B3WP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3708940 | PA      | $3184693.57   | 0.35%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL2617                                                                   | CUSIP: 3138EJ4B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78956 | PA      | $82866.23     | 0.01%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| McCormick & Company, Incorporated                                                    | McCormick & Company, Incorporated 0% CP 30/04/2026                          | CUSIP: 57978DDW6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4983000.00   | 0.55%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 5.45 11/20/55                                                          | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    273000 | PA      | $260989.61    | 0.03%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 995213                                                                   | CUSIP: 31416BSA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26055 | PA      | $27344.88     | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.35 01/15/36                                                            | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    393000 | PA      | $390417.63    | 0.04%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DnB Bank ASA                                                                         | DNBNO V4.832 03/30/32 144A                                                  | CUSIP: 23341CAH6<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    350000 | PA      | $349267.96    | 0.04%             | 2032-03-30      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AA6513                                                                   | CUSIP: 31416QGX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36261 | PA      | $35644.48     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 961981                                                                   | CUSIP: 31414CFW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3167 | PA      | $3242.60      | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                           | CNHI 5.5 01/12/29                                                           | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    431000 | PA      | $441927.67    | 0.05%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 828809                                                                   | CUSIP: 31407EYE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193879 | PA      | $197579.92    | 0.02%             | 2035-08-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                           | S 6.875 11/15/28                                                            | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    530000 | PA      | $560482.47    | 0.06%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                   | ATH 6.625 05/19/55                                                          | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    471000 | PA      | $454233.70    | 0.05%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                            | ADBE 4.95 01/17/30                                                          | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    378000 | PA      | $386009.28    | 0.04%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                               | SRE V6.4 10/01/54                                                           | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    372000 | PA      | $370961.86    | 0.04%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 972608                                                                   | CUSIP: 31414QAH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7127 | PA      | $7283.56      | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                     | CP 2.875 11/15/29                                                           | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    127000 | PA      | $120654.84    | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AXP V5.098 02/16/28                                                         | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    286000 | PA      | $287594.36    | 0.03%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SHR TRUST 2024-LXRY                                                                  | SHR 2024-LXRY A                                                             | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000331.00   | 0.11%             | 2041-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q36126                                                                   | CUSIP: 3132QSYY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67691 | PA      | $64976.49     | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R01                                         | CAS 2021-R01 1B1                                                            | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1500000 | PA      | $1514669.85   | 0.17%             | 2041-10-25      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2010-123 SL                                                             | CUSIP: 31398N2X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1860105 | PA      | $115535.01    | 0.01%             | 2040-11-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G06875                                                                   | CUSIP: 3128M86L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5959 | PA      | $6160.50      | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI0270                                                                   | CUSIP: 3138ADJQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63790 | PA      | $62527.01     | 0.01%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 811801                                                                   | CUSIP: 31406J3J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15072 | PA      | $15425.72     | 0.00%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHS 351 C11                                                                 | CUSIP: 31325WRT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2277797 | PA      | $128601.24    | 0.01%             | 2031-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                | IBM 5 02/10/32 ..                                                           | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    279000 | PA      | $281889.89    | 0.03%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.898 01/22/37                                                         | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    510000 | PA      | $499231.66    | 0.05%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 964072                                                                   | CUSIP: 31414EQZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19277 | PA      | $19821.23     | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 934563                                                                   | CUSIP: 31412TWY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12290 | PA      | $12724.55     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI6643                                                                   | CUSIP: 3138ALLZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51814 | PA      | $51306.00     | 0.01%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 906710                                                                   | CUSIP: 31411FKX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1050 | PA      | $1095.15      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7589                                                                   | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2645720 | PA      | $2280177.81   | 0.25%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 AR4868                                                                   | CUSIP: 36193BMR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    507029 | PA      | $484037.89    | 0.05%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                                     | SCRT 2018-2 HT                                                              | CUSIP: 35563PFA2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    532800 | PA      | $469741.42    | 0.05%             | 2057-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G05979                                                                   | CUSIP: 3128M76Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18359 | PA      | $18900.86     | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 965336                                                                   | CUSIP: 31414F4V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       303 | PA      | $312.79       | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BK2057                                                                   | CUSIP: 3140HFJB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224822 | PA      | $215442.53    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION 1 CO                                                          | CAMELOT US ACQUISITION LLC                                                  | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    275000 | PA      | $239250.00    | 0.03%             | 2031-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G67712                                                                   | CUSIP: 3132XCR98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    603581 | PA      | $581798.31    | 0.06%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp                                                          | GSR 2003-2F 3A1                                                             | CUSIP: 36228FNB8<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |       891 | PA      | $916.72       | 0.00%             | 2032-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 4.9 09/01/29                                                            | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    416000 | PA      | $418437.24    | 0.05%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc.                                                               | ACN 4.25 10/04/31                                                           | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    751000 | PA      | $742455.76    | 0.08%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4675 KS                                                                 | CUSIP: 3137BXNY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4935355 | PA      | $517017.70    | 0.06%             | 2047-04-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AO7844                                                                   | CUSIP: 3138LYWE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239576 | PA      | $226293.22    | 0.02%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                        | BDX 4.693 02/13/28                                                          | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    346000 | PA      | $347803.00    | 0.04%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2008-35 SN                                                              | CUSIP: 383742Y31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    706734 | PA      | $48622.65     | 0.01%             | 2038-04-20      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AC9310                                                                   | CUSIP: 31417WKY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    745326 | PA      | $736337.04    | 0.08%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty L P                                                        | REXR 2.15 09/01/31                                                          | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    717000 | PA      | $622118.62    | 0.07%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                | FN MA0904                                                                   | CUSIP: 31418AAE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148800 | PA      | $147342.25    | 0.02%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc.                                                         | GSK 4.875 04/15/35                                                          | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    339000 | PA      | $337816.76    | 0.04%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                               | FANG 5.9 04/18/64                                                           | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     82000 | PA      | $77658.26     | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 813595                                                                   | CUSIP: 31406L3C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48819 | PA      | $50208.55     | 0.01%             | 2035-10-01      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AA5585                                                                   | CUSIP: 31416PF36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54551 | PA      | $54016.69     | 0.01%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AV0860                                                                   | CUSIP: 3138XB5W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126610 | PA      | $122210.44    | 0.01%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 899388                                                                   | CUSIP: 31410WF52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1669 | PA      | $1740.19      | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 845354                                                                   | CUSIP: 31408AE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3145 | PA      | $3238.39      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 963641                                                                   | CUSIP: 31414EBJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8752 | PA      | $8979.67      | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                               | IRS IFS USD                                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |         1 | NC      | $-17089.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 832446                                                                   | CUSIP: 31407JZK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8464 | PA      | $8649.43      | 0.00%             | 2035-08-01      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 5 02/15/36                                                             | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    103000 | PA      | $101485.35    | 0.01%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL0520                                                                   | CUSIP: 3138EGSJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7211 | PA      | $7414.89      | 0.00%             | 2041-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                            | MARS 5.65 05/01/45 144a                                                     | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207498.05    | 0.02%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AD0847                                                                   | CUSIP: 31418M5H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127104 | PA      | $131236.74    | 0.01%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Magnetite XLV Ltd.                                                                   | MAGNE 2025-45A B                                                            | CUSIP: 55956CAE1<br>LEI: 529900IK6R4NURGLMB37 | Long             | ABS-CBDO         | CORP              | KY        |   1040000 | PA      | $1037838.88   | 0.11%             | 2038-04-15      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Trust Series 2014-2A                                    | UAL 3.75 09/03/26 A                                                         | CUSIP: 90932QAA4<br>LEI: 549300MKG4NHSVSIVR18 | Long             | ABS-O            | CORP              | US        |    372129 | PA      | $371304.16    | 0.04%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 697914                                                                   | CUSIP: 36296QK32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54391 | PA      | $55555.54     | 0.01%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AD0097                                                                   | CUSIP: 31418MDB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21949 | PA      | $22662.57     | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 4.375 03/15/42                                                          | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     61000 | PA      | $51353.50     | 0.01%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                   | NRUC 5.8 01/15/33                                                           | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24380.37     | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 6 08/03/55                                                             | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    356000 | PA      | $298749.51    | 0.03%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AH2750                                                                   | CUSIP: 3138A4BU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97656 | PA      | $95946.43     | 0.01%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $406776.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 5.05 04/15/30                                                          | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    194000 | PA      | $197783.16    | 0.02%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                 | CAT 4.7 11/15/29                                                            | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192686.84    | 0.02%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 257262                                                                   | CUSIP: 31371NWX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17492 | PA      | $18005.20     | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON MORTGAGE PASS-THROUGH TRUST                                            | FHASI 2005-AR6 4A1                                                          | CUSIP: 32051GJ89<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46206 | PA      | $45019.01     | 0.00%             | 2036-02-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 917051                                                                   | CUSIP: 31411WZQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       443 | PA      | $452.25       | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 995676                                                                   | CUSIP: 31416CCM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2080 | PA      | $2059.64      | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 848397                                                                   | CUSIP: 31408DRS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35746 | PA      | $36811.00     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                           | AALLN 5.5 05/02/33 144A                                                     | CUSIP: 034863BD1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    414000 | PA      | $420301.08    | 0.05%             | 2033-05-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.995 07/22/30                                                         | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    241000 | PA      | $244564.21    | 0.03%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                             | H 5.25 06/30/29                                                             | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    127000 | PA      | $129019.14    | 0.01%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AH1164                                                                   | CUSIP: 3138A2JJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1321 | PA      | $1308.39      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS USD                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-15883.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                | FNR 2020-94 SC                                                              | CUSIP: 3136BDMF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   7507089 | PA      | $852511.02    | 0.09%             | 2050-07-25      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| LC AHAB US BIDCO LLC                                                                 | AmaWaterways Term Loan B 350 2031-04-01                                     | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |    224430 | PA      | $222606.88    | 0.02%             | 2031-05-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                | AAL 3.2 06/15/28 AA                                                         | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460586 | PA      | $449162.13    | 0.05%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                               | FABSJV 5.875 01/25/34                                                       | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    214000 | PA      | $216871.45    | 0.02%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB1585                                                                   | CUSIP: 31416WXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106170 | PA      | $106356.93    | 0.01%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                              | MBGGR 4.8 08/01/29 144A                                                     | CUSIP: 58769JAW7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    389000 | PA      | $392614.53    | 0.04%             | 2029-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                            | VNOM 5.7 08/01/35                                                           | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    430000 | PA      | $433614.15    | 0.05%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                               | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |  -1940000 | NC      | $-27361.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR QD6565                                                                   | CUSIP: 3133B4JJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3131518 | PA      | $2682125.27   | 0.29%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Clo XVII Ltd.                                                       | NEUB 2014-17A AR3                                                           | CUSIP: 64129UCC7<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |   2350000 | PA      | $2351377.10   | 0.26%             | 2038-07-22      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.35 05/15/45                                                            | CUSIP: 86765BAQ2<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |     77000 | PA      | $68905.71     | 0.01%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Liberty Utilities Co. (Delaware)                                                     | AQNCN 5.577 01/31/29 144A                                                   | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    235000 | PA      | $239801.74    | 0.03%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2011-3 AI                                                               | CUSIP: 31397QRC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    398660 | PA      | $39623.15     | 0.00%             | 2041-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                              | LGENSO 5.25 04/02/31 144A                                                   | CUSIP: 50205MAL3<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    396000 | PA      | $395176.32    | 0.04%             | 2031-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4717 IB                                                                 | CUSIP: 3137FB3X2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2973690 | PA      | $590139.56    | 0.06%             | 2047-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                   | HNDA 4.7 01/12/28                                                           | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    267000 | PA      | $267587.15    | 0.03%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AH9054                                                                   | CUSIP: 3138ABBY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201662 | PA      | $199687.16    | 0.02%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DSLA MORTGAGE LOAN TRUST 2004-AR3                                                    | DSLA 2004-AR3 2A1                                                           | CUSIP: 23332UBF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67109 | PA      | $64328.99     | 0.01%             | 2044-07-19      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G03812                                                                   | CUSIP: 3128M5R93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45279 | PA      | $46663.71     | 0.01%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2018-1                                                      | JPMMT 2018-1 B3                                                             | CUSIP: 46648RBA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1523901 | PA      | $1385257.20   | 0.15%             | 2048-06-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G06729                                                                   | CUSIP: 3128M8Y24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17703 | PA      | $18185.09     | 0.00%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 5.75 02/15/66                                                         | CUSIP: 02079KBQ9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    358000 | PA      | $354816.99    | 0.04%             | 2066-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group, L.P.                                                              | KRG 4 10/01/26                                                              | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20944.73     | 0.00%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                   | RPRX 2.2 09/02/30                                                           | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    292000 | PA      | $263076.80    | 0.03%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                | IBM 5.8 02/03/56                                                            | CUSIP: 459200LV1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    757000 | PA      | $724262.82    | 0.08%             | 2056-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 669713                                                                   | CUSIP: 31391LAN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       196 | PA      | $199.93       | 0.00%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 697852                                                                   | CUSIP: 36296QH51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13697 | PA      | $13874.10     | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2013-60 DS                                                              | CUSIP: 3136AEU47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2497879 | PA      | $148560.35    | 0.02%             | 2033-06-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc.                                                                | J 4.75 03/03/31                                                             | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236734.46    | 0.03%             | 2031-03-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHS 347 C29                                                                 | CUSIP: 31325WHA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6339293 | PA      | $857447.97    | 0.09%             | 2044-01-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AH1161                                                                   | CUSIP: 3138A2JF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131013 | PA      | $129729.32    | 0.01%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 725495                                                                   | CUSIP: 31402C7G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11136 | PA      | $11315.40     | 0.00%             | 2034-02-01      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                             | Neuberger Berman Loan Advisers CLO 47 Ltd                                   | CUSIP: 64135DAJ4<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2997828.00   | 0.33%             | 2035-04-16      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2011-80 KS                                                              | CUSIP: 38376LTT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1750359 | PA      | $181000.83    | 0.02%             | 2041-06-20      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G02988                                                                   | CUSIP: 3128M4UM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1211 | PA      | $1272.12      | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V3.419 12/20/28                                                         | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1267000 | PA      | $1245108.94   | 0.14%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHS 351 C1                                                                  | CUSIP: 31325WRH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3028194 | PA      | $118223.73    | 0.01%             | 2031-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 988644                                                                   | CUSIP: 31415THV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9833 | PA      | $10111.25     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 959878                                                                   | CUSIP: 31413Y2K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       212 | PA      | $217.32       | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AES Corp.                                                                            | AES 5.8 03/15/32                                                            | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    309000 | PA      | $310886.85    | 0.03%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                                 | ROSW 4.592 09/09/34 144A                                                    | CUSIP: 771196CQ3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    302000 | PA      | $297517.11    | 0.03%             | 2034-09-09      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2018-D TRUST                                          | SOFI 2018-D BFX                                                             | CUSIP: 83401AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $967361.70    | 0.11%             | 2048-02-25      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 2.355 03/15/32                                                           | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    156000 | PA      | $136221.57    | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 6.1 09/26/65                                                           | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    325000 | PA      | $269680.14    | 0.03%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-65CB                                                     | CWALT 2005-65CB 2A4                                                         | CUSIP: 12668AZ40<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    785977 | PA      | $518987.88    | 0.06%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd.                                                                          | NBNAUS 1.625 01/08/27 144A                                                  | CUSIP: 62878U2D3<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    213000 | PA      | $208777.97    | 0.02%             | 2027-01-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS AUD                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $22023.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                            | NIPLIF 4.748 04/02/31 144A                                                  | CUSIP: 654579AQ4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    495000 | PA      | $496421.80    | 0.05%             | 2031-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                                   | TOYOTA 4.45 06/30/30                                                        | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    482000 | PA      | $482594.49    | 0.05%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                                    | FDX 4.55 04/01/46 *                                                         | CUSIP: 31428XDS2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20883.13     | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G04359                                                                   | CUSIP: 3128M6E87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87523 | PA      | $90105.07     | 0.01%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB6609                                                                   | CUSIP: 31417DKX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    387393 | PA      | $365274.23    | 0.04%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3556 NT                                                                 | CUSIP: 31398EKB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     14971 | PA      | $15513.27     | 0.00%             | 2038-03-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BH5666                                                                   | CUSIP: 3140GUJL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57944 | PA      | $57250.98     | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V5.734 01/28/56                                                          | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    295000 | PA      | $288217.04    | 0.03%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2013-8 BE                                                               | CUSIP: 38378G2A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     93278 | PA      | $83383.16     | 0.01%             | 2042-11-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                           | CNHI 5.1 04/20/29                                                           | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    418000 | PA      | $423143.00    | 0.05%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES COUNTY PUBLIC WORKS FINANCING AUTHORITY (CA)                             | CA LOSFAC 7.49 08/01/2033                                                   | CUSIP: 54473ENT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $184657.83    | 0.02%             | 2033-08-01      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                          | VTRS 4 06/22/50                                                             | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    152000 | PA      | $99706.05     | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 698340                                                                   | CUSIP: 36296QZD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52266 | PA      | $53384.81     | 0.01%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                  | Constellation Energy Generation LLC 0% CP 04/05/2026                        | CUSIP: 21038QE42<br>LEI: S2PEWKCZFFECR4533P43 | Long             | STIV             | CORP              | US        |   4025000 | PA      | $4007916.69   | 0.44%             | 2026-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 767563                                                                   | CUSIP: 31404FWY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5856 | PA      | $5904.22      | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                       | FBINUS 4 03/25/32                                                           | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    295000 | PA      | $277887.79    | 0.03%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 890580                                                                   | CUSIP: 31410LM58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133769 | PA      | $137752.79    | 0.02%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOMEBANC MORTGAGE TRUST 2005-1                                                       | HMBT 2004-1 2A                                                              | CUSIP: 43739EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39927 | PA      | $39350.69     | 0.00%             | 2029-08-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                               | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |   4976000 | NC      | $-11397.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                 | MTB V5.4 07/30/35                                                           | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1419000 | PA      | $1414856.85   | 0.16%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 4.75 11/01/31                                                            | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    239000 | PA      | $240177.40    | 0.03%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                      | DANBNK V4.613 10/02/30 144A                                                 | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    270000 | PA      | $269299.43    | 0.03%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.8 11/15/37                                                           | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    214000 | PA      | $170059.47    | 0.02%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC V6.037 10/28/33                                                         | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    258000 | PA      | $273003.38    | 0.03%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AD5472                                                                   | CUSIP: 31418TCJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100654 | PA      | $99596.67     | 0.01%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                 | WAMU 2005-AR11 X                                                            | CUSIP: 92922F2Q0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23184673 | PA      | $27736.98     | 0.00%             | 2045-08-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Company                                                    | LNT 5.375 03/30/34                                                          | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    116000 | PA      | $117798.17    | 0.01%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 817465                                                                   | CUSIP: 31406RFE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7675 | PA      | $7772.55      | 0.00%             | 2035-09-01      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                | IBM 4.9 07/27/52                                                            | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    246000 | PA      | $207654.78    | 0.02%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO XXX Ltd/Bluemountain CLO XXX LLC                                    | BLUEM 2020-30A CR2                                                          | CUSIP: 09630QAY7<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $991886.00    | 0.11%             | 2035-04-16      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2025-INV12                                                            | PMTLT 2025-INV12 A29                                                        | CUSIP: 73015KBE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    972253 | PA      | $965120.11    | 0.11%             | 2056-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHS 351 C8                                                                  | CUSIP: 31325WRQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3291953 | PA      | $186567.13    | 0.02%             | 2031-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                           | OXY 6.6 03/15/46                                                            | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34204.96     | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A48992                                                                   | CUSIP: 3128K97D0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       226 | PA      | $228.24       | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAKESIDE PARK CLO LTD                                                                | LAKPK 2025-1A B1                                                            | CUSIP: 51218YAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    970000 | PA      | $969762.35    | 0.11%             | 2038-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.664 04/17/36                                                          | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    457000 | PA      | $468252.68    | 0.05%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V5.499 01/23/35                                                         | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41749.18     | 0.00%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AXP V4.456 02/10/32                                                         | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108884.44    | 0.01%             | 2032-02-10      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI5366                                                                   | CUSIP: 3138AJ6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3009 | PA      | $2979.20      | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 937288                                                                   | CUSIP: 31412WXR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5188 | PA      | $5283.05      | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                            | MARS 5 03/01/32 144A                                                        | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    206000 | PA      | $208499.77    | 0.02%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corporation                                            | AGR 3.25 12/01/26 144A                                                      | CUSIP: 649840CQ6<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19857.10     | 0.00%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2021-1 LTD                                                         | PLMRS 2021-1A A2R                                                           | CUSIP: 69701WAN6<br>LEI: 549300O6Q3S8TEDA9I81 | Long             | ABS-CBDO         | CORP              | KY        |   2140000 | PA      | $2128548.86   | 0.23%             | 2038-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Galaxy XXII CLO Ltd/Galaxy XXII CLO LLC                                              | GALXY 2016-22A AR4                                                          | CUSIP: 36320TBM4<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2496900.00   | 0.27%             | 2034-04-17      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 745327                                                                   | CUSIP: 31403DA41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13623 | PA      | $14295.75     | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPELINE COMPANY LLC                                            | WMB 3.25 05/15/30                                                           | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $114112.71    | 0.01%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 889983                                                                   | CUSIP: 31410KXL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6397 | PA      | $6713.59      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -49760000 | NC      | $13140.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                                           | LNT 3.6 03/01/32 144A                                                       | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12957.51     | 0.00%             | 2032-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| SPECTRUM MANAGEMENT HOLDING COMPANY LLC                                              | CHTR 5.875 11/15/40                                                         | CUSIP: 88732JAY4<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |    116000 | PA      | $105220.53    | 0.01%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 757555                                                                   | CUSIP: 31403TTL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101367 | PA      | $101942.01    | 0.01%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS USD                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-18886.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V2.206 08/17/29                                                        | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    645000 | PA      | $610652.30    | 0.07%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2015-2                                                        | SEMT 2015-2 B3                                                              | CUSIP: 81733YEG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410551 | PA      | $357832.27    | 0.04%             | 2045-05-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2015-167 BI                                                             | CUSIP: 38379FFA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   4164610 | PA      | $774815.33    | 0.09%             | 2045-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BH4359                                                                   | CUSIP: 3140GSZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43618 | PA      | $42952.73     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                        | CNC 3 10/15/30                                                              | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1114000 | PA      | $976921.52    | 0.11%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 906278                                                                   | CUSIP: 31411E2K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       168 | PA      | $174.03       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. L.L.C.                                               | BX 2 01/30/32 144A                                                          | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    257000 | PA      | $218142.64    | 0.02%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AlixPartners                                                                         | AlixPartners Term Loan B 200 2032-07-26                                     | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    224438 | PA      | $222666.46    | 0.02%             | 2032-08-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AH8897                                                                   | CUSIP: 3138AA3F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12619 | PA      | $12495.15     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        | -11877500 | NC      | $-89129.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G05956                                                                   | CUSIP: 3128M75R3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78608 | PA      | $81179.90     | 0.01%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 623651                                                                   | CUSIP: 31389EZQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4851 | PA      | $4937.72      | 0.00%             | 2032-04-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                                         | CHASE 2005-A1 1A1                                                           | CUSIP: 16162WPB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8861 | PA      | $8464.95      | 0.00%             | 2035-12-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB1019                                                                   | CUSIP: 31416WDZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29088 | PA      | $28809.31     | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA4586                                                                   | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    213551 | PA      | $200731.38    | 0.02%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q02429                                                                   | CUSIP: 3132GFVW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140178 | PA      | $138680.98    | 0.02%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2016-62 SC                                                              | CUSIP: 3136ATWH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   4222521 | PA      | $455885.74    | 0.05%             | 2046-09-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 763681                                                                   | CUSIP: 31404BM66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47170 | PA      | $47631.14     | 0.01%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                               | HPQ 2.65 06/17/31                                                           | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    156000 | PA      | $138795.11    | 0.02%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA5421                                                                   | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1412270 | PA      | $1440393.67   | 0.16%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                    | SO 5.85 11/15/33                                                            | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95331.82     | 0.01%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G08655                                                                   | CUSIP: 3128MJWR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108611 | PA      | $104748.21    | 0.01%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXIX LTD                                                             | SNDPT 2021-1A CR                                                            | CUSIP: 83614VAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2600000 | PA      | $2587301.60   | 0.28%             | 2034-04-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                                          | BRKHEC 4.1 02/01/42                                                         | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     37000 | PA      | $28996.71     | 0.00%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                         | The Sherwin-Williams Company 0% CP 11/05/2026                               | CUSIP: 82434UEB9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | STIV             | CORP              | US        |   2300000 | PA      | $2289903.00   | 0.25%             | 2026-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS0815                                                                   | CUSIP: 3138W93Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56640 | PA      | $54680.27     | 0.01%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST    | WAMU 2006-AR16 2A1                                                          | CUSIP: 92925GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    499144 | PA      | $446658.79    | 0.05%             | 2036-12-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA0821                                                                   | CUSIP: 31417Y4F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9367 | PA      | $9275.21      | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 920078                                                                   | CUSIP: 31412BFT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53376 | PA      | $55112.14     | 0.01%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                   | IR 5.45 06/15/34                                                            | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66393.88     | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cargill Inc.                                                                         | CARGIL 2.125 04/23/30 144A                                                  | CUSIP: 141781BM5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    118000 | PA      | $107649.38    | 0.01%             | 2030-04-23      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 751546                                                                   | CUSIP: 31403K5F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2411 | PA      | $2500.74      | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nuveen LLC                                                                           | TIAAGL 5.55 01/15/30 144A                                                   | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    227000 | PA      | $232937.90    | 0.03%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| INVESCO U.S CLO 2021-3 LTD                                                           | INVCO 2021-3A BR                                                            | CUSIP: 46151VAE1<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1543857.35   | 0.17%             | 2034-10-22      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 5.6 03/15/55                                                           | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    282000 | PA      | $278051.03    | 0.03%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 5.55 07/15/29                                                            | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    921000 | PA      | $942452.01    | 0.10%             | 2029-07-15      | Fixed         | 5.55%                 | 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        |    900000 | PA      | $890813.70    | 0.10%             | 2037-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 4.55 08/09/29                                                        | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251563.23    | 0.03%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                 | RY V5.153 02/04/31 GMTN                                                     | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $208417.45    | 0.02%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4995 SB                                                                 | CUSIP: 3137FUY57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   9131825 | PA      | $1070203.29   | 0.12%             | 2050-07-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 4.78 03/25/38                                                           | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    415000 | PA      | $382662.24    | 0.04%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                                                       | ATWALD 4.625 11/15/28                                                       | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    460000 | PA      | $453191.67    | 0.05%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                                | AMH 4.25 02/15/28                                                           | CUSIP: 02666TAA5<br>LEI: 549300ZJUO7A58PNUW40 | Long             | DBT              | CORP              | US        |    144000 | PA      | $143281.58    | 0.02%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES 2006-AR2 TRUST                                | WFMBS 2006-AR4 2A4                                                          | CUSIP: 94983PAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87996 | PA      | $87727.04     | 0.01%             | 2036-04-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A78227                                                                   | CUSIP: 3128LCD86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21400 | PA      | $21996.47     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNS 418 15                                                                  | CUSIP: 31395QJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150494 | PA      | $22310.70     | 0.00%             | 2043-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G03238                                                                   | CUSIP: 3128M44X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3059 | PA      | $3182.98      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                          | EQNR 4.75 11/14/35                                                          | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    840000 | PA      | $827435.13    | 0.09%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 889493                                                                   | CUSIP: 31410KGA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4960 | PA      | $5205.63      | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                           | OXY 6.05 10/01/54                                                           | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     91000 | PA      | $88553.37     | 0.01%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                              | ARW 5.15 08/21/29                                                           | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    416000 | PA      | $420676.22    | 0.05%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 908170                                                                   | CUSIP: 31411G6F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4816 | PA      | $4926.70      | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                          | AKERBP 5.125 10/01/34 144A                                                  | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    203000 | PA      | $198770.53    | 0.02%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 887366                                                                   | CUSIP: 31410EZ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7384 | PA      | $7660.05      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ozlm XV Ltd / Ozlm XV Ltd                                                            | OZLM 2016-15A A1R3                                                          | CUSIP: 67111DBG0<br>LEI: 5493008RJIODIVVGSK16 | Long             | ABS-CBDO         | CORP              | KY        |    614027 | PA      | $614389.06    | 0.07%             | 2033-04-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4901 BS                                                                 | CUSIP: 3137FMKC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  10504805 | PA      | $845777.03    | 0.09%             | 2049-07-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.073 01/30/37                                                          | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1882000 | PA      | $1844536.12   | 0.20%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.581 04/22/30                                                         | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128851.26    | 0.01%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 5.7 11/15/75                                                          | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    275000 | PA      | $266737.53    | 0.03%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 888433                                                                   | CUSIP: 31410GBA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18244 | PA      | $18862.06     | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AZURIA WATER SOLUTN INC                                                              | AZURIA WATER SOLUTIONS INC                                                  | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |    198529 | PA      | $197040.44    | 0.02%             | 2033-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 4.5 10/15/31                                                            | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    475000 | PA      | $469654.79    | 0.05%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BDS 2025-FL15 LLC                                                                    | BDS 2025-FL15 A                                                             | CUSIP: 05556EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2500943.88   | 0.27%             | 2043-03-19      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                              | CURRENCY CONTRACT - EUR                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-458.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                                       | DGX 4.625 12/15/29                                                          | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    366000 | PA      | $368696.14    | 0.04%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 697851                                                                   | CUSIP: 36296QH44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30960 | PA      | $31622.85     | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 973715                                                                   | CUSIP: 31414RGY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       208 | PA      | $212.95       | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI9545                                                                   | CUSIP: 3138APTB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2891 | PA      | $2853.99      | 0.00%             | 2031-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL0869                                                                   | CUSIP: 3138EG6F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15062 | PA      | $15059.39     | 0.00%             | 2029-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 940185                                                                   | CUSIP: 31413A6W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24999 | PA      | $25744.01     | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 257041                                                                   | CUSIP: 31371NP25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158566 | PA      | $163611.37    | 0.02%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-V17 MORTGAGE TRUST                                                    | BMARK 2025-V17 C                                                            | CUSIP: 081934AW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1003596.00   | 0.11%             | 2058-09-17      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 889565                                                                   | CUSIP: 31410KJJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5748 | PA      | $5931.99      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3065 DC                                                                 | CUSIP: 31396EU46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     99181 | PA      | $105305.59    | 0.01%             | 2035-03-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc.                                                           | EVRG 5.9 11/15/33                                                           | CUSIP: 30036FAC5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     64000 | PA      | $67922.08     | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHS 351 C7                                                                  | CUSIP: 31325WRP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2669262 | PA      | $124375.05    | 0.01%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 2.1 05/12/31                                                           | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    114000 | PA      | $102203.55    | 0.01%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                   | SANTAN 5.439 07/15/31                                                       | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $617338.10    | 0.07%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                                        | TACHEM 5.8 07/05/64                                                         | CUSIP: 874060BN5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    257000 | PA      | $248310.68    | 0.03%             | 2064-07-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA0641                                                                   | CUSIP: 31417YWB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4155 | PA      | $4123.59      | 0.00%             | 2031-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI3147                                                                   | CUSIP: 3138AGP93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223886 | PA      | $221692.69    | 0.02%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 960456                                                                   | CUSIP: 31414AQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       706 | PA      | $738.90       | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2025-4                                                        | SEMT 2026-MED1 A1A                                                          | CUSIP: 816940AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $985989.20    | 0.11%             | 2056-04-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                    | LPLA 5.7 05/20/27                                                           | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    229000 | PA      | $231168.92    | 0.03%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG V4.505 01/14/32                                                        | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    420000 | PA      | $414061.30    | 0.05%             | 2032-01-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.85 07/15/36                                                          | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     26000 | PA      | $21554.29     | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                     | KMI 5 03/01/43                                                              | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     66000 | PA      | $59217.00     | 0.01%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 937231                                                                   | CUSIP: 31412WVY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3999 | PA      | $4185.53      | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AJ1360                                                                   | CUSIP: 3138ASQN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18665 | PA      | $18259.95     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 983475                                                                   | CUSIP: 31415LQ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35774 | PA      | $37507.23     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUNRUN ATHENA ISSUER 2018-1                                                          | SUNRN 2018-1 A                                                              | CUSIP: 86772DAA4<br>LEI: 5493001ZI15Y2FZFMI30 | Long             | ABS-O            | CORP              | US        |   1477151 | PA      | $1429347.30   | 0.16%             | 2049-04-30      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                     | SMB 2014-A C                                                                | CUSIP: 784456AF2<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1403664.97   | 0.15%             | 2045-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 929737                                                                   | CUSIP: 31412M4W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       163 | PA      | $168.26       | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | CAS 2025-R03 2M2                                                            | CUSIP: 20754VAC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1000000 | PA      | $1011248.80   | 0.11%             | 2045-03-27      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BV3027                                                                   | CUSIP: 3140MGLH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2683643 | PA      | $2199156.43   | 0.24%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.15 07/15/34                                                           | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    133000 | PA      | $134184.37    | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Company                                                  | PPL 5.45 04/15/33 LOU                                                       | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     64000 | PA      | $66216.95     | 0.01%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-C5                                          | CGCMT 2018-C5 XA                                                            | CUSIP: 17291DAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  44861160 | PA      | $528646.15    | 0.06%             | 2051-06-12      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q36283                                                                   | CUSIP: 3132QS6V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    792674 | PA      | $764566.87    | 0.08%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4845 S                                                                  | CUSIP: 3137FJZX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3952425 | PA      | $369285.70    | 0.04%             | 2048-12-15      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd.                                                                          | NBNAUS 6 10/06/33 144A                                                      | CUSIP: 62878U2G6<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    315000 | PA      | $339504.28    | 0.04%             | 2033-10-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 4.6 09/15/32                                                            | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    270000 | PA      | $265996.60    | 0.03%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2016-54 SD                                                              | CUSIP: 3136ATFQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2734913 | PA      | $287278.39    | 0.03%             | 2046-08-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.95 09/26/55                                                          | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $843576.18    | 0.09%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V2.551 02/04/28 MTN                                                     | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    434000 | PA      | $427442.80    | 0.05%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -24944000 | NC      | $-48078.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                          | CQP 4.5 10/01/29                                                            | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    227000 | PA      | $226078.04    | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hero Funding Trust 2015-2                                                            | HERO 2015-2A A                                                              | CUSIP: 42770UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    537991 | PA      | $516224.41    | 0.06%             | 2040-09-20      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FH 1J1214                                                                   | CUSIP: 3128NHK36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20755 | PA      | $21313.96     | 0.00%             | 2035-09-01      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                            | APA 6.75 02/15/55                                                           | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    421000 | PA      | $422315.92    | 0.05%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BV3034                                                                   | CUSIP: 3140MGLQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1916901 | PA      | $1645764.17   | 0.18%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4753 VZ                                                                 | CUSIP: 3137FE2J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1915846 | PA      | $1548849.46   | 0.17%             | 2047-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7767                                                                   | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2784298 | PA      | $2398717.11   | 0.26%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership, L.P.                                                 | PDM 2.75 04/01/32                                                           | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     39000 | PA      | $32787.84     | 0.00%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 745418                                                                   | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4460 | PA      | $4605.34      | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                       | SPGI 1.25 08/15/30                                                          | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    103000 | PA      | $89839.65     | 0.01%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 889996                                                                   | CUSIP: 31410KXZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34251 | PA      | $35353.44     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI2594                                                                   | CUSIP: 3138AF3C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9876 | PA      | $9606.70      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AA8558                                                                   | CUSIP: 31416SQL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3768 | PA      | $3730.79      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 2.875 02/15/31                                                         | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35052.60     | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                      | DANBNK V5.705 03/01/30 144A                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    345000 | PA      | $354909.93    | 0.04%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                             | DE 4.85 06/11/29 MTN                                                        | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254660.56    | 0.03%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L P                                                            | AMH 5.5 02/01/34                                                            | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    334000 | PA      | $337226.98    | 0.04%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4.95 02/04/31                                                          | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    435000 | PA      | $425769.47    | 0.05%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB5056                                                                   | CUSIP: 31417BTN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23978 | PA      | $23436.76     | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |  -1244000 | NC      | $-8355.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 663894                                                                   | CUSIP: 31391DRP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2230 | PA      | $2324.26      | 0.00%             | 2032-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                         | AEE 5 01/15/29                                                              | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    177000 | PA      | $179828.38    | 0.02%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2006-123 UI                                                             | CUSIP: 31396PCB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    777554 | PA      | $67837.18     | 0.01%             | 2037-01-25      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                  | CSCO 4.95 02/26/31                                                          | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    268000 | PA      | $274650.66    | 0.03%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI1888                                                                   | CUSIP: 3138AFC24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13860 | PA      | $13724.68     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKE'S FUNDING LLC                                                            | JMIKE 2024-1A A2                                                            | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    396000 | PA      | $401074.74    | 0.04%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Ballyrock Clo 2020-1 Ltd.                                                            | BALLY 2021-18A A2R                                                          | CUSIP: 05875YAL0<br>LEI: 2549009NE3IA6DAH4G62 | Long             | ABS-CBDO         | CORP              | KY        |   1390000 | PA      | $1388433.47   | 0.15%             | 2038-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING CO LLC                                                    | CPGX 6.042 08/15/28 144A                                                    | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    373000 | PA      | $385182.78    | 0.04%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                                                 | FE 3.55 05/15/27 144A                                                       | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    306000 | PA      | $303084.15    | 0.03%             | 2027-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS USD                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $4963.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE V6.5 08/15/55 .                                                         | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    268000 | PA      | $276664.44    | 0.03%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2013-69 KA                                                              | CUSIP: 38378TQB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    115153 | PA      | $103328.94    | 0.01%             | 2042-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ExamWorks                                                                            | ExamWorks Term Loan B 250 2033-01-24                                        | CUSIP: 28542CAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200000 | PA      | $199890.60    | 0.02%             | 2033-02-06      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AC9580                                                                   | CUSIP: 31417WUE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82097 | PA      | $81293.41     | 0.01%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI9851                                                                   | CUSIP: 3138AP5M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308552 | PA      | $305275.20    | 0.03%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 987393                                                                   | CUSIP: 31415R3A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9836 | PA      | $10162.87     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                       | APP 5.125 12/01/29                                                          | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    276000 | PA      | $277664.86    | 0.03%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 888560                                                                   | CUSIP: 31410GE90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19602 | PA      | $20248.34     | 0.00%             | 2035-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust 2018-B-GS                                              | CBSLT 2018-BGS B                                                            | CUSIP: 20268MAC0<br>LEI: 549300EJIXF1G1X7PN20 | Long             | ABS-O            | CORP              | US        |    227988 | PA      | $196469.40    | 0.02%             | 2045-09-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                               | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        | -49760000 | NC      | $-109592.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NBN Co Ltd.                                                                          | NBNAUS 2.5 01/08/32 144A                                                    | CUSIP: 62878U2E1<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $179145.25    | 0.02%             | 2032-01-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2006-12 SD                                                              | CUSIP: 31394VS50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1003509 | PA      | $58609.53     | 0.01%             | 2035-10-25      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                | FNR 2017-23 IO                                                              | CUSIP: 3136AV5M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   5366258 | PA      | $1043928.81   | 0.11%             | 2047-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AH1141                                                                   | CUSIP: 3138A2HT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112210 | PA      | $111111.56    | 0.01%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                       | FBINUS 3.25 09/15/29                                                        | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    184000 | PA      | $175502.77    | 0.02%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BK3209                                                                   | CUSIP: 3140HGR74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36252 | PA      | $34714.95     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG V5.615 04/24/36                                                        | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    656000 | PA      | $671596.75    | 0.07%             | 2036-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                   | STT V3.031 11/01/34                                                         | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    617000 | PA      | $580975.03    | 0.06%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RA6765                                                                   | CUSIP: 3133KNQS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3272904 | PA      | $2804695.02   | 0.31%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 617448                                                                   | CUSIP: 31388W5H5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3367 | PA      | $3483.11      | 0.00%             | 2032-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB1470                                                                   | CUSIP: 31416WT44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8902 | PA      | $8815.07      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROAD RIVER BSL FUNDING CLO LTD                                                      | BDRVR 2020-1A CR                                                            | CUSIP: 11124TAN4<br>LEI: 5493000KEEYM16WOW109 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2997240.00   | 0.33%             | 2034-07-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Symetra Life Insurance Co.                                                           | SYA 6.55 10/01/55 144A                                                      | CUSIP: 87151KAA7<br>LEI: 2CKADF5K7JYB5EG0VY36 | Long             | DBT              | CORP              | US        |    233000 | PA      | $233693.88    | 0.03%             | 2055-10-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHS 347 118                                                                 | CUSIP: 31325WC75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    225146 | PA      | $43656.50     | 0.00%             | 2044-02-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                    | ES 5.5 01/01/34                                                             | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    112000 | PA      | $113626.38    | 0.01%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V5.065 01/21/37                                                          | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    394000 | PA      | $385349.62    | 0.04%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB1475                                                                   | CUSIP: 31416WT93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105222 | PA      | $104192.25    | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4892 ES                                                                 | CUSIP: 3137FMSN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3992295 | PA      | $419174.61    | 0.05%             | 2045-07-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                    | NWG V5.076 01/27/30                                                         | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    389000 | PA      | $393411.19    | 0.04%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 3.3 07/01/30                                                            | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    184000 | PA      | $172465.48    | 0.02%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                                   | EOG 5.35 01/15/36                                                           | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    262000 | PA      | $265982.65    | 0.03%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                                     | SCRT 2018-3 HT                                                              | CUSIP: 35563PGA1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    710468 | PA      | $618728.25    | 0.07%             | 2057-08-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 757571                                                                   | CUSIP: 31403TT46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       106 | PA      | $107.43       | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SPECTRUM MANAGEMENT HOLDING COMPANY LLC                                              | CHTR 5.5 09/01/41                                                           | CUSIP: 88732JBB3<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |     91000 | PA      | $78504.09     | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 712375                                                                   | CUSIP: 36297HMY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       145 | PA      | $146.23       | 0.00%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 899500                                                                   | CUSIP: 31410WKM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8571 | PA      | $8854.47      | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Institutional Liquidity Funds                                         | Morgan Stanley Institutional Liquidity Funds GOVT PTF INSTL                 | CUSIP: 61747C707<br>LEI: 5493000A332Y142SOW84 | Long             | STIV             | RF                | US        |   7230000 | NS      | $7230000.00   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc.                                                                      | CRM 5.2 03/15/33                                                            | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    517000 | PA      | $516266.11    | 0.06%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V5.605 04/23/36                                                         | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    709000 | PA      | $725795.66    | 0.08%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                       | HPE 5.6 10/15/54                                                            | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    334000 | PA      | $298390.96    | 0.03%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 4.95 11/01/31                                                           | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    279000 | PA      | $280831.37    | 0.03%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V5.597 05/17/28                                                        | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    267000 | PA      | $270042.36    | 0.03%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 831832                                                                   | CUSIP: 31407JED0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        64 | PA      | $65.60        | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                                  | SYK 4.85 02/10/30                                                           | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    278000 | PA      | $281851.35    | 0.03%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2010-9 JI                                                               | CUSIP: 38375A3E2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1749946 | PA      | $345305.36    | 0.04%             | 2040-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 899743                                                                   | CUSIP: 31410WS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2872 | PA      | $3014.55      | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V2.087 06/14/29 MTN                                                     | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    470000 | PA      | $447244.95    | 0.05%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| BSPRT 2025-FL12 ISSUER LLC                                                           | BSPRT 2025-FL12 A                                                           | CUSIP: 05619BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $999714.55    | 0.11%             | 2043-01-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q02527                                                                   | CUSIP: 3132GFYY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    225540 | PA      | $223609.32    | 0.02%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G02781                                                                   | CUSIP: 3128M4M67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4286 | PA      | $4427.68      | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2004-9                                                      | BALTA 2006-6 31A1                                                           | CUSIP: 073868AV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    647709 | PA      | $354953.65    | 0.04%             | 2036-11-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE3873                                                                   | CUSIP: 31419EJT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59139 | PA      | $58559.57     | 0.01%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD8463                                                                   | CUSIP: 3132DWML4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1983301 | PA      | $2024057.91   | 0.22%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 2.1 06/15/30                                                            | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    340000 | PA      | $309211.25    | 0.03%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc.                                                                | J 5.375 03/03/36                                                            | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |    255000 | PA      | $248855.99    | 0.03%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 256638                                                                   | CUSIP: 31371NBF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7260 | PA      | $7619.83      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 5.3 06/15/34                                                            | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    166000 | PA      | $170738.30    | 0.02%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2006-104 ES                                                             | CUSIP: 31396LMM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    275411 | PA      | $350478.59    | 0.04%             | 2036-11-25      | Floating      | 14.57%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 725946                                                                   | CUSIP: 31402DP79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17539 | PA      | $17916.44     | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                            | RTX 4.45 11/16/38                                                           | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    261000 | PA      | $241264.90    | 0.03%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2024-8                                             | CHASE 2024-8 A9A                                                            | CUSIP: 16159XAV4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    987392 | PA      | $980588.66    | 0.11%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| WIND RIVER 2021-2 CLO LTD                                                            | WINDR 2021-2A BR                                                            | CUSIP: 97315VAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $746412.00    | 0.08%             | 2034-07-20      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                           | CDW 5.1 03/01/30                                                            | CUSIP: 12513GBK4<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |    181000 | PA      | $180779.02    | 0.02%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                                | AON 5.15 03/01/29                                                           | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $286045.21    | 0.03%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 882153                                                                   | CUSIP: 31409YBW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8312 | PA      | $8667.09      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3.875 04/15/30                                                         | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44810.54     | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2004-9                                                      | BALTA 2006-6 32A1                                                           | CUSIP: 073868BE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    758258 | PA      | $378035.74    | 0.04%             | 2036-11-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL2760                                                                   | CUSIP: 3138EKB61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3339 | PA      | $3306.65      | 0.00%             | 2042-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A69830                                                                   | CUSIP: 3128L14P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4123 | PA      | $4331.57      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 2.8 04/01/27                                                           | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59965.28     | 0.01%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 931520                                                                   | CUSIP: 31412P4D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16278 | PA      | $16298.87     | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Company                                                       | AEP 6.05 03/15/37                                                           | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     19000 | PA      | $20126.05     | 0.00%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE3145                                                                   | CUSIP: 31419DP70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5283 | PA      | $5227.14      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 774311                                                                   | CUSIP: 36176SAL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41263 | PA      | $41727.87     | 0.00%             | 2042-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 672549                                                                   | CUSIP: 31391PEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       355 | PA      | $361.61       | 0.00%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AA9809                                                                   | CUSIP: 31416T3T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7635 | PA      | $7560.04      | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNS 421 C11                                                                 | CUSIP: 31397VGJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1259069 | PA      | $187800.99    | 0.02%             | 2039-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AP8995                                                                   | CUSIP: 3138MC7H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5816 | PA      | $5688.45      | 0.00%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                   | NRUC V5.25 04/20/46                                                         | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    121000 | PA      | $121080.95    | 0.01%             | 2046-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STWD 2025-FL4 LLC                                                                    | STWD 2025-FL4 B                                                             | CUSIP: 863922AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000248.20   | 0.11%             | 2042-11-19      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC V5.373 07/21/36                                                         | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10048.10     | 0.00%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AO4593                                                                   | CUSIP: 3138LVC76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9551 | PA      | $9438.66      | 0.00%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 735653                                                                   | CUSIP: 31402RH69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12131 | PA      | $12139.48     | 0.00%             | 2044-10-01      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Cedar Funding VIII CLO, Ltd                                                          | CEDF 2017-8A ARR                                                            | CUSIP: 15032EAY5<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2999967.00   | 0.33%             | 2038-01-19      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 949225                                                                   | CUSIP: 31413MA23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       423 | PA      | $435.71       | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-58 PI                                                              | CUSIP: 3136A6JS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    448420 | PA      | $55742.59     | 0.01%             | 2042-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3951 SN                                                                 | CUSIP: 3137AHVA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4492884 | PA      | $467840.65    | 0.05%             | 2041-11-15      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L P                                                            | AMH 3.625 04/15/32                                                          | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     41000 | PA      | $37872.16     | 0.00%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Devon Energy Corporation                                                             | DVN 5.2 09/15/34                                                            | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    290000 | PA      | $290838.11    | 0.03%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3311 IC                                                                 | CUSIP: 31397H6V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1281761 | PA      | $110529.30    | 0.01%             | 2037-05-15      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2019-25 PS                                                              | CUSIP: 3136B4ZD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   3539780 | PA      | $383059.57    | 0.04%             | 2049-06-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 LTD                                                                     | MF1 2021-FL7 AS                                                             | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3532000 | PA      | $3528176.79   | 0.39%             | 2036-10-21      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Black Hills Corporation                                                              | BKH 4.55 01/31/31                                                           | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1073901.22   | 0.12%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.25 11/15/27                                                          | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    123000 | PA      | $120071.46    | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                | FNR 2021-17 KI                                                              | CUSIP: 3136BF4A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  12680994 | PA      | $2965312.18   | 0.33%             | 2051-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-110 CA                                                             | CUSIP: 3136A9HT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    514823 | PA      | $473191.56    | 0.05%             | 2042-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2018-64 ET                                                              | CUSIP: 3136B22X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    385313 | PA      | $345975.49    | 0.04%             | 2048-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 888431                                                                   | CUSIP: 31410GA86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2991 | PA      | $3139.03      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                | CAH 5.45 02/15/34                                                           | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50058.66     | 0.01%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                          | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $73407.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.65 03/15/28                                                          | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    166000 | PA      | $167566.50    | 0.02%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB2140                                                                   | CUSIP: 3140QMLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    777489 | PA      | $640829.34    | 0.07%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Enbridge U S Inc                                                                     | Enbridge U S Inc 0% CP 27/05/2026                                           | CUSIP: 29251VET9<br>LEI: 5493003FRODSVHJWFS32 | Long             | STIV             | CORP              | US        |   2500000 | PA      | $2483778.75   | 0.27%             | 2026-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2021-72 QI                                                              | CUSIP: 3136BJBT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   6485482 | PA      | $1229765.45   | 0.14%             | 2043-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 737195                                                                   | CUSIP: 3620AQ7G2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       926 | PA      | $944.64       | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2019-22 SA                                                              | CUSIP: 38381RDX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   7545256 | PA      | $629929.28    | 0.07%             | 2045-02-20      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2011-10 ZC                                                              | CUSIP: 31397QPY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    373463 | PA      | $377361.87    | 0.04%             | 2041-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                               | PLDTLF 5.5 04/01/34 144A                                                    | CUSIP: 74350LAB0<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |     79000 | PA      | $80304.80     | 0.01%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                                                    | JAPTOB 5.25 06/15/30 144A                                                   | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    203000 | PA      | $208267.43    | 0.02%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                           | NGGLN 1.96 06/27/30 144A                                                    | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    249000 | PA      | $224071.85    | 0.02%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B9 MORTGAGE TRUST                                                     | BMARK 2019-B9 XA                                                            | CUSIP: 08160JAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17457588 | PA      | $378173.25    | 0.04%             | 2052-03-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q32110                                                                   | CUSIP: 3132QNKY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1551480 | PA      | $1414112.73   | 0.16%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care Ltd Partnership / Sabra Capital Corp                               | SBRA 3.2 12/01/31                                                           | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    105000 | PA      | $94854.91     | 0.01%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4988 IJ                                                                 | CUSIP: 3137FUPF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3748598 | PA      | $649540.18    | 0.07%             | 2047-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7936                                                                   | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4418713 | PA      | $3806802.58   | 0.42%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 1.5 02/15/31                                                          | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     95000 | PA      | $82356.40     | 0.01%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| Public Service Enterprise Group Incorporated                                         | PEG 2.45 11/15/31                                                           | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    187000 | PA      | $165984.99    | 0.02%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 2411 FJ                                                                 | CUSIP: 31339D4L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     20673 | PA      | $20627.15     | 0.00%             | 2029-12-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                              | BASF SE 0% CP 10/06/2026                                                    | CUSIP: 05526MFA8<br>LEI: 529900PM64WH8AF1E917 | Long             | STIV             | CORP              | DE        |   4000000 | PA      | $3967755.60   | 0.44%             | 2026-06-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS STRUCTURED PRODUCTS INC                                                 | BSSP 2007-R6 1A1                                                            | CUSIP: 07402FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49109 | PA      | $35143.49     | 0.00%             | 2036-01-26      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 906271                                                                   | CUSIP: 31411E2C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24025 | PA      | $24805.98     | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                          | TRS TREASURY BOND                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-249340.86   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 888275                                                                   | CUSIP: 31410F2G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5139 | PA      | $5245.17      | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                                  | IBM 4.75 02/05/31                                                           | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    332000 | PA      | $332580.44    | 0.04%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                 | RY V4.696 08/06/31                                                          | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    223000 | PA      | $222587.87    | 0.02%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 747620                                                                   | CUSIP: 31403FSH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2116 | PA      | $2140.03      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | CAS 2022-R01 1B1                                                            | CUSIP: 20754LAF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   3600000 | PA      | $3634377.12   | 0.40%             | 2041-12-26      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Wynnton Funding Trust                                                                | AFL 5.251 08/15/35                                                          | CUSIP: 983196AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $496677.76    | 0.05%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                | UBER 4.3 01/15/30                                                           | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    238000 | PA      | $236115.02    | 0.03%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 779677                                                                   | CUSIP: 31404VFS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1971 | PA      | $1981.89      | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.8 06/15/38 20Y                                                         | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67938.17     | 0.01%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BH4690                                                                   | CUSIP: 3140GTF88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62946 | PA      | $61996.01     | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                      | MRKGR 4.625 10/15/32 144A                                                   | CUSIP: 26867LAQ3<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    396000 | PA      | $390513.56    | 0.04%             | 2032-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BA2626                                                                   | CUSIP: 3140E64L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1366858 | PA      | $1282685.55   | 0.14%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2009-29 PB                                                              | CUSIP: 38374UNM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    562713 | PA      | $569600.35    | 0.06%             | 2039-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp                                                        | EFNCN 5.643 03/13/27 144A                                                   | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    510000 | PA      | $514319.09    | 0.06%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corp A Mutual Legal Reserve Co.                                  | HCSERV 5.2 06/15/29 144A                                                    | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    434000 | PA      | $440309.15    | 0.05%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 936140                                                                   | CUSIP: 31412VPZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6027 | PA      | $6226.60      | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                     | GATX 4 06/30/30                                                             | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    103000 | PA      | $100323.94    | 0.01%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 5.8 03/01/34                                                            | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     96000 | PA      | $98363.88     | 0.01%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 4.45 04/01/62                                                           | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15150.87     | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2010-139 SA                                                             | CUSIP: 31398SWY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   6364703 | PA      | $500380.23    | 0.05%             | 2040-12-25      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 5.6 06/01/29                                                            | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    201000 | PA      | $205805.49    | 0.02%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3170 SA                                                                 | CUSIP: 31396TA86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    735919 | PA      | $48064.94     | 0.01%             | 2033-09-15      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 931065                                                                   | CUSIP: 31412PMN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6619 | PA      | $6554.22      | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.452 12/05/29                                                         | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    488000 | PA      | $488672.56    | 0.05%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. L.L.C.                                               | BX 1.625 08/05/28 144A                                                      | CUSIP: 09261BAC4<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    172000 | PA      | $161246.40    | 0.02%             | 2028-08-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA0022                                                                   | CUSIP: 31417YAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79068 | PA      | $79310.63     | 0.01%             | 2029-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 911594                                                                   | CUSIP: 31411LXX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4236 | PA      | $4385.77      | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 2576 KZ                                                                 | CUSIP: 31393KBY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     28911 | PA      | $29778.70     | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                         | EXC 5.15 03/15/29                                                           | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    182000 | PA      | $185525.71    | 0.02%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  -2541000 | NC      | $8738.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                         | UBS V5.379 09/06/45 144A                                                    | CUSIP: 902613BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    909000 | PA      | $858825.50    | 0.09%             | 2045-09-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG J31724                                                                   | CUSIP: 31307M4H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    197171 | PA      | $191082.20    | 0.02%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                               | EXR 3.9 04/01/29                                                            | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    196000 | PA      | $191979.78    | 0.02%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 888608                                                                   | CUSIP: 31410GGR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34831 | PA      | $36552.47     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2004-9                                                      | BALTA 2005-10 22A1                                                          | CUSIP: 07386HZE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    201504 | PA      | $193106.13    | 0.02%             | 2036-01-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 4.55 01/15/31                                                            | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    468000 | PA      | $463931.33    | 0.05%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                           | OXY 5.375 01/01/32                                                          | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    123000 | PA      | $124916.06    | 0.01%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                | FN AI4723                                                                   | CUSIP: 3138AJG97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52353 | PA      | $51802.24     | 0.01%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                                 | ESA 2025-ESH E                                                              | CUSIP: 30227TAJ9<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2008708.40   | 0.22%             | 2042-10-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                         | HON 4.75 02/01/32                                                           | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25065.31     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 5.25 04/01/53                                                          | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    253000 | PA      | $198601.16    | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 799209                                                                   | CUSIP: 31405T3S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3271 | PA      | $3369.58      | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS USD                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-41671.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WINWATER MORTGAGE LOAN TRUST 2015-5                                                  | WIN 2015-5 B4                                                               | CUSIP: 97654DCC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    409586 | PA      | $379170.73    | 0.04%             | 2045-08-20      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STREET CLO LTD                                                            | SYMP 2012-9A CR3                                                            | CUSIP: 13079WDG0<br>LEI: 5493001GRJRD2VIG9H40 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1753615.50   | 0.19%             | 2032-07-16      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                          | VTRS 2.7 06/22/30                                                           | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    132000 | PA      | $119629.27    | 0.01%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A82880                                                                   | CUSIP: 312929FV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48388 | PA      | $49867.25     | 0.01%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 884992                                                                   | CUSIP: 31410CF98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       974 | PA      | $1009.01      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI4291                                                                   | CUSIP: 3138AHXV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7465 | PA      | $7392.32      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3.375 04/15/29                                                         | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    107000 | PA      | $103720.08    | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3102 IS                                                                 | CUSIP: 31396H5W5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    103804 | PA      | $23464.26     | 0.00%             | 2036-01-15      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G04627                                                                   | CUSIP: 3128M6PL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4296 | PA      | $4469.95      | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AA7171                                                                   | CUSIP: 31416Q6H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36188 | PA      | $35833.29     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |  -9952000 | NC      | $-24513.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BH3326                                                                   | CUSIP: 3140GRVU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18879 | PA      | $18602.95     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AD6954                                                                   | CUSIP: 31418UWQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131027 | PA      | $129743.73    | 0.01%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB1165                                                                   | CUSIP: 31416WJK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1731 | PA      | $1714.00      | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V2.804 05/24/32                                                        | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    315000 | PA      | $283390.87    | 0.03%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 4.125 04/01/40                                                          | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    186000 | PA      | $155392.02    | 0.02%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cobank ACB                                                                           | COBKAC V7.125 PERP M                                                        | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGSE             | US        |    490000 | PA      | $506253.30    | 0.06%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 814670                                                                   | CUSIP: 31406NCF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41024 | PA      | $41768.23     | 0.00%             | 2035-04-01      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4386 LS                                                                 | CUSIP: 3137BE6Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1518604 | PA      | $142560.43    | 0.02%             | 2044-09-15      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V2.687 04/22/32                                                         | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    316000 | PA      | $286467.93    | 0.03%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Focus Financial                                                                      | Focus Financial Term Loan B-8 (add-on) 275 2031-09-01                       | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    273622 | PA      | $265028.19    | 0.03%             | 2031-09-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                | IBM 4.95 02/03/36                                                           | CUSIP: 459200LT6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    620000 | PA      | $604184.98    | 0.07%             | 2036-02-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI1643                                                                   | CUSIP: 3138AEZH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28438 | PA      | $28043.98     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 7.079 08/02/43                                                       | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     68000 | PA      | $74801.59     | 0.01%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR QD6563                                                                   | CUSIP: 3133B4JG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1834498 | PA      | $1631974.21   | 0.18%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AZ4340                                                                   | CUSIP: 3138YVZE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    642989 | PA      | $619107.89    | 0.07%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 796705                                                                   | CUSIP: 31405RDJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56390 | PA      | $58057.67     | 0.01%             | 2034-09-01      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V3.584 05/22/28 MTN                                                     | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54490.10     | 0.01%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK FINANCIAL INC.                                                         | NATIONAL BANK FINANCIAL INC                                                 | CUSIP: 000000000<br>LEI: 549300D83GR71RNG0O65 | Long             | RA               | CORP              | US        |    183433 | PA      | $183433.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 6.125 08/03/65                                                         | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    147000 | PA      | $122375.39    | 0.01%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                               | MU 5.8 01/15/35                                                             | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    277000 | PA      | $295031.84    | 0.03%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2010-60 HJ                                                              | CUSIP: 31398RFN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    109287 | PA      | $110292.20    | 0.01%             | 2040-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc.                                                   | TTWO 5.4 06/12/29                                                           | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    216000 | PA      | $220782.82    | 0.02%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Wynnton Funding Trust II                                                             | AFL 5.991 08/15/55                                                          | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    846000 | PA      | $836745.58    | 0.09%             | 2055-08-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                  | SWOP IRS EUR                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |   9890000 | NC      | $229.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 902094                                                                   | CUSIP: 31411AGB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19452 | PA      | $20360.90     | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA0786                                                                   | CUSIP: 36179M2T6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    127392 | PA      | $129883.74    | 0.01%             | 2043-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G06031                                                                   | CUSIP: 3128M8A87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51377 | PA      | $52910.85     | 0.01%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AA2928                                                                   | CUSIP: 31416LHE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7206 | PA      | $7135.33      | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB0208                                                                   | CUSIP: 31416VGS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21717 | PA      | $22463.88     | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                    | OMC 5 06/02/33                                                              | CUSIP: 681919BW5<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    511000 | PA      | $499285.77    | 0.05%             | 2033-06-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AC8598                                                                   | CUSIP: 31417VRU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2788 | PA      | $2758.79      | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2010-68 MS                                                              | CUSIP: 38377GTD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    760650 | PA      | $66181.80     | 0.01%             | 2040-06-20      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS USD                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $8868.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                     | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |  -6064000 | NC      | $-24153.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AC7761                                                                   | CUSIP: 31417UTT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5743 | PA      | $5687.05      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                           | BA 5.93 05/01/60                                                            | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     96000 | PA      | $92228.52     | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                                  | HII 4.2 05/01/30                                                            | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    184000 | PA      | $180592.68    | 0.02%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 2.45 02/15/31                                                          | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    414000 | PA      | $376084.54    | 0.04%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 5.2 02/15/35                                                            | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    143000 | PA      | $142824.45    | 0.02%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 937028                                                                   | CUSIP: 31412WPM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4666 | PA      | $4791.22      | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 3.557 08/15/27                                                       | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11872.20     | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 257576                                                                   | CUSIP: 31371PCM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1553 | PA      | $1567.68      | 0.00%             | 2029-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                                      | ADP 4.75 05/08/32                                                           | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    284000 | PA      | $287025.54    | 0.03%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                            | INVH 4.15 04/15/32                                                          | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     46000 | PA      | $43212.13     | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                          | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |  -1244000 | NC      | $3889.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G08226                                                                   | CUSIP: 3128MJHC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4940 | PA      | $5099.83      | 0.00%             | 2037-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2019-33 PS                                                              | CUSIP: 3136B45F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  10350514 | PA      | $1094313.78   | 0.12%             | 2049-07-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 4.9 08/15/37                                                              | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    229000 | PA      | $220473.56    | 0.02%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BXMT 2025-FL5 LTD                                                                    | BXMT 2025-FL5 A                                                             | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2252959.76   | 0.25%             | 2042-10-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                       | PEG 5.75 05/15/35 144A                                                      | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    349000 | PA      | $354661.66    | 0.04%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JUPITER BORROWER INC                                                                 | JUPITER BORROWER INC                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $220000.00    | 0.02%             | 2033-03-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-10 US                                                              | CUSIP: 3136A3ZG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    246950 | PA      | $27434.37     | 0.00%             | 2042-02-25      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V5.536 01/28/36                                                          | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    233000 | PA      | $236942.23    | 0.03%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 888294                                                                   | CUSIP: 31410F3B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6953 | PA      | $7296.76      | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q54870                                                                   | CUSIP: 3132XXMU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    136188 | PA      | $130867.13    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2007-73 A1                                                              | CUSIP: 31396V4Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    205015 | PA      | $201317.15    | 0.02%             | 2037-07-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A83009                                                                   | CUSIP: 312929KW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25130 | PA      | $26336.18     | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 1.95 01/15/31                                                         | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     88000 | PA      | $78094.23     | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CWALT INC MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-J3                          | CWALT 2005-J3 2A2                                                           | CUSIP: 12667GDJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    163266 | PA      | $8444.83      | 0.00%             | 2035-05-25      | Floating      | 1.21%                 | No            |                  2 | On Loan: No      |
| LSEG US Finance Corp                                                                 | LSELN 5.297 03/28/34 144A                                                   | CUSIP: 50222CAB6<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    226000 | PA      | $227650.42    | 0.03%             | 2034-03-28      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2006-120 QD                                                             | CUSIP: 31396LH86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1405235 | PA      | $24316.75     | 0.00%             | 2036-10-25      | Floating      | 0.92%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A88938                                                                   | CUSIP: 3129354X4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1454 | PA      | $1503.71      | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 933731                                                                   | CUSIP: 31412SY41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24377 | PA      | $25065.74     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                                     | MS V4.734 07/18/31                                                          | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264230.00    | 0.03%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2015-9 IO                                                               | CUSIP: 3136AMTT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   7258633 | PA      | $1347715.81   | 0.15%             | 2045-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                   | HNDA 5.65 11/15/28                                                          | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    189000 | PA      | $193640.18    | 0.02%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2003-74 IO                                                              | CUSIP: 31393EAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    276720 | PA      | $40005.48     | 0.00%             | 2033-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PELICAN PIPELI 03/18/2033                                                            | PELICAN PIPELI 03/18/2033                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    195000 | PA      | $195426.66    | 0.02%             | 2033-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                     | GATX 6.05 06/05/54                                                          | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70558.84     | 0.01%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AC9909                                                                   | CUSIP: 31417XAK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26504 | PA      | $27314.13     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                                         | RBC DOMINION SECURITIES INC                                                 | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ELMWOOD CLO IX LTD                                                                   | ELMW9 2021-2A BR                                                            | CUSIP: 29003UAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1730000 | PA      | $1731228.30   | 0.19%             | 2038-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                          | KVUE 5.05 03/22/28                                                          | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    168000 | PA      | $170602.51    | 0.02%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.5 04/15/64                                                            | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     52000 | PA      | $47652.15     | 0.01%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                | FN MA4492                                                                   | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4093064 | PA      | $3317863.23   | 0.36%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                       | PENSKE 5.35 03/30/29 144A                                                   | CUSIP: 709599BZ6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    754000 | PA      | $767082.81    | 0.08%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 735642                                                                   | CUSIP: 31402RHT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14464 | PA      | $14476.76     | 0.00%             | 2042-08-01      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V5.872 09/15/34                                                         | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    380000 | PA      | $398041.11    | 0.04%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Nord Anglia Education Limited                                                        | Nord Anglia Education Limited Term Loan B 225 2032-01-01                    | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |    224438 | PA      | $222193.13    | 0.02%             | 2032-01-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB3314                                                                   | CUSIP: 31416YVG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2109 | PA      | $2088.30      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AD7593                                                                   | CUSIP: 31418VNK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8101 | PA      | $8021.52      | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                    | ES V6.1 08/15/56 A                                                          | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123507.74    | 0.01%             | 2056-08-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 917318                                                                   | CUSIP: 31411XDX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       306 | PA      | $315.12       | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G03400                                                                   | CUSIP: 3128M5DD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16036 | PA      | $16341.16     | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corporation                                                    | SLB 2.65 06/26/30 144A                                                      | CUSIP: 806851AR2<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102157.59    | 0.01%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH TRUST 2024-FBLU                                            | FMBT 2024-FBLU D                                                            | CUSIP: 34461WAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2009088.00   | 0.22%             | 2039-12-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                         | NSC 5.95 03/15/64                                                           | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16846.16     | 0.00%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 950984                                                                   | CUSIP: 31413N6V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       385 | PA      | $399.27       | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 5.55 02/22/54                                                           | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    279000 | PA      | $268836.89    | 0.03%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PELICAN PIPELIN 03/23/33                                                             | PELICAN PIPELIN 03/23/33                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $30065.64     | 0.00%             | 2033-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMM 2016-CCRE28 MORTGAGE TRUST                                                      | COMM 2016-CR28 XA                                                           | CUSIP: 12593YBH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4728934 | PA      | $1885.43      | 0.00%             | 2049-02-12      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.192 04/17/31                                                          | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50756.77     | 0.01%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-19 S                                                               | CUSIP: 3136A4MK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   5714888 | PA      | $509764.86    | 0.06%             | 2042-03-25      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 31 LTD                                                                      | AMMC 2025-31A B                                                             | CUSIP: 03166GAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    840000 | PA      | $841984.08    | 0.09%             | 2038-02-22      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AH4772                                                                   | CUSIP: 3138A6JS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67022 | PA      | $66204.69     | 0.01%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AD0440                                                                   | CUSIP: 31418MP22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       614 | PA      | $644.55       | 0.00%             | 2039-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | INTC 5.7 02/10/53                                                           | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    257000 | PA      | $236832.39    | 0.03%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE4342                                                                   | CUSIP: 31419EZG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92569 | PA      | $91596.40     | 0.01%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 889643                                                                   | CUSIP: 31410KLY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       503 | PA      | $524.39       | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                        | AEP 5.45 05/15/29                                                           | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    434000 | PA      | $445179.96    | 0.05%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Narragansett Electric Co.                                                            | PPL 3.395 04/09/30 144A                                                     | CUSIP: 631005BJ3<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43037.06     | 0.00%             | 2030-04-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                              | Volkswagen Group of America Finance LLC 0% CP 11/05/2026                    | CUSIP: 92866CEB5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | STIV             | CORP              | US        |   1700000 | PA      | $1691904.43   | 0.19%             | 2026-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 661839                                                                   | CUSIP: 31391BHQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5032 | PA      | $5215.29      | 0.00%             | 2032-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                   | R 5.25 06/01/28 MTN                                                         | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238803.04    | 0.03%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust 2006-WM4                              | SABR 2006-WM4 A2A                                                           | CUSIP: 81377XAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47602 | PA      | $12451.62     | 0.00%             | 2036-11-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AC6693                                                                   | CUSIP: 31417TNK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179660 | PA      | $177564.94    | 0.02%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES LXV CLO LTD                                                                     | ARES 2022-65A A1R                                                           | CUSIP: 04019FAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1998500.00   | 0.22%             | 2034-07-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A71746                                                                   | CUSIP: 3128L45F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3172 | PA      | $3254.43      | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 808874                                                                   | CUSIP: 31406FT76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16518 | PA      | $16611.55     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.3 04/01/44                                                             | CUSIP: 86765BAP4<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    148000 | PA      | $132762.59    | 0.01%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                                       | KR 5.65 09/15/64                                                            | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    292000 | PA      | $270941.39    | 0.03%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                          | INVESCO EXCHANGE TRADED FUND TRUST II SR LN ETF                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |    -75000 | NC      | $-6477.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 890236                                                                   | CUSIP: 31410LBD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34143 | PA      | $33808.90     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 5.1 05/01/33                                                            | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55237.84     | 0.01%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AJ3039                                                                   | CUSIP: 3138AULV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85951 | PA      | $85047.10     | 0.01%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AC3657                                                                   | CUSIP: 31417NB34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77598 | PA      | $76838.87     | 0.01%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.35 03/20/33                                                          | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    308000 | PA      | $302518.67    | 0.03%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V2.475 01/21/28                                                          | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    158000 | PA      | $155543.23    | 0.02%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                               | BPLN V4.875 PERP                                                            | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    174000 | PA      | $171889.21    | 0.02%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7534                                                                   | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3246705 | PA      | $2796948.78   | 0.31%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                | FN MA4761                                                                   | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    503724 | PA      | $499591.04    | 0.05%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DnB Bank ASA                                                                         | DNBNO V4.853 11/05/30 144A                                                  | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    271000 | PA      | $273639.93    | 0.03%             | 2030-11-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.85 04/01/60                                                          | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     77000 | PA      | $45360.46     | 0.00%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 6.85 02/04/66                                                          | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    204000 | PA      | $187726.31    | 0.02%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel                                                   | BFCM 4.591 10/16/28 144A                                                    | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    409000 | PA      | $409322.49    | 0.04%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Plc                                                          | IMBLN 5.5 02/01/30 144A                                                     | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    524000 | PA      | $537862.64    | 0.06%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                           | AMT 3.6 01/15/28                                                            | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59125.50     | 0.01%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A93293                                                                   | CUSIP: 312941US4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31874 | PA      | $32552.87     | 0.00%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                       | SARM 2005-17 3A1                                                            | CUSIP: 863579VM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18235 | PA      | $15882.67     | 0.00%             | 2035-08-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | INTC 2.8 08/12/41                                                           | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     43000 | PA      | $29562.77     | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.75 07/15/64                                                           | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    238000 | PA      | $226796.23    | 0.02%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG C91175                                                                   | CUSIP: 3128P7JU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3542 | PA      | $3552.82      | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON MORTGAGE PASS-THROUGH TRUST 2006-3                                     | FHASI 2005-AR3 2A1                                                          | CUSIP: 32051GQL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15335 | PA      | $10087.58     | 0.00%             | 2035-08-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                                 | ETR 5.75 01/15/56                                                           | CUSIP: 29366MAJ7<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    420000 | PA      | $412117.29    | 0.05%             | 2056-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | META 4.2 11/15/30                                                           | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    425000 | PA      | $420974.12    | 0.05%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                                       | KR 5.5 09/15/54                                                             | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    223000 | PA      | $207245.14    | 0.02%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4059 SP                                                                 | CUSIP: 3137AR2F2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2571680 | PA      | $285111.90    | 0.03%             | 2042-06-15      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q36269                                                                   | CUSIP: 3132QS6F0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    639401 | PA      | $601492.63    | 0.07%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                                  | BNS V4.74 11/10/32                                                          | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    470000 | PA      | $469346.69    | 0.05%             | 2032-11-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AXP V5.016 04/25/31                                                         | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13219.48     | 0.00%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: —       |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                          | U.S. Treasury Bond Futures, Jun-2026,ETH                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        99 | NC      | $-303211.86   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB2104                                                                   | CUSIP: 31416XKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216320 | PA      | $214201.59    | 0.02%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 4.4 12/01/61                                                           | CUSIP: 161175CC6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     96000 | PA      | $61712.86     | 0.01%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 4.7 11/15/35                                                          | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    430000 | PA      | $424999.72    | 0.05%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc                                                               | Culligan International Term Loan B 275 2028-07-01                           | CUSIP: 00132UAQ7<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    200000 | PA      | $199579.60    | 0.02%             | 2028-07-30      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4313 SD                                                                 | CUSIP: 3137B8W86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2791703 | PA      | $214889.81    | 0.02%             | 2044-03-15      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AJ1466                                                                   | CUSIP: 3138ASTY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73066 | PA      | $72297.25     | 0.01%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                              | NACN 5.6 12/18/28                                                           | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    524000 | PA      | $539909.20    | 0.06%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                                               | ES 5.4 06/01/34                                                             | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     72000 | PA      | $73626.49     | 0.01%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Creative Planning                                                                    | Creative Planning Term Loan B 200 2031-05-05                                | CUSIP: 1261MAAE0<br>LEI: 254900A9E6SC2CI8V842 | Long             | LON              | CORP              | US        |    109756 | PA      | $109131.15    | 0.01%             | 2031-05-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 888893                                                                   | CUSIP: 31410GRN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15625 | PA      | $16132.41     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 901935                                                                   | CUSIP: 31411ABC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16768 | PA      | $17550.88     | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 916349                                                                   | CUSIP: 31411WBS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11125 | PA      | $11540.69     | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G01818                                                                   | CUSIP: 3128LXAT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36619 | PA      | $36983.60     | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AD0649                                                                   | CUSIP: 31418MWK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4120 | PA      | $4253.58      | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.572 04/22/36                                                         | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    359000 | PA      | $370083.96    | 0.04%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AJ0773                                                                   | CUSIP: 3138AR2F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28995 | PA      | $28675.25     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 866958                                                                   | CUSIP: 31409CE76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21857 | PA      | $22941.27     | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AD7856                                                                   | CUSIP: 31418VWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53931 | PA      | $53403.35     | 0.01%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CWMBS INC MORTGAGE PASS THROUGH CERTIFICATES SERIES 2003-J11                         | CWHL 2004-HYB9 1A1                                                          | CUSIP: 12669GHG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2620 | PA      | $2618.42      | 0.00%             | 2035-02-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 4.812 03/15/39                                                           | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    144000 | PA      | $134320.86    | 0.01%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BT9380                                                                   | CUSIP: 3140LYM67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2172256 | PA      | $1788062.94   | 0.20%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G04591                                                                   | CUSIP: 3128M6NG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27405 | PA      | $28291.13     | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                              | BASF SE 0% CP 30/06/2026                                                    | CUSIP: 05526MFW0<br>LEI: 529900PM64WH8AF1E917 | Long             | STIV             | CORP              | DE        |    950000 | PA      | $940153.54    | 0.10%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Campbells Co.                                                                    | CPB 5.2 03/21/29                                                            | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    298000 | PA      | $300904.26    | 0.03%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                   | PERU 6.9 08/12/37 144A                                                      | CUSIP: 715638AV4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |  22500000 | PA      | $6425292.39   | 0.71%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                  | ABT 5.5 03/15/56                                                            | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    410000 | PA      | $402306.89    | 0.04%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Company, LLC                                                        | AEP 5.15 04/01/34                                                           | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    123000 | PA      | $124000.30    | 0.01%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG J31680                                                                   | CUSIP: 31307M2M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73360 | PA      | $71146.17     | 0.01%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G03507                                                                   | CUSIP: 3128M5GQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17375 | PA      | $18258.11     | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                           | AMP 5.7 12/15/28                                                            | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    221000 | PA      | $228513.39    | 0.03%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2003-4                                                        | SEMT 2003-4 2A1                                                             | CUSIP: 81743PBW5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12091 | PA      | $12169.10     | 0.00%             | 2033-07-20      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                               | GM 6.25 10/02/43                                                            | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56028.48     | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                        | NI 5.85 04/01/55                                                            | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    322000 | PA      | $313241.06    | 0.03%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AH5283                                                                   | CUSIP: 3138A62R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10126 | PA      | $10026.81     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC V5.423 01/25/41                                                         | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    401000 | PA      | $393014.47    | 0.04%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                             | LLOYDS V8 PERP                                                              | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    528000 | PA      | $554690.40    | 0.06%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                            | CRBG 3.9 04/05/32                                                           | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     84000 | PA      | $78836.38     | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                | AAL 3 10/15/28                                                              | CUSIP: 023771R91<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10900 | PA      | $10573.00     | 0.00%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMRT COMMERCIAL MORTGAGE TRUST 2022-MINI                                             | SMRT 2022-MINI D                                                            | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2370000 | PA      | $2363646.03   | 0.26%             | 2039-01-18      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 6.05 03/13/76                                                          | CUSIP: 023135DK9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    373000 | PA      | $371103.68    | 0.04%             | 2076-03-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                      | SANUK V2.469 01/11/28                                                       | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    248000 | PA      | $243944.41    | 0.03%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 256514                                                                   | CUSIP: 31371M3X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1519 | PA      | $1571.10      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 959984                                                                   | CUSIP: 31413Y6V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23222 | PA      | $24371.73     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                   | ABNANV V3.324 03/13/37 144A                                                 | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $178597.22    | 0.02%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| COMM 2024-CBM MORTGAGE TRUST                                                         | COMM 2024-CBM A2                                                            | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $753278.40    | 0.08%             | 2041-12-12      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                         | PEG 5.4 03/15/35                                                            | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81008.52     | 0.01%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI8317                                                                   | CUSIP: 3138ANG31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29725 | PA      | $28935.44     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS USD                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-74734.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                                   | RGA 5.448 05/24/29 144A                                                     | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     79000 | PA      | $80953.40     | 0.01%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-MDHS                                               | BX 2024-MDHS A                                                              | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    662575 | PA      | $663351.59    | 0.07%             | 2041-05-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2018-CH1                                                      | SEMT 2018-CH1 A19                                                           | CUSIP: 81747DAU3<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-O            | CORP              | US        |     65040 | PA      | $60753.84     | 0.01%             | 2048-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 979564                                                                   | CUSIP: 31414XWZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1786 | PA      | $1795.25      | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2007-23CB                                                     | CWALT 2007-23CB A3                                                          | CUSIP: 02151EAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1408170 | PA      | $470077.28    | 0.05%             | 2037-09-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL1568                                                                   | CUSIP: 3138EHW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6149 | PA      | $6088.33      | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                              | VW 4.85 09/11/30 144A                                                       | CUSIP: 928668CX8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    295000 | PA      | $292421.23    | 0.03%             | 2030-09-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                               | MSI 5 04/15/29                                                              | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    207000 | PA      | $209847.56    | 0.02%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                  | Entergy Corporation 0% CP 21/05/2026                                        | CUSIP: 29366GEM9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | STIV             | CORP              | US        |   7000000 | PA      | $6959401.40   | 0.76%             | 2026-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-134 SF                                                             | CUSIP: 3136AASF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   7125751 | PA      | $706223.20    | 0.08%             | 2042-12-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3524 LA                                                                 | CUSIP: 31398CKN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100482 | PA      | $101598.76    | 0.01%             | 2033-03-15      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2010-102 SB                                                             | CUSIP: 31398NAS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2469838 | PA      | $231540.49    | 0.03%             | 2040-09-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AC1092                                                                   | CUSIP: 31417KGA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24676 | PA      | $24434.24     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tidal Trust IV                                                                       | Tidal Trust IV VOYA ULTRA SHORT INCOME ETF                                  | CUSIP: 88636N403<br>LEI: 2549002AJTPTPGECMC44 | Long             | EC               | RF                | US        |    185000 | NS      | $9259250.00   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 5.3 05/15/65                                                          | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    115000 | PA      | $106536.61    | 0.01%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4102 MS                                                                 | CUSIP: 3137AUN47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2468922 | PA      | $307697.04    | 0.03%             | 2042-09-15      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 928147                                                                   | CUSIP: 31412LEU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3722 | PA      | $3906.06      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | META 5.55 08/15/64                                                          | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    366000 | PA      | $329246.66    | 0.04%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Swch Commercial Mortgage Trust 2025-Data                                             | SWCH 2025-DATA B                                                            | CUSIP: 78489CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1234792.75   | 0.14%             | 2042-02-18      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                       | PENSKE 5.25 07/01/29 144A                                                   | CUSIP: 709599CA0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    510000 | PA      | $517573.30    | 0.06%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 3.15 02/21/40                                                          | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     67000 | PA      | $52156.44     | 0.01%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                     | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        | -24944000 | NC      | $-45230.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AC0164                                                                   | CUSIP: 31417JFE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27099 | PA      | $26688.28     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 886628                                                                   | CUSIP: 31410EA57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59565 | PA      | $61637.65     | 0.01%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 545204                                                                   | CUSIP: 31385HU59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       428 | PA      | $422.88       | 0.00%             | 2036-05-01      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                | FN MA4158                                                                   | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3213576 | PA      | $2619520.31   | 0.29%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AD3808                                                                   | CUSIP: 31418RGS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26042 | PA      | $25787.52     | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BD5460                                                                   | CUSIP: 3140FDB62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1798953 | PA      | $1687806.26   | 0.19%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boston Gas Company                                                                   | NGGLN 5.843 01/10/35 144A                                                   | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    175000 | PA      | $183636.57    | 0.02%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | INTC 5.6 02/21/54                                                           | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19280.21     | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB1471                                                                   | CUSIP: 31416WT51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14347 | PA      | $14206.11     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INVESCO US CLO 2023-1 LTD                                                            | INVCO 2023-1A AR2                                                           | CUSIP: 46146GAY8<br>LEI: 54930008KXQ75MGXPQ71 | Long             | ABS-CBDO         | CORP              | JE        |   3500000 | PA      | $3482801.00   | 0.38%             | 2037-04-22      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI7437                                                                   | CUSIP: 3138AMHP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1120 | PA      | $1100.71      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 880305                                                                   | CUSIP: 31409WAE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19264 | PA      | $20161.38     | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES PASS THROUGH TRUST SERIES 2020-1A                                    | UAL 5.875 10/15/27 20-1                                                     | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87262 | PA      | $88778.45     | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 256102                                                                   | CUSIP: 31371MNT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11092 | PA      | $11642.43     | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                               | MRVL 5.75 02/15/29                                                          | CUSIP: 573874AP9<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216853.96    | 0.02%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                            | CRBG 3.65 04/05/27 144A                                                     | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    444000 | PA      | $440087.84    | 0.05%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V1.953 02/04/32                                                         | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     95000 | PA      | $83673.15     | 0.01%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK 5.454 01/15/32                                                       | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    327000 | PA      | $337401.29    | 0.04%             | 2032-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SDAL TRUST 2025-DAL                                                                  | SDAL 2025-DAL A                                                             | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1004311.80   | 0.11%             | 2042-04-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AA4369                                                                   | CUSIP: 31416M2B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40498 | PA      | $40101.40     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                     | DB 5.414 05/10/29                                                           | CUSIP: 251526CW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    719000 | PA      | $738669.06    | 0.08%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A76747                                                                   | CUSIP: 3128LAP87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40319 | PA      | $41335.33     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2006-103 EZ                                                             | CUSIP: 31396LFD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     71020 | PA      | $73390.64     | 0.01%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                     | AJG 5.55 02/15/55                                                           | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    360000 | PA      | $336298.38    | 0.04%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI0963                                                                   | CUSIP: 3138AEB93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13180 | PA      | $12929.34     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-131 BS                                                             | CUSIP: 3136AABP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    985454 | PA      | $635469.34    | 0.07%             | 2042-12-25      | Floating      | 0.86%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V5.433 01/23/47                                                         | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    976000 | PA      | $925508.11    | 0.10%             | 2047-01-23      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                                 | ESA 2025-ESH D                                                              | CUSIP: 30227TAG5<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1505592.30   | 0.17%             | 2042-10-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2005-92 SC                                                              | CUSIP: 31394F2W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1301938 | PA      | $94282.84     | 0.01%             | 2035-10-25      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                     | BMO V4.64 09/10/30                                                          | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1415000 | PA      | $1418116.92   | 0.16%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AXP V5.085 01/30/31                                                         | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178001.91    | 0.02%             | 2031-01-30      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| OCTAGON 58 LTD                                                                       | OCT58 2022-1A BR                                                            | CUSIP: 675932AS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    570000 | PA      | $570413.82    | 0.06%             | 2038-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AD1045                                                                   | CUSIP: 31418NET3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41652 | PA      | $41244.43     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3589 SB                                                                 | CUSIP: 31398KAH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2430594 | PA      | $206423.62    | 0.02%             | 2039-10-15      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7987                                                                   | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3759196 | PA      | $3238614.57   | 0.36%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 5.45 11/15/55                                                         | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    430000 | PA      | $416626.17    | 0.05%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 782518                                                                   | CUSIP: 36241KYP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29204 | PA      | $29828.96     | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 884016                                                                   | CUSIP: 31410BDV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3979 | PA      | $4058.22      | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                            | TRGP 4.875 02/01/31                                                         | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204756.76    | 0.02%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 941527                                                                   | CUSIP: 31413CPL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3064 | PA      | $3178.29      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                                            | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DFE              | CORP              | US        |         1 | NC      | $47038.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS5074                                                                   | CUSIP: 3138WET82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    380121 | PA      | $368822.31    | 0.04%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.5 03/15/29                                                              | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1170900 | PA      | $1160608.89   | 0.13%             | 2029-03-15      | 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        | -19400000 | NC      | $4153.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                          | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |  -1244000 | NC      | $-7720.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 5.15 11/15/31                                                          | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    188000 | PA      | $192904.44    | 0.02%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 787578                                                                   | CUSIP: 31405E6P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1653 | PA      | $1686.05      | 0.00%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4000 PA                                                                 | CUSIP: 3137ALY45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    233146 | PA      | $232615.75    | 0.03%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM 2017-COR2 MORTGAGE TRUST                                                        | COMM 2017-COR2 B                                                            | CUSIP: 12595EAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1456354.65   | 0.16%             | 2050-09-12      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G05337                                                                   | CUSIP: 3128M7HN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3111 | PA      | $3195.91      | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                  | ABT 5.6 03/15/66                                                            | CUSIP: 002824BX7<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    205000 | PA      | $199979.49    | 0.02%             | 2066-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 697574                                                                   | CUSIP: 36296P6K2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6702 | PA      | $6785.09      | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2004-9                                                      | BALTA 2005-4 23A1                                                           | CUSIP: 07386HSY8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100388 | PA      | $97115.08     | 0.01%             | 2035-05-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                                        | TACHEM 5.3 07/05/34                                                         | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    325000 | PA      | $328810.15    | 0.04%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 697945                                                                   | CUSIP: 36296QL23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36378 | PA      | $37156.68     | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                                | WEC 2.2 12/15/28                                                            | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113354.60    | 0.01%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 893627                                                                   | CUSIP: 31410PYY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21313 | PA      | $22365.69     | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                               | FABSJV 5.9 01/25/30                                                         | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    488000 | PA      | $505282.40    | 0.06%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                                 | KD 2.7 10/15/28                                                             | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    235000 | PA      | $217426.05    | 0.02%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2010-112 PI                                                             | CUSIP: 31398NE59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2865252 | PA      | $541824.88    | 0.06%             | 2040-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-DWHP                                      | WFCM 2025-DWHP B                                                            | CUSIP: 95004EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1004003.60   | 0.11%             | 2038-04-15      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                              | MPLX 5 01/15/33                                                             | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    271000 | PA      | $269109.82    | 0.03%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Laboratory Corporation of America Holdings                                           | LH 4.55 04/01/32                                                            | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    189000 | PA      | $186752.73    | 0.02%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 905655                                                                   | CUSIP: 31411EE45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       772 | PA      | $796.96       | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 717943                                                                   | CUSIP: 3620A3S88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24366 | PA      | $24785.03     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 750696                                                                   | CUSIP: 31403J7H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1585 | PA      | $1593.85      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2016-82 SD                                                              | CUSIP: 3136AUAV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   8782129 | PA      | $676737.69    | 0.07%             | 2046-11-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                       | DTE 5.2 04/01/30                                                            | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    268000 | PA      | $273420.88    | 0.03%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury Unlimited Company                                             | SW 5.2 01/15/30                                                             | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    572000 | PA      | $583239.36    | 0.06%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 2.2 02/21/27                                                           | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73649.39     | 0.01%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $278363.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                     | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |   4548000 | NC      | $43341.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Idaho Power Company                                                                  | IDA 4.85 03/01/36                                                           | CUSIP: 45138LBM4<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    325000 | PA      | $318237.04    | 0.03%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                             | GN 706504                                                                   | CUSIP: 36297A3M3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33493 | PA      | $33902.83     | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust                                           | BSABS 2006-SD4 1A1                                                          | CUSIP: 07389NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    252063 | PA      | $251959.93    | 0.03%             | 2036-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 828351                                                                   | CUSIP: 31407EH48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2795 | PA      | $2860.97      | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 2.5 07/15/31                                                            | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     46000 | PA      | $40543.09     | 0.00%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G06385                                                                   | CUSIP: 3128M8NA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34409 | PA      | $35448.38     | 0.00%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                              | HYNMTR 5.15 03/27/30 144A                                                   | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    257000 | PA      | $259840.45    | 0.03%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                               | GM 6.25 04/15/35                                                            | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    263000 | PA      | $273631.59    | 0.03%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 5124 IQ                                                                 | CUSIP: 3137H1GQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  10096663 | PA      | $1837422.01   | 0.20%             | 2051-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2020-7 SE                                                               | CUSIP: 38382DBK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3944684 | PA      | $435644.15    | 0.05%             | 2049-06-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                  | CAS 2020-R01 1B1                                                            | CUSIP: 20754CAF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    210000 | PA      | $212938.28    | 0.02%             | 2040-01-25      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | META 5.75 11/15/65                                                          | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    330000 | PA      | $306745.92    | 0.03%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 934110                                                                   | CUSIP: 31412TGT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33068 | PA      | $34272.49     | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 889468                                                                   | CUSIP: 31410KFH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1192 | PA      | $1228.57      | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -1244000 | NC      | $-8147.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 939564                                                                   | CUSIP: 31413AJH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1909 | PA      | $1998.24      | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 995094                                                                   | CUSIP: 31416BNK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15178 | PA      | $15029.37     | 0.00%             | 2035-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                     | Duke Energy Corp 0% CP 05/06/2026                                           | CUSIP: 26244JF53<br>LEI: I1BZKREC126H0VB1BL91 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4963223.50   | 0.55%             | 2026-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 4.8 03/01/50                                                           | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    180000 | PA      | $133174.35    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A65064                                                                   | CUSIP: 3128KVTV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5811 | PA      | $5950.08      | 0.00%             | 2037-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                             | GNR 2020-167 SC                                                             | CUSIP: 38382LAV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |  26817239 | PA      | $3884223.62   | 0.43%             | 2050-11-20      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                              | Essential Utilities Inc                                                     | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    328000 | PA      | $304563.56    | 0.03%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.164 04/20/29 MTN                                                      | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    223000 | PA      | $225604.06    | 0.02%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| GABX Leasing LLC                                                                     | GATX 5.3 04/15/36 144A                                                      | CUSIP: 36274FAB5<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |    387000 | PA      | $380041.11    | 0.04%             | 2036-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Rehlko (formerly Kohler Energy)                                                      | Rehlko (formerly Kohler Energy) Term Loan B 300 2031-05-01                  | CUSIP: 25472PAD2<br>LEI: 254900T31FAYMRQSAA12 | Long             | LON              | CORP              | US        |    200000 | PA      | $200000.00    | 0.02%             | 2031-05-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG C03517                                                                   | CUSIP: 31292K4A2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7803 | PA      | $7736.05      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-1                                           | STAR 2020-1 M1                                                              | CUSIP: 85573AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    698000 | PA      | $632204.15    | 0.07%             | 2050-02-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2021-87 ID                                                              | CUSIP: 38382TKU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   9451302 | PA      | $1398819.17   | 0.15%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 2.85 04/15/31 HH                                                        | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    195000 | PA      | $178618.48    | 0.02%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AD0317                                                                   | CUSIP: 31418MK76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138374 | PA      | $142874.90    | 0.02%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G08300                                                                   | CUSIP: 3128MJKN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1723 | PA      | $1774.02      | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 5.8 03/13/56                                                           | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    370000 | PA      | $369963.92    | 0.04%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 6.1 06/01/29                                                           | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    482000 | PA      | $499380.08    | 0.05%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 555783                                                                   | CUSIP: 31385XM87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14669 | PA      | $14581.47     | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AD8373                                                                   | CUSIP: 31418WJT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36168 | PA      | $35466.06     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AH6145                                                                   | CUSIP: 3138A7ZK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21759 | PA      | $21558.62     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc.                                                           | EVRG 5.25 03/15/35                                                          | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    146000 | PA      | $147232.83    | 0.02%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Company                                                    | CNRCN 4.2 03/12/31                                                          | CUSIP: 136375DV1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    665000 | PA      | $656108.08    | 0.07%             | 2031-03-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                | FN AE8516                                                                   | CUSIP: 31419KPA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105852 | PA      | $103744.13    | 0.01%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 942346                                                                   | CUSIP: 31413DL39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19720 | PA      | $20347.08     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | TRS IBOXXLLTR INDEX                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-26000.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2009-31 ZL                                                              | CUSIP: 38374TWL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    619183 | PA      | $621445.02    | 0.07%             | 2039-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE4869                                                                   | CUSIP: 31419FMT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13295 | PA      | $13164.43     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2005-120 ZU                                                             | CUSIP: 31394VKD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    132858 | PA      | $136047.12    | 0.01%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V2.496 02/13/31 MTN                                                     | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     57000 | PA      | $52701.27     | 0.01%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 943671                                                                   | CUSIP: 31413E2C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14274 | PA      | $14780.80     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AC1540                                                                   | CUSIP: 31417KWA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96795 | PA      | $95382.32     | 0.01%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FM9876                                                                   | CUSIP: 3140XD6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3645677 | PA      | $3141299.14   | 0.35%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V2.182 06/01/28                                                         | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     91000 | PA      | $88724.47     | 0.01%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                      | CI 5.6 02/15/54                                                             | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    653000 | PA      | $618816.23    | 0.07%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AH1275                                                                   | CUSIP: 3138A2MZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22504 | PA      | $22283.62     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                    | PEG 5.2 03/01/34 MTN                                                        | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    112000 | PA      | $113948.43    | 0.01%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.5 02/28/31                                                              | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2001000 | PA      | $1962308.78   | 0.22%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.875 09/26/45                                                         | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    260000 | PA      | $224479.33    | 0.02%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                          | 2-Year T-Note Futures, Jun-2026,ETH                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       214 | NC      | $-60082.54    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AC6118                                                                   | CUSIP: 31417SYQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4962 | PA      | $4913.86      | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 909288                                                                   | CUSIP: 31411JF50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3921 | PA      | $4103.32      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 4.9 11/01/35                                                              | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    540000 | PA      | $526997.22    | 0.06%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Laboratory Corporation of America Holdings                                           | LH 4.8 10/01/34                                                             | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    167000 | PA      | $162670.64    | 0.02%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                                       | DGX 2.8 06/30/31                                                            | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63952.42     | 0.01%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 735643                                                                   | CUSIP: 31402RHU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23313 | PA      | $23441.87     | 0.00%             | 2042-08-01      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2026-2                                                      | JPMMT 2026-2 A9B                                                            | CUSIP: 46594PBS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    391079 | PA      | $381384.86    | 0.04%             | 2056-07-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                     | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        | -12440000 | NC      | $-9873.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2022-45 SP                                                              | CUSIP: 38383MD54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |  13782201 | PA      | $1179656.50   | 0.13%             | 2050-05-20      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS2789                                                                   | CUSIP: 3140XJC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3600323 | PA      | $3640375.88   | 0.40%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 900346                                                                   | CUSIP: 31410XHX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5219 | PA      | $5400.32      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G04818                                                                   | CUSIP: 3128M6VK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15647 | PA      | $16125.81     | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Black Hills Corporation                                                              | BKH 6 01/15/35                                                              | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     92000 | PA      | $95549.70     | 0.01%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS INC 2005-NC1                                        | MLMI 2003-A3 1A                                                             | CUSIP: 589929R26<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18062 | PA      | $17684.83     | 0.00%             | 2033-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AH1100                                                                   | CUSIP: 3138A2GJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12652 | PA      | $12527.68     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM 2024-CBM MORTGAGE TRUST                                                         | COMM 2024-CBM B                                                             | CUSIP: 12674GAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $762960.90    | 0.08%             | 2041-12-12      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2014-58 CS                                                              | CUSIP: 38379BSP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3072860 | PA      | $163503.22    | 0.02%             | 2044-04-16      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 4.875 02/13/29                                                           | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    341000 | PA      | $346140.88    | 0.04%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.042 07/19/30                                                          | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    171000 | PA      | $173011.92    | 0.02%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2005-7 AH                                                               | CUSIP: 38374KA37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    171811 | PA      | $11924.41     | 0.00%             | 2035-02-16      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                    | LPLA 5.15 06/15/30                                                          | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    347000 | PA      | $348900.09    | 0.04%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                     | MRK 4.45 12/04/32                                                           | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    542000 | PA      | $538476.28    | 0.06%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q10365                                                                   | CUSIP: 3132HLMN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    610972 | PA      | $575786.52    | 0.06%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 890289                                                                   | CUSIP: 31410LC26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28390 | PA      | $28112.15     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                      | CRM 6.4 03/15/46                                                            | CUSIP: 79466LAV6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    358000 | PA      | $360701.97    | 0.04%             | 2046-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 395086                                                                   | CUSIP: 31378C2T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       132 | PA      | $138.78       | 0.00%             | 2027-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 255771                                                                   | CUSIP: 31371MCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4737 | PA      | $4912.91      | 0.00%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 946787                                                                   | CUSIP: 31413JJ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1051 | PA      | $1102.98      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 6.25 07/01/52                                                          | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42982.44     | 0.00%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 829890                                                                   | CUSIP: 31407F7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3685 | PA      | $3772.39      | 0.00%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                   | BX 2025-VOLT C                                                              | CUSIP: 05619PAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3237754.00   | 0.36%             | 2044-12-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G08269                                                                   | CUSIP: 3128MJJP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3466 | PA      | $3569.14      | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4313 SE                                                                 | CUSIP: 3137B8W94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4569946 | PA      | $398241.57    | 0.04%             | 2044-03-15      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL0541                                                                   | CUSIP: 3138EGS70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13073 | PA      | $12956.64     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Flynn Restaurant Group                                                               | Flynn Restaurant Group Term Loan B (Incremental) 375 2032-01-05             | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |    225000 | PA      | $221343.75    | 0.02%             | 2032-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Company                                                  | XEL 5.3 05/15/35                                                            | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    806000 | PA      | $808806.28    | 0.09%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE3691                                                                   | CUSIP: 31419EC56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    532852 | PA      | $527635.06    | 0.06%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                              | MPLX 5.3 04/01/36                                                           | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    152000 | PA      | $149882.95    | 0.02%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                                 | STLD 1.65 10/15/27                                                          | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    350000 | PA      | $335992.98    | 0.04%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                        | USB V5.033 01/26/37                                                         | CUSIP: 91159HJY7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    775000 | PA      | $763891.31    | 0.08%             | 2037-01-26      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2013-184 JI                                                             | CUSIP: 38378PJM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3345696 | PA      | $657107.30    | 0.07%             | 2043-12-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 687901                                                                   | CUSIP: 36296DGJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       664 | PA      | $673.01       | 0.00%             | 2038-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                  | ETR 2.8 06/15/30                                                            | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     99000 | PA      | $92097.53     | 0.01%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                            | MSCI 5.15 03/15/36                                                          | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    315000 | PA      | $305266.90    | 0.03%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3510 IC                                                                 | CUSIP: 31397YZE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2722194 | PA      | $208085.84    | 0.02%             | 2037-08-15      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.2 09/26/35                                                           | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    225000 | PA      | $211162.33    | 0.02%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AH8739                                                                   | CUSIP: 3138AAV99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9908 | PA      | $9574.12      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AO9749                                                                   | CUSIP: 3138M1ZP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3631 | PA      | $3550.68      | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA0563                                                                   | CUSIP: 31417YTV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7519 | PA      | $7466.98      | 0.00%             | 2030-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                         | NNN 4.6 02/15/31                                                            | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    305000 | PA      | $303309.09    | 0.03%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 722724                                                                   | CUSIP: 3620A84H3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6342 | PA      | $6405.94      | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AA7937                                                                   | CUSIP: 31416RZB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29857 | PA      | $29565.19     | 0.00%             | 2037-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                        | NFLX 5.875 11/15/28                                                         | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    344000 | PA      | $357957.34    | 0.04%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MIZUHO CAPITAL MARKETS LLC                                                           | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: OV6W8S6QX2D1J857QP30 | N/A              | DIR              | CORP              | US        |  49760000 | NC      | $-29149.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                          | FISV 5.15 03/15/27                                                          | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    304000 | PA      | $305544.30    | 0.03%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                              | EQH 5 03/27/30 144A                                                         | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    447000 | PA      | $450875.53    | 0.05%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI1886                                                                   | CUSIP: 3138AFCY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1889 | PA      | $1870.32      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4332 PI                                                                 | CUSIP: 3137BAA44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    406861 | PA      | $46592.03     | 0.01%             | 2043-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 2594 IY                                                                 | CUSIP: 31393PYL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     73032 | PA      | $10028.58     | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 256323                                                                   | CUSIP: 31371MVQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        50 | PA      | $50.00        | 0.00%             | 2026-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BH8351                                                                   | CUSIP: 3140GXH53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15039 | PA      | $14807.71     | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                   | NRUC 1.65 06/15/31 MTN                                                      | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    161000 | PA      | $138800.24    | 0.02%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS0356                                                                   | CUSIP: 3138W9ME7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1627428 | PA      | $1571648.27   | 0.17%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 4.8 05/15/30                                                         | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    353000 | PA      | $357051.96    | 0.04%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 889982                                                                   | CUSIP: 31410KXK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75383 | PA      | $77647.52     | 0.01%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 836552                                                                   | CUSIP: 31407PL97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97264 | PA      | $99778.15     | 0.01%             | 2035-10-01      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                     | KMI 5.4 09/01/44                                                            | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     84000 | PA      | $78404.89     | 0.01%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AH0953                                                                   | CUSIP: 3138A2BX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12334 | PA      | $12213.35     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                          | FISV 5.15 08/12/34                                                          | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    111000 | PA      | $107868.10    | 0.01%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AC7370                                                                   | CUSIP: 31417UFL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47369 | PA      | $46904.88     | 0.01%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amcor Group Finance PLC                                                              | AMCR 5.45 05/23/29                                                          | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |    147000 | PA      | $150657.00    | 0.02%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                               | FABSJV 6.2 01/25/37                                                         | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    582000 | PA      | $602129.67    | 0.07%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 5140                                                                     | CUSIP: 36202FV94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    423620 | PA      | $420081.58    | 0.05%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AO8425                                                                   | CUSIP: 3138M0LF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108701 | PA      | $106100.85    | 0.01%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2021-228 IG                                                             | CUSIP: 38383D3T3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |  20618808 | PA      | $3524819.20   | 0.39%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST    | WAMU 2006-AR7 3A                                                            | CUSIP: 93363CAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160761 | PA      | $149297.20    | 0.02%             | 2046-07-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BH5155                                                                   | CUSIP: 3140GTWR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1613476 | PA      | $1504246.11   | 0.17%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                            | INVH 5.5 08/15/33                                                           | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140238.18    | 0.02%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 4.625 02/15/46                                                            | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3638400 | PA      | $3507929.23   | 0.39%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities Trust 2006-5                                           | TMST 2006-5 A1                                                              | CUSIP: 88522RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     79692 | PA      | $76782.00     | 0.01%             | 2046-10-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 762439                                                                   | CUSIP: 31404ABG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7724 | PA      | $7774.28      | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -12472000 | NC      | $-24222.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST    | WAMU 2006-AR12 2A3                                                          | CUSIP: 93363NAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    294386 | PA      | $270768.33    | 0.03%             | 2036-10-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                      | CRM 6.55 03/15/56                                                           | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    501000 | PA      | $503075.01    | 0.06%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 889176                                                                   | CUSIP: 31410G2H5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150257 | PA      | $154662.72    | 0.02%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2021-41 MI                                                              | CUSIP: 38382PDD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   9423000 | PA      | $1091633.82   | 0.12%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                   | MO 6.2 11/01/28                                                             | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    262000 | PA      | $273364.53    | 0.03%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 922754                                                                   | CUSIP: 31412EE36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36496 | PA      | $38039.63     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                      | UHS 4.625 10/15/29                                                          | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    137000 | PA      | $135439.24    | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AA5818                                                                   | CUSIP: 31416PPC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       162 | PA      | $160.62       | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                                     | SCRT 2019-2 HT                                                              | CUSIP: 35563PKA6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    713582 | PA      | $625838.38    | 0.07%             | 2058-08-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                                     | SCRT 2017-4 M45T                                                            | CUSIP: 35563PCS6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1160840 | PA      | $1139014.80   | 0.13%             | 2057-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 2.05 02/15/28                                                          | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     77000 | PA      | $73886.18     | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                          | RIOLN 5 03/14/32                                                            | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    261000 | PA      | $266442.14    | 0.03%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST 2016-1                                          | AAL 3.575 01/15/28 AA                                                       | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8223 | PA      | $8114.31      | 0.00%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-HQA3                                              | STACR 2022-HQA3 M2                                                          | CUSIP: 35564KE70<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-O            | USGSE             | US        |   1400000 | PA      | $1478655.50   | 0.16%             | 2042-08-25      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  -1940000 | NC      | $-26358.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NetApp Inc.                                                                          | NTAP 5.5 03/17/32                                                           | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    186000 | PA      | $190499.93    | 0.02%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                          | NTRCN 5.875 12/01/36                                                        | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     17000 | PA      | $17520.72     | 0.00%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Univar                                                                               | Univar Term Loan B 275 2030-08-01                                           | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |    225000 | PA      | $222656.18    | 0.02%             | 2030-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB2243                                                                   | CUSIP: 31416XP53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20866 | PA      | $20818.32     | 0.00%             | 2031-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 4.8 09/01/28                                                            | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    401000 | PA      | $403205.75    | 0.04%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                   | NRUC 2.4 03/15/30                                                           | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    357000 | PA      | $331628.41    | 0.04%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A79025                                                                   | CUSIP: 3128LDA20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       124 | PA      | $128.05       | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V5.518 10/25/35                                                         | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    415000 | PA      | $415136.29    | 0.05%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2006-59 XS                                                              | CUSIP: 31395N2N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    752135 | PA      | $56517.69     | 0.01%             | 2036-07-25      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 4.4 02/15/33                                                          | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    765000 | PA      | $755693.61    | 0.08%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 2460 ZM                                                                 | CUSIP: 31392PPQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     16723 | PA      | $16953.76     | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G03504                                                                   | CUSIP: 3128M5GM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3996 | PA      | $4199.11      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                                             | WAB 4.7 09/15/28                                                            | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235727.79    | 0.03%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2025-105 IO                                                             | CUSIP: 38381NAL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2862405 | PA      | $565756.12    | 0.06%             | 2050-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2011-127 UY                                                             | CUSIP: 3136A2VA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     34865 | PA      | $32955.95     | 0.00%             | 2041-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                           | AMT 5.25 07/15/28                                                           | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    112000 | PA      | $113961.91    | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2008-20 SP                                                              | CUSIP: 31396YTY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    117315 | PA      | $122368.16    | 0.01%             | 2038-03-25      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Nucor Corporation                                                                    | NUE 5.1 06/01/35                                                            | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    383000 | PA      | $387162.93    | 0.04%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                         | AEE 1.75 03/15/28                                                           | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    214000 | PA      | $203588.25    | 0.02%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                | IBM 4.8 02/10/30 ..                                                         | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    587000 | PA      | $593631.36    | 0.07%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                               | MU 6.05 11/01/35                                                            | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    840000 | PA      | $906763.36    | 0.10%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                       | SPGI 2.7 03/01/29                                                           | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    275000 | PA      | $264959.06    | 0.03%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -12472000 | NC      | $3015.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 995939                                                                   | CUSIP: 31416CLU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71002 | PA      | $73260.95     | 0.01%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                                | AON 5.75 03/01/54                                                           | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    337000 | PA      | $324966.78    | 0.04%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                | FN MA1700                                                                   | CUSIP: 31418A3J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3078 | PA      | $3038.74      | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                    | ES 5.125 05/15/33                                                           | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66811.51     | 0.01%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO XI LTD                                                                   | ELM11 2021-4A BR                                                            | CUSIP: 29002LAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    840000 | PA      | $840482.16    | 0.09%             | 2038-01-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q35352                                                                   | CUSIP: 3132QR5N6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    491371 | PA      | $461422.53    | 0.05%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                    | TSN 5.4 03/15/29                                                            | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    199000 | PA      | $204233.24    | 0.02%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.875 03/31/28                                                            | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2048600 | PA      | $2051720.92   | 0.23%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2007-8 SP                                                               | CUSIP: 38375JRN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    123827 | PA      | $143877.84    | 0.02%             | 2037-03-20      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 995877                                                                   | CUSIP: 31416CJW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3285 | PA      | $3447.88      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V4.516 01/21/32                                                          | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98505.21     | 0.01%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 983511                                                                   | CUSIP: 31415LR82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1413 | PA      | $1441.37      | 0.00%             | 2033-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G04613                                                                   | CUSIP: 3128M6N61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       227 | PA      | $237.67       | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cno Global Funding                                                                   | CNO 5.875 06/04/27 144A                                                     | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    434000 | PA      | $440096.06    | 0.05%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL3981                                                                   | CUSIP: 3138ELM75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11086 | PA      | $10968.99     | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-8 TRUST       | WMALT 2005-8 1A2                                                            | CUSIP: 93934FCF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104319 | PA      | $90742.02     | 0.01%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                 | RY V4.65 10/18/30 GMTN                                                      | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    349000 | PA      | $349938.55    | 0.04%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                             | IRS BRL                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |         1 | NC      | $10303.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                            | INVH 2.3 11/15/28                                                           | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    512000 | PA      | $481989.76    | 0.05%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHS 311 S1                                                                  | CUSIP: 31325URK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3819404 | PA      | $380258.34    | 0.04%             | 2043-08-15      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                    | ES 5.95 02/01/29                                                            | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    266000 | PA      | $275651.40    | 0.03%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                | FN MA0985                                                                   | CUSIP: 31418ACX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14818 | PA      | $14645.25     | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 357906                                                                   | CUSIP: 31376KR32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    281434 | PA      | $290309.63    | 0.03%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                         | SNPS 5 04/01/32                                                             | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    184000 | PA      | $185658.46    | 0.02%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                      | BHP 5.125 02/21/32                                                          | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    259000 | PA      | $264577.60    | 0.03%             | 2032-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 676766                                                                   | CUSIP: 36295PZ70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40179 | PA      | $41039.22     | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EG Group                                                                             | EG Group Term Loan B 325 2031-01-25                                         | CUSIP: 28228QAB5<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |    200000 | PA      | $200500.00    | 0.02%             | 2031-02-10      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C59                                       | WFCM 2021-C59 XA                                                            | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24140855 | PA      | $1279908.29   | 0.14%             | 2054-04-17      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA0072                                                                   | CUSIP: 31417YCJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       642 | PA      | $639.36       | 0.00%             | 2029-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                     | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |  -5082000 | NC      | $-30124.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                               | CB 4.9 08/15/35                                                             | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    465000 | PA      | $458041.93    | 0.05%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                          | NTRCN 2.95 05/13/30                                                         | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    156000 | PA      | $146273.81    | 0.02%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                       | HPE 4.85 10/15/31                                                           | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    402000 | PA      | $399385.25    | 0.04%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                                       | DGX 6.4 11/30/33                                                            | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    118000 | PA      | $128511.43    | 0.01%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                              | HYNMTR 5.68 06/26/28 144A                                                   | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    282000 | PA      | $287599.80    | 0.03%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A70638                                                                   | CUSIP: 3128L3V78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1519 | PA      | $1572.56      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL2277                                                                   | CUSIP: 3138EJQ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1145508 | PA      | $1106669.42   | 0.12%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Heico Corp                                                                           | HEI 5.25 08/01/28                                                           | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    449000 | PA      | $457730.17    | 0.05%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AH7882                                                                   | CUSIP: 3138A9XL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140335 | PA      | $138803.22    | 0.02%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 6.25 09/15/65                                                           | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39111.62     | 0.00%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V4.456 02/06/32                                                         | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296309.18    | 0.03%             | 2032-02-06      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                                  | DAL 4.75 10/20/28 144A                                                      | CUSIP: 830867AB3<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    127546 | PA      | $127407.41    | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q03275                                                                   | CUSIP: 3132GJJU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102255 | PA      | $101379.18    | 0.01%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 888222                                                                   | CUSIP: 31410FYT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6528 | PA      | $6850.19      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                                                       | ATWALD 6.05 01/15/28                                                        | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    704000 | PA      | $713950.83    | 0.08%             | 2028-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2018-B TRUST                                          | SOFI 2018-B BFX                                                             | CUSIP: 83404RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4610573 | PA      | $4473298.71   | 0.49%             | 2047-08-25      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                            | MARS 5.2 03/01/35 144A                                                      | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    423000 | PA      | $427180.97    | 0.05%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 670219                                                                   | CUSIP: 36295GSG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23994 | PA      | $24236.49     | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                         | NSC 5.55 03/15/34                                                           | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82960.39     | 0.01%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                         | CDNS 4.3 09/10/29                                                           | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    292000 | PA      | $291137.67    | 0.03%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 914469                                                                   | CUSIP: 31411S6E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       782 | PA      | $820.82       | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q35752                                                                   | CUSIP: 3132QSMA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    349055 | PA      | $328242.06    | 0.04%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2013-26 JC                                                              | CUSIP: 38378JCS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    258962 | PA      | $236191.13    | 0.03%             | 2043-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AD3841                                                                   | CUSIP: 31418RHT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249033 | PA      | $246594.93    | 0.03%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI8548                                                                   | CUSIP: 3138ANQA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137945 | PA      | $136328.43    | 0.01%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                          | KVUE 4.85 05/22/32                                                          | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    207000 | PA      | $209289.22    | 0.02%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q00053                                                                   | CUSIP: 3132GDBW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71436 | PA      | $71562.24     | 0.01%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G05852                                                                   | CUSIP: 3128M7ZR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32483 | PA      | $33441.36     | 0.00%             | 2039-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                     | IRS USD                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $597426.97    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5.45 09/15/35                                                           | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    360000 | PA      | $361529.43    | 0.04%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -1244000 | NC      | $2584.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                   | STT V4.675 10/22/32                                                         | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    323000 | PA      | $322793.37    | 0.04%             | 2032-10-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | META 5.4 08/15/54                                                           | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    647000 | PA      | $586483.76    | 0.06%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 929192                                                                   | CUSIP: 31412MKD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2309 | PA      | $2452.73      | 0.00%             | 2038-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 5.4 09/01/35                                                            | CUSIP: 341081EU7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21465.58     | 0.00%             | 2035-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V2.972 02/04/33 MTN                                                     | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    381000 | PA      | $344987.63    | 0.04%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Black Hills Corporation                                                              | BKH 3.05 10/15/29                                                           | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    139000 | PA      | $132202.46    | 0.01%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                   | R 5 03/15/30                                                                | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268188.45    | 0.03%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |  -2541000 | NC      | $-15062.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2017-1                                    | PAIA 2017-1A A2R2                                                           | CUSIP: 70017KBA6<br>LEI: 549300ZWX1MRCB6KO574 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $749031.00    | 0.08%             | 2034-02-14      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                     | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        | -12440000 | NC      | $-15987.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RLI Corp                                                                             | RLI 5.375 06/01/36 .                                                        | CUSIP: 749607AD9<br>LEI: 529900AMTJE5ECN9PS55 | Long             | DBT              | CORP              | US        |    230000 | PA      | $221533.31    | 0.02%             | 2036-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                                 | WSTOP 2024-1A A2                                                            | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $406964.40    | 0.04%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE MORTGAGE ACCEPTANCE CORP                                                 | RAMC 2005-3 AF4                                                             | CUSIP: 75970NBE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    183788 | PA      | $183861.52    | 0.02%             | 2035-11-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Mckesson Corp.                                                                       | MCK 4.95 05/30/32                                                           | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    309000 | PA      | $313975.98    | 0.03%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST 2015-2                                          | AAL 3.6 09/22/27                                                            | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22627 | PA      | $22370.34     | 0.00%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3898 KD                                                                 | CUSIP: 3137ADXM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    708086 | PA      | $700720.85    | 0.08%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                      | SOLV 5.6 03/23/34                                                           | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    139000 | PA      | $142145.44    | 0.02%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V2.484 09/16/36                                                          | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    172000 | PA      | $148051.82    | 0.02%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                       | WES 5.45 11/15/34                                                           | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    302000 | PA      | $299201.11    | 0.03%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                                   | NSCCLF 4.7 05/20/30 144A                                                    | CUSIP: 637639AQ8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252529.04    | 0.03%             | 2030-05-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                                                         | AGR 3.8 06/01/29                                                            | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    227000 | PA      | $221621.21    | 0.02%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 845335                                                                   | CUSIP: 31408AEG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5652 | PA      | $5835.93      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                          | IRS BRL                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $25778.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 1.875 01/15/27                                                          | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    361000 | PA      | $354263.83    | 0.04%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 5.35 03/15/35                                                           | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    166000 | PA      | $167144.66    | 0.02%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3.187 11/15/36 144A                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    564000 | PA      | $471590.21    | 0.05%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                               | MU 3.366 11/01/41                                                           | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    330000 | PA      | $256333.95    | 0.03%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG V82645                                                                   | CUSIP: 3132L75E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2801957 | PA      | $2532174.94   | 0.28%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury Unlimited Company                                             | SW 5.438 04/03/34                                                           | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    249000 | PA      | $252786.95    | 0.03%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q32820                                                                   | CUSIP: 3132QPD27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1501989 | PA      | $1371569.74   | 0.15%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R06                                         | CAS 2024-R06 1B1                                                            | CUSIP: 20755RAG0<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   2000000 | PA      | $2009504.00   | 0.22%             | 2044-09-26      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA5551                                                                   | CUSIP: 31418FEZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5694653 | PA      | $5501538.77   | 0.60%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                            | MARS 5.7 05/01/55 144A                                                      | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    282000 | PA      | $275162.20    | 0.03%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 912740                                                                   | CUSIP: 31411RBH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4570 | PA      | $4728.94      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                  | KMI 5.3 12/01/34                                                            | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    357000 | PA      | $359948.58    | 0.04%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                   | CUSIP: 01F020646<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  32179000 | PA      | $25926720.70  | 2.85%             | 2056-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                         | EXC 5.15 03/15/28                                                           | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    391000 | PA      | $395759.97    | 0.04%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                         | CUBE 2.25 12/15/28                                                          | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    232000 | PA      | $219049.56    | 0.02%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                    | HSY 4.95 02/24/32                                                           | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    479000 | PA      | $490693.45    | 0.05%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                            | INVH 2 08/15/31                                                             | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    307000 | PA      | $262911.30    | 0.03%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 986946                                                                   | CUSIP: 31415RL36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2745 | PA      | $2846.15      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE2970                                                                   | CUSIP: 31419DJQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2658 | PA      | $2631.78      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                    | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  20904800 | NC      | $338983.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 257325                                                                   | CUSIP: 31371NYW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       988 | PA      | $997.76       | 0.00%             | 2028-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TRUST 2003-2                                            | RAMC 2003-2 A                                                               | CUSIP: 759950AW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30575 | PA      | $28326.76     | 0.00%             | 2033-08-25      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2025-1 LTD                                                | PSTAT 2025-1A B                                                             | CUSIP: 69704CAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    720000 | PA      | $714917.52    | 0.08%             | 2033-02-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2017-54 D                                                               | CUSIP: 3136AXDT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    792222 | PA      | $711966.72    | 0.08%             | 2047-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON MORTGAGE PASS-THROUGH TRUST 2006-3                                     | FHAMS 2005-AA1 1A1                                                          | CUSIP: 32051GGD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95015 | PA      | $52751.86     | 0.01%             | 2035-03-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 5118 LI                                                                 | CUSIP: 3137H0TR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  11953292 | PA      | $1258028.41   | 0.14%             | 2041-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL2258                                                                   | CUSIP: 3138EJQL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54818 | PA      | $51846.96     | 0.01%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE9095                                                                   | CUSIP: 31419LC92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17417 | PA      | $17246.80     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                       | APP 5.375 12/01/31                                                          | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    427000 | PA      | $431344.25    | 0.05%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 698343                                                                   | CUSIP: 36296QZG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21980 | PA      | $22450.40     | 0.00%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                | FN AR6750                                                                   | CUSIP: 3138W4QC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177407 | PA      | $167405.67    | 0.02%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 257163                                                                   | CUSIP: 31371NTU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1951 | PA      | $1959.25      | 0.00%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 939553                                                                   | CUSIP: 31413AH63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12345 | PA      | $12629.67     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI8613                                                                   | CUSIP: 3138ANSB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7408 | PA      | $7350.19      | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA0693                                                                   | CUSIP: 31417YXX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20588 | PA      | $20386.80     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2010-4 SP                                                               | CUSIP: 38376TZ47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    244713 | PA      | $3034.24      | 0.00%             | 2039-01-16      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 893662                                                                   | CUSIP: 31410PZ30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45659 | PA      | $47058.47     | 0.01%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                    | ES 2.55 03/15/31                                                            | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    184000 | PA      | $166095.28    | 0.02%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 909670                                                                   | CUSIP: 31411JT30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41226 | PA      | $43148.40     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 5.45 04/01/31                                                           | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    223000 | PA      | $228622.69    | 0.03%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TRUSTEES OF THE CALIFORNIA STATE UNIVERSITY (CA)                                     | CA CASHGR 6.43 11/01/2030                                                   | CUSIP: 13077CTM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $522282.45    | 0.06%             | 2030-11-01      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                      | XEL V5.75 12/03/56                                                          | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    245000 | PA      | $239237.07    | 0.03%             | 2056-12-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 916911                                                                   | CUSIP: 31411WVC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5483 | PA      | $5584.31      | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.603 10/22/30                                                         | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    306000 | PA      | $306709.45    | 0.03%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 831663                                                                   | CUSIP: 31407H5Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1385 | PA      | $1453.14      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                               | FHR 5387 ZQ                                                                 | CUSIP: 3137HBTX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   6726675 | PA      | $6758129.91   | 0.74%             | 2054-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                      | CI 4.8 08/15/38                                                             | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    356000 | PA      | $334892.64    | 0.04%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corporation                                                           | NTRS V5.117 11/19/40                                                        | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1052024.90   | 0.12%             | 2040-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                           | RABOBK V5.71 01/21/33 144A                                                  | CUSIP: 74977RDU5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    906000 | PA      | $941720.68    | 0.10%             | 2033-01-21      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corp Alternative Loan Trust Series 2004-Ap2                  | NAA 2001-R1A A                                                              | CUSIP: 65535VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8065 | PA      | $8047.62      | 0.00%             | 2030-02-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 4.3 03/15/45                                                            | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     74000 | PA      | $57873.57     | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc.                                                                   | GXO 6.25 05/06/29                                                           | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    106000 | PA      | $109972.15    | 0.01%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 2.9 03/15/27                                                            | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    136000 | PA      | $134003.95    | 0.01%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 941499                                                                   | CUSIP: 31413CNQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19997 | PA      | $20527.73     | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R04                                         | CAS 2023-R04 1B1                                                            | CUSIP: 20754QAF5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   2000000 | PA      | $2139629.20   | 0.24%             | 2043-05-26      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Trust Series 2016-2                                     | UAL 2.875 10/07/28 AA                                                       | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    505257 | PA      | $487896.73    | 0.05%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 888334                                                                   | CUSIP: 31410F4T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10299 | PA      | $10807.54     | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                | FNR 2021-8 TI                                                               | CUSIP: 3136BFEM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  13312587 | PA      | $2816798.38   | 0.31%             | 2051-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3632 IP                                                                 | CUSIP: 31398WRX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    167218 | PA      | $16817.04     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries, Inc.                                                              | MHK 5.85 09/18/28                                                           | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77213.15     | 0.01%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Equifax Inc.                                                                         | EFX 3.1 05/15/30                                                            | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    184000 | PA      | $172427.14    | 0.02%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | CAS 2022-R08 1B1                                                            | CUSIP: 20755DAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1000000 | PA      | $1055868.80   | 0.12%             | 2042-07-25      | Floating      | 9.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AA0860                                                                   | CUSIP: 31416H5W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9520 | PA      | $9420.17      | 0.00%             | 2039-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AD0218                                                                   | CUSIP: 31418MG48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8322 | PA      | $8564.02      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 959447                                                                   | CUSIP: 31413YL41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13228 | PA      | $13793.94     | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                              | BPCEGP 5.281 05/30/29 144A                                                  | CUSIP: 05571AAX3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    735000 | PA      | $749868.74    | 0.08%             | 2029-05-30      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXXI LTD                                                                   | MAGNE 2021-31A A1R                                                          | CUSIP: 55952FAL2<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-CBDO         | CORP              | KY        |   4600000 | PA      | $4588500.00   | 0.50%             | 2034-07-17      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                                | Parker-Hannifin Corp. 0% CP 17/04/2026                                      | CUSIP: 70109MDH4<br>LEI: 5493002CONDB4N2HKI23 | Long             | STIV             | CORP              | US        |    450000 | PA      | $449148.15    | 0.05%             | 2026-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                          | COR 5.125 02/15/34                                                          | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186613.45    | 0.02%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 934699                                                                   | CUSIP: 31412T3G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       676 | PA      | $701.61       | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS USD                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-13290.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AA6083                                                                   | CUSIP: 31416PXM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42189 | PA      | $41776.27     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                            | ORAFP 9 03/01/31                                                            | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     33000 | PA      | $39016.34     | 0.00%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BH0329                                                                   | CUSIP: 3140GNLK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38173 | PA      | $37691.90     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   4988800 | NC      | $-69086.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.125 02/15/36                                                            | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3200200 | PA      | $3150446.87   | 0.35%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                           | INTU 5.5 09/15/53                                                           | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $938979.92    | 0.10%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AH0575                                                                   | CUSIP: 3138A1T92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60442 | PA      | $59850.06     | 0.01%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.81 10/22/36                                                          | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    808000 | PA      | $784836.09    | 0.09%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                          | COF V1.878 11/02/27                                                         | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    222000 | PA      | $218353.34    | 0.02%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V5.744 02/12/36                                                         | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    313000 | PA      | $318518.88    | 0.03%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                         | PEG 5.2 04/01/29                                                            | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    382000 | PA      | $389527.58    | 0.04%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 842152                                                                   | CUSIP: 31407VTH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       333 | PA      | $339.98       | 0.00%             | 2035-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                      | CDS CDX.NA.HY.42.V1                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-1548625.42  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| GAM RE-REMIC TRUST 2022-FRR3                                                         | GAM 2022-FRR3 DK47                                                          | CUSIP: 36459DBW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199596 | PA      | $196032.62    | 0.02%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 890311                                                                   | CUSIP: 31410LDQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2147 | PA      | $2125.54      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q04127                                                                   | CUSIP: 3132GKHC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    408632 | PA      | $394051.56    | 0.04%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AC8212                                                                   | CUSIP: 31417VDS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2564 | PA      | $2538.97      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q32108                                                                   | CUSIP: 3132QNKW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1609515 | PA      | $1471587.40   | 0.16%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP MORTGAGE LOAN TRUST SERIES 2007-D1                               | ACE 2007-D1 A2                                                              | CUSIP: 00083BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    770410 | PA      | $632711.55    | 0.07%             | 2038-02-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE V6.375 08/15/55                                                         | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    216000 | PA      | $220168.15    | 0.02%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V6.491 10/23/34                                                         | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     61000 | PA      | $66067.83     | 0.01%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| The Hartford Insurance Group Inc.                                                    | HIG F 02/12/47 ICON                                                         | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    745000 | PA      | $714992.29    | 0.08%             | 2047-02-12      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                              | HYNMTR 5.4 03/29/32 144A                                                    | CUSIP: 44891ADR5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    373000 | PA      | $379470.26    | 0.04%             | 2032-03-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                  | GPN 4.45 06/01/28                                                           | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148843.18    | 0.02%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 870821                                                                   | CUSIP: 31409GPE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1874 | PA      | $1936.62      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                              | VW 6.45 11/16/30 144A                                                       | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    354000 | PA      | $374450.90    | 0.04%             | 2030-11-16      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q34382                                                                   | CUSIP: 3132QQ2Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    322824 | PA      | $302582.13    | 0.03%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROSPECT CAPITAL CORP                                                                | PRIME 2007-1 A4                                                             | CUSIP: 74162FAD7<br>LEI: 549300FSD8T39P5Q0O47 | Long             | ABS-O            | CORP              | US        |    212668 | PA      | $189177.47    | 0.02%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 5.3 03/15/32                                                            | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    222000 | PA      | $227461.42    | 0.02%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.193 02/05/37                                                         | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1442000 | PA      | $1417543.31   | 0.16%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 12 LTD                                                               | BGCLO 2025-12A B                                                            | CUSIP: 09090MAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1860000 | PA      | $1838887.14   | 0.20%             | 2038-04-22      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVSPAS 6.943 01/10/30                                                       | CUSIP: 126650BQ2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      8926 | PA      | $9191.81      | 0.00%             | 2030-01-10      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS CAD                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $30564.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 838736                                                                   | CUSIP: 31407RY99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2289 | PA      | $2250.04      | 0.00%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 977000                                                                   | CUSIP: 31414U3H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44523 | PA      | $45553.13     | 0.01%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 750129                                                                   | CUSIP: 31403JLJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8849 | PA      | $8898.29      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3702 SB                                                                 | CUSIP: 3137A1HA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4397300 | PA      | $131678.89    | 0.01%             | 2040-08-15      | Floating      | 0.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE0825                                                                   | CUSIP: 31419A4K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8056 | PA      | $8454.65      | 0.00%             | 2039-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AH6220                                                                   | CUSIP: 3138A74E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10370 | PA      | $10268.71     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                  | CSCO 4.95 02/24/32                                                          | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    371000 | PA      | $378727.49    | 0.04%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G03061                                                                   | CUSIP: 3128M4WW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26746 | PA      | $27649.67     | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 50 LTD                                                   | OCT50 2020-4A BR2                                                           | CUSIP: 67592MAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $1046053.05   | 0.11%             | 2035-01-15      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G04731                                                                   | CUSIP: 3128M6SU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38324 | PA      | $39550.13     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 896500                                                                   | CUSIP: 31410S7M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       432 | PA      | $443.56       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 888029                                                                   | CUSIP: 31410FSS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16326 | PA      | $17133.16     | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 888131                                                                   | CUSIP: 31410FVY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42488 | PA      | $43870.01     | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA0096                                                                   | CUSIP: 31417YDA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1243 | PA      | $1244.30      | 0.00%             | 2029-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.9 05/15/35                                                           | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21180.20     | 0.00%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 1999-33 Z                                                               | CUSIP: 31359WKH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     38187 | PA      | $38764.34     | 0.00%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                | AL 5.2 07/15/31 MTN                                                         | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    238000 | PA      | $238602.83    | 0.03%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 961440                                                                   | CUSIP: 31414BS50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       320 | PA      | $329.65       | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                      | DANBNK V4.999 03/27/32 144A                                                 | CUSIP: 23636ABN0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    425000 | PA      | $426258.30    | 0.05%             | 2032-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                         | UBS V9.25 PERP 144a                                                         | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    298000 | PA      | $317803.66    | 0.03%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A71410                                                                   | CUSIP: 3128L4R71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82651 | PA      | $86859.78     | 0.01%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G04603                                                                   | CUSIP: 3128M6NU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50525 | PA      | $52213.81     | 0.01%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FH 789272                                                                   | CUSIP: 31295NJR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1214 | PA      | $1237.94      | 0.00%             | 2032-04-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V2.069 06/01/29                                                         | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    270000 | PA      | $256945.50    | 0.03%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                | UBER 4.5 08/15/29 144A                                                      | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    494000 | PA      | $490079.17    | 0.05%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                      | CDS CDX.NA.IG.46.V1                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1625709.49   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 2.55 03/21/31                                                            | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    120000 | PA      | $108972.09    | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                   | RPRX 1.75 09/02/27                                                          | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    354000 | PA      | $341362.31    | 0.04%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                                                 | FE 5.85 02/15/34 144A                                                       | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $177795.57    | 0.02%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q03254                                                                   | CUSIP: 3132GJH77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    626425 | PA      | $619513.00    | 0.07%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                             | JPMMT 2005-A1 6T1                                                           | CUSIP: 466247LZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2458 | PA      | $2408.60      | 0.00%             | 2035-02-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                | CAH 4.7 11/15/26                                                            | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    423000 | PA      | $423806.96    | 0.05%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                | FNR 2021-13 BI                                                              | CUSIP: 3136BFPZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  12397889 | PA      | $2163883.58   | 0.24%             | 2050-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G04585                                                                   | CUSIP: 3128M6NA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32370 | PA      | $33463.91     | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q35240                                                                   | CUSIP: 3132QRZE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    401866 | PA      | $378676.58    | 0.04%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA0647                                                                   | CUSIP: 31417YWH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65356 | PA      | $67810.46     | 0.01%             | 2040-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AD5517                                                                   | CUSIP: 31418TDX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16348 | PA      | $16188.13     | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 606116                                                                   | CUSIP: 31388JK53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       551 | PA      | $556.49       | 0.00%             | 2031-09-01      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA4198                                                                   | CUSIP: 36179SUX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    193194 | PA      | $191033.95    | 0.02%             | 2047-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 5.55 11/20/65                                                          | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    592000 | PA      | $559776.91    | 0.06%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                               | EXR 4 06/15/29                                                              | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162481.22    | 0.02%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                              | LGENSO 5.875 04/02/36 144A                                                  | CUSIP: 50205MAN9<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    280000 | PA      | $278110.00    | 0.03%             | 2036-04-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK V5.334 03/03/41                                                      | CUSIP: 86562MEK2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    495000 | PA      | $480264.90    | 0.05%             | 2041-03-03      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 783677                                                                   | CUSIP: 3622A2CN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11862 | PA      | $12105.64     | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 903812                                                                   | CUSIP: 31411CDR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48573 | PA      | $50151.82     | 0.01%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q35533                                                                   | CUSIP: 3132QSEF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    422334 | PA      | $395957.38    | 0.04%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI9748                                                                   | CUSIP: 3138APZN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111804 | PA      | $109503.71    | 0.01%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 831102                                                                   | CUSIP: 31407HKP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21314 | PA      | $21919.41     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                     | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        | -51134000 | NC      | $38215.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4456 IO                                                                 | CUSIP: 3137BHC96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3093013 | PA      | $634320.69    | 0.07%             | 2044-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB0300                                                                   | CUSIP: 31416VKN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9196 | PA      | $9576.31      | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2023-PJ4                                         | GSMBS 2023-PJ4 A3                                                           | CUSIP: 36270XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    610382 | PA      | $615036.34    | 0.07%             | 2054-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 5.227 11/17/34                                                         | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    262000 | PA      | $267484.13    | 0.03%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI6902                                                                   | CUSIP: 3138ALU47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38282 | PA      | $37564.19     | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 902110                                                                   | CUSIP: 31411AGT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4171 | PA      | $4290.72      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK 5.424 07/09/31                                                       | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    453000 | PA      | $463923.45    | 0.05%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 995362                                                                   | CUSIP: 31416BWX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20190 | PA      | $20846.94     | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 4.55 11/01/32                                                             | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    270000 | PA      | $265493.24    | 0.03%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 889969                                                                   | CUSIP: 31410KW67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       465 | PA      | $480.08       | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 945829                                                                   | CUSIP: 31413HHE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5462 | PA      | $5717.54      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 928904                                                                   | CUSIP: 31412MAD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23398 | PA      | $23867.63     | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK V4.494 01/15/32                                                      | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    355000 | PA      | $349692.98    | 0.04%             | 2032-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA0640                                                                   | CUSIP: 31417YWA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40434 | PA      | $40038.47     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK 3.04 07/16/29                                                        | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    449000 | PA      | $427189.54    | 0.05%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2007-35 KY                                                              | CUSIP: 38375KRD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3861615 | PA      | $346851.60    | 0.04%             | 2037-06-16      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                               | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |   4976000 | NC      | $-4229.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 940536                                                                   | CUSIP: 31413BLR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2966 | PA      | $3122.77      | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS5322                                                                   | CUSIP: 3138WE4G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337918 | PA      | $328204.54    | 0.04%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                           | NGGLN 5.664 01/17/54 144A                                                   | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38532.08     | 0.00%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V3.593 07/21/28 GMTN                                                    | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    612000 | PA      | $605576.34    | 0.07%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA3027                                                                   | CUSIP: 31418CLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    438540 | PA      | $416987.07    | 0.05%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A86673                                                                   | CUSIP: 312933MW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2491 | PA      | $2469.62      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                               | IRS IFS USD                                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |         1 | NC      | $6355.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 786238                                                                   | CUSIP: 3622ABZB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    789268 | PA      | $700668.16    | 0.08%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AXP V4.351 07/20/29                                                         | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    410000 | PA      | $409768.56    | 0.05%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS INC                                                    | FE 2.65 01/15/32 144A                                                       | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119000 | PA      | $106680.70    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                         | TMO 4.55 06/15/33                                                           | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    355000 | PA      | $350877.52    | 0.04%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE SECURITIES CORP                                           | WAMU 2005-AR1 A1A                                                           | CUSIP: 939336X40<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12188 | PA      | $11947.70     | 0.00%             | 2045-01-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                           | AMT 3.65 03/15/27                                                           | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    182000 | PA      | $180734.97    | 0.02%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                              | AZN 4.9 02/26/31                                                            | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    393000 | PA      | $401543.81    | 0.04%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                     | FG Z40016                                                                   | CUSIP: 3132FCAR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    257413 | PA      | $266572.68    | 0.03%             | 2034-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.65 11/20/35                                                          | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    413000 | PA      | $405121.74    | 0.04%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                              | IRS BRL                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-1260.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                        | ED 5.3 03/01/35 05-A                                                        | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68105.27     | 0.01%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q34422                                                                   | CUSIP: 3132QQ4G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    420535 | PA      | $395548.08    | 0.04%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CWALT INC MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006-13T1                        | CWALT 2006-13T1 A9                                                          | CUSIP: 12668BZK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1016971 | PA      | $472750.41    | 0.05%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.55 03/13/33                                                          | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    766000 | PA      | $758851.11    | 0.08%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 4.8 02/15/36                                                          | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    355000 | PA      | $353616.96    | 0.04%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 5.5 02/15/35                                                           | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71659.74     | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G08264                                                                   | CUSIP: 3128MJJJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       612 | PA      | $643.67       | 0.00%             | 2038-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                                   | VRT 5.65 03/15/46                                                           | CUSIP: 92537NAB4<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |    360000 | PA      | $343611.63    | 0.04%             | 2046-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  -2541000 | NC      | $-6342.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 909083                                                                   | CUSIP: 31411H6U9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1992 | PA      | $2101.78      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R07                                         | CAS 2023-R07 2M2                                                            | CUSIP: 20753BAB8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    700000 | PA      | $719968.34    | 0.08%             | 2043-09-25      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2010-116 NS                                                             | CUSIP: 38377LJM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    452899 | PA      | $31743.79     | 0.00%             | 2040-09-16      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 959997                                                                   | CUSIP: 31413Y7J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15722 | PA      | $16501.43     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                            | DUK 2.55 04/15/31                                                           | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     97000 | PA      | $88765.62     | 0.01%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                    | NGGLN 5.418 01/11/34                                                        | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    228000 | PA      | $232431.72    | 0.03%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-128 DI                                                             | CUSIP: 3136A9TD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    459897 | PA      | $20627.30     | 0.00%             | 2032-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 2930 ZL                                                                 | CUSIP: 31395MPZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    247296 | PA      | $249957.06    | 0.03%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES 2006-AR2 TRUST                                | WFMBS 2005-AR7 1A1                                                          | CUSIP: 94982PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27443 | PA      | $28447.27     | 0.00%             | 2035-05-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 966578                                                                   | CUSIP: 31414HJX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47491 | PA      | $49425.52     | 0.01%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2018-11 BX                                                              | CUSIP: 3136B1EY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2786549 | PA      | $2661565.17   | 0.29%             | 2047-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHS 268 S5                                                                  | CUSIP: 31325TPQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6204226 | PA      | $611736.68    | 0.07%             | 2042-08-15      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 905334                                                                   | CUSIP: 31411DY78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1413 | PA      | $1441.13      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA0251                                                                   | CUSIP: 31417YH59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17683 | PA      | $17900.16     | 0.00%             | 2029-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.5 09/27/64                                                           | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    193000 | PA      | $147942.88    | 0.02%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2016-93 SL                                                              | CUSIP: 3136AUUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2991450 | PA      | $194215.55    | 0.02%             | 2046-12-25      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Symphony Clo 47 Ltd.                                                                 | SYMP 2025-47A B                                                             | CUSIP: 87170XAE8<br>LEI: 25490010XZSF50QAAS37 | Long             | ABS-CBDO         | CORP              | KY        |   1160000 | PA      | $1148303.72   | 0.13%             | 2038-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 697416                                                                   | CUSIP: 31400TYM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10394 | PA      | $10452.58     | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2018-126 A                                                              | CUSIP: 38380YN27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1009303 | PA      | $922379.31    | 0.10%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                     | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |   4548000 | NC      | $-24222.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                | UBER 5.35 09/15/54                                                          | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    563000 | PA      | $518706.65    | 0.06%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.35 05/04/33                                                          | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    650000 | PA      | $632993.16    | 0.07%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 910983                                                                   | CUSIP: 31411LCU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8748 | PA      | $8963.85      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DAIWA CAPITAL MARKETS AMERICA INC.                                                   | DAIWA CAPITAL MARKETS AMERICA INC                                           | CUSIP: 000000000<br>LEI: M67H5PRC0NQKM73ZAS82 | Long             | RA               | CORP              | US        |    863000 | PA      | $863000.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                           | BA 6.858 05/01/54                                                           | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     39000 | PA      | $42957.54     | 0.00%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Mister Car Wash                                                                      | Mister Car Wash Term Loan B (Incremental) 300 2031-03-01                    | CUSIP: 60646CAM9<br>LEI: 549300BARUQU0U2GQE05 | Long             | LON              | CORP              | US        |     85000 | PA      | $84298.75     | 0.01%             | 2031-03-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE0349                                                                   | CUSIP: 31419AL70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7516 | PA      | $7888.72      | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 995050                                                                   | CUSIP: 31416BL71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6577 | PA      | $6902.75      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 5.85 03/01/56                                                           | CUSIP: 65339KDX5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    421000 | PA      | $411195.16    | 0.05%             | 2056-03-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2013-9 DS                                                               | CUSIP: 3136ABQK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   3207559 | PA      | $319730.78    | 0.04%             | 2043-02-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 840843                                                                   | CUSIP: 31407UEQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       308 | PA      | $311.91       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHASE FUNDING TRUST SERIES 2003-3                                                    | CFAB 2003-5 2A2                                                             | CUSIP: 161546GR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61121 | PA      | $61427.68     | 0.01%             | 2033-07-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Garda World Security                                                                 | Garda World Security Term Loan B 275 2029-02-01                             | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | US        |    225000 | PA      | $223875.00    | 0.02%             | 2029-02-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                                       | LBMLT 2004-4 1A1                                                            | CUSIP: 542514HN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48087 | PA      | $47107.51     | 0.01%             | 2034-10-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 826613                                                                   | CUSIP: 31407CK22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4370 | PA      | $4532.49      | 0.00%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. L.L.C.                                               | BX 2.5 01/10/30 144A                                                        | CUSIP: 09256BAL1<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     56000 | PA      | $51948.72     | 0.01%             | 2030-01-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V5.511 01/24/36                                                         | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    189000 | PA      | $192805.43    | 0.02%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AH3682                                                                   | CUSIP: 3138A5CU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151175 | PA      | $149570.08    | 0.02%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG J32022                                                                   | CUSIP: 31307NG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    331359 | PA      | $321010.40    | 0.04%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 940176                                                                   | CUSIP: 31413A6M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8980 | PA      | $9189.66      | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2011-128 KB                                                             | CUSIP: 3136A2MD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1000000 | PA      | $985156.00    | 0.11%             | 2041-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GSAT TRUST 2025-BMF                                                                  | GSAT 2025-BMF A                                                             | CUSIP: 36271XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000474.70   | 0.11%             | 2040-07-16      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corporation                                                               | OGE 5.45 05/15/29                                                           | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    109000 | PA      | $111699.98    | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                            | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  -1940000 | NC      | $15724.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V2.299 07/21/32                                                         | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79476.77     | 0.01%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI2308                                                                   | CUSIP: 3138AFR69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8894 | PA      | $8800.21      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V5.727 04/25/30                                                          | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    169000 | PA      | $174386.70    | 0.02%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AH9055                                                                   | CUSIP: 3138ABBZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113744 | PA      | $112629.99    | 0.01%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                     | OHI 5.2 07/01/30                                                            | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    269000 | PA      | $270198.23    | 0.03%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V5.045 02/06/37                                                         | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    385000 | PA      | $380032.80    | 0.04%             | 2037-02-06      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                         | NOVNVX 5.7 03/18/56                                                         | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    405000 | PA      | $408180.08    | 0.04%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                   | R 4.95 09/01/29 GMTN                                                        | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    196000 | PA      | $198611.42    | 0.02%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| 3M Company                                                                           | MMM 5.15 03/15/35                                                           | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    202000 | PA      | $203435.99    | 0.02%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2018-27 EA                                                              | CUSIP: 3136B1N26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    149844 | PA      | $134190.63    | 0.01%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SABAL ISSUER 2025-2 LLC                                                              | PALMET 2025-2A A                                                            | CUSIP: 78517MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    639278 | PA      | $629097.19    | 0.07%             | 2061-04-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                  | BMW 5.05 03/21/30 144A                                                      | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    154000 | PA      | $155761.55    | 0.02%             | 2030-03-21      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q32941                                                                   | CUSIP: 3132QPHT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    215609 | PA      | $202323.04    | 0.02%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2010-59 PC                                                              | CUSIP: 31398RNT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2370840 | PA      | $2398508.28   | 0.26%             | 2040-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 889697                                                                   | CUSIP: 31410KNN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19982 | PA      | $20972.98     | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                             | JPMMT 2007-A1 5A5                                                           | CUSIP: 46630GAV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19689 | PA      | $19735.03     | 0.00%             | 2035-07-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Great American Outdoors (Bass Pro Shops)                                             | Great American Outdoors (Bass Pro Shops) Term Loan B 325 2032-01-12         | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    224432 | PA      | $224311.52    | 0.02%             | 2032-01-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 917554                                                                   | CUSIP: 31411XMB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       613 | PA      | $632.93       | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2009-33 ZB                                                              | CUSIP: 38374UJR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2345244 | PA      | $2407457.19   | 0.26%             | 2039-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FM9867                                                                   | CUSIP: 3140XD6D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2861811 | PA      | $2461329.14   | 0.27%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 944047                                                                   | CUSIP: 31413FHY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5372 | PA      | $5572.95      | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 812749                                                                   | CUSIP: 31406K5J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4838 | PA      | $4952.49      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 762192                                                                   | CUSIP: 31403YXV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42612 | PA      | $42879.14     | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-8 TRUST       | WAMU 2002-AR9 1A                                                            | CUSIP: 9393357P4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5768 | PA      | $5661.75      | 0.00%             | 2042-08-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                   | NRUC 2.75 04/15/32                                                          | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    103000 | PA      | $92398.36     | 0.01%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                                                  | PEER USA LLC                                                                | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | US        |     55000 | PA      | $54596.08     | 0.01%             | 2032-09-29      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G03120                                                                   | CUSIP: 3128M4YR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18790 | PA      | $19454.78     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Company                                                  | AEP 5.3 04/01/33                                                            | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64933.18     | 0.01%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q36045                                                                   | CUSIP: 3132QSWF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    486522 | PA      | $456258.55    | 0.05%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2008-40 PS                                                              | CUSIP: 38375QLL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    318885 | PA      | $17723.22     | 0.00%             | 2038-05-16      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 879796                                                                   | CUSIP: 31409VNM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4858 | PA      | $5030.40      | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                              | NXPI 4.3 06/18/29                                                           | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |     45000 | PA      | $44617.14     | 0.00%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 899509                                                                   | CUSIP: 31410WKW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       367 | PA      | $378.68       | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 931135                                                                   | CUSIP: 31412PPU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    437831 | PA      | $433545.66    | 0.05%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.012 01/23/30                                                         | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    237000 | PA      | $240349.52    | 0.03%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 994638                                                                   | CUSIP: 31416A4X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       344 | PA      | $359.36       | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 4.625 11/15/55                                                            | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    166700 | PA      | $159302.69    | 0.02%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK 5.24 04/15/30                                                        | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    397000 | PA      | $405792.20    | 0.04%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| 720 EAST CLO VII LTD                                                                 | NWML 2025-7A C                                                              | CUSIP: 81800WAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    690000 | PA      | $683465.70    | 0.08%             | 2037-04-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHS 351 C13                                                                 | CUSIP: 31325WRV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2169727 | PA      | $107022.86    | 0.01%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITICORP MORTGAGE SECURITIES TRUST 2007-1                                            | CMSI 2007-1 1A1                                                             | CUSIP: 173105AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    357075 | PA      | $331362.42    | 0.04%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 868579                                                                   | CUSIP: 31409D6Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8994 | PA      | $9412.62      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -12471500 | NC      | $-633.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 897640                                                                   | CUSIP: 31410UHR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8536 | PA      | $8790.27      | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | META 4.6 11/15/32                                                           | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    315000 | PA      | $312016.15    | 0.03%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4346 ST                                                                 | CUSIP: 3137BAL42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    502386 | PA      | $8038.32      | 0.00%             | 2039-07-15      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Z40007                                                                   | CUSIP: 3132FCAG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126655 | PA      | $133102.90    | 0.01%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 894312                                                                   | CUSIP: 31410QR94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7491 | PA      | $7862.31      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DRYDEN 104 CLO LTD                                                                   | DRSLF 2022-104A A1R                                                         | CUSIP: 26253BAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6750000 | PA      | $6742183.50   | 0.74%             | 2034-08-21      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V5.33 07/23/35                                                           | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    156000 | PA      | $156580.88    | 0.02%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 817777                                                                   | CUSIP: 31406RQ65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1132 | PA      | $1165.14      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Company                                                          | EXC 5.9 03/15/36                                                            | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28686.84     | 0.00%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                          | HUM 5.375 04/15/31                                                          | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    227000 | PA      | $229503.06    | 0.03%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 5.5 02/12/55                                                            | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    229000 | PA      | $224623.57    | 0.02%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 745840                                                                   | CUSIP: 31403DS59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5216 | PA      | $5473.80      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                       | CURRENCY CONTRACT - USD                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-158.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                   | STT 4.729 02/28/30                                                          | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    164000 | PA      | $166036.20    | 0.02%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 940765                                                                   | CUSIP: 31413BTW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8501 | PA      | $8765.55      | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO ALTERNATIVE LOAN TRUST 2007-PA                                           | WFALT 2007-PA2 2A1                                                          | CUSIP: 94985FAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    555954 | PA      | $489240.06    | 0.05%             | 2037-06-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.8 10/15/34                                                           | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    245000 | PA      | $241399.30    | 0.03%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                                               | EQTSS 5.85 05/08/35 144A                                                    | CUSIP: 29439EAA7<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |    328000 | PA      | $329255.22    | 0.04%             | 2035-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.875 03/31/31                                                            | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    990000 | PA      | $986867.58    | 0.11%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2021-78 MI                                                              | CUSIP: 38382QG87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    680850 | PA      | $117463.05    | 0.01%             | 2051-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                      | CDS CDX.EM.44.V1                                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $812624.22    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHS 351 C12                                                                 | CUSIP: 31325WRU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2643901 | PA      | $166287.90    | 0.02%             | 2031-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                              | NXPI 5 01/15/33                                                             | CUSIP: 62954HBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    233000 | PA      | $231775.05    | 0.03%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                                | Parker-Hannifin Corp. 0% CP 08/05/2026                                      | CUSIP: 70109ME83<br>LEI: 5493002CONDB4N2HKI23 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $995731.30    | 0.11%             | 2026-05-08      | 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        | -19400000 | NC      | $-43380.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                   | HBAN V5.605 01/28/41                                                        | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1427000 | PA      | $1393286.38   | 0.15%             | 2041-01-28      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                              | KEY V5.305 01/28/37                                                         | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    503000 | PA      | $492852.05    | 0.05%             | 2037-01-28      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Hess Corporation                                                                     | HES 4.3 04/01/27                                                            | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450353.08    | 0.05%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                                     | SCRT 2018-4 HT                                                              | CUSIP: 35563PGZ6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    567403 | PA      | $493423.10    | 0.05%             | 2058-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5.05 03/25/48                                                           | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     47000 | PA      | $40352.66     | 0.00%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                 | RY V4.969 08/02/30 GMTN                                                     | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    204000 | PA      | $206627.84    | 0.02%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                | FNR 2005-66 SY                                                              | CUSIP: 31394EKV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1138470 | PA      | $86730.27     | 0.01%             | 2035-07-25      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 6.55 02/04/46                                                          | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    204000 | PA      | $190454.35    | 0.02%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 836184                                                                   | CUSIP: 31407N6V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1313 | PA      | $1374.74      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-C14 COMMERCIAL MORTGAGE TRUST                                             | CSAIL 2018-C14 B                                                            | CUSIP: 12596GBE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $475037.40    | 0.05%             | 2051-11-17      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2015-A                                                 | CMLTI 2015-A B2                                                             | CUSIP: 17323MAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    212094 | PA      | $210614.61    | 0.02%             | 2058-06-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 900344                                                                   | CUSIP: 31410XHV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10162 | PA      | $10567.00     | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES COUNTY PUBLIC WORKS FINANCING AUTHORITY (CA)                             | CA LOSFAC 7.62 08/01/2040                                                   | CUSIP: 54473ENS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $352711.71    | 0.04%             | 2040-08-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 3.75 05/15/30                                                            | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    184000 | PA      | $177925.95    | 0.02%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 890294                                                                   | CUSIP: 31410LC75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40991 | PA      | $42324.48     | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Teledyne FLIR LLC                                                                    | TDY 2.5 08/01/30                                                            | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |    184000 | PA      | $169404.46    | 0.02%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                                | WCNCN 4.8 07/15/36                                                          | CUSIP: 94106BAK7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    386000 | PA      | $378335.41    | 0.04%             | 2036-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                              | DUK 5.875 11/15/33                                                          | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     72000 | PA      | $76472.84     | 0.01%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                             | DE 4.4 09/08/31                                                             | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    728000 | PA      | $727360.00    | 0.08%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q37363                                                                   | CUSIP: 3132QUFD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    757434 | PA      | $710009.95    | 0.08%             | 2045-11-01      | 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        | -24944000 | NC      | $19856.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 912841                                                                   | CUSIP: 31411REN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22580 | PA      | $23151.69     | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI2369                                                                   | CUSIP: 3138AFT34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2418 | PA      | $2392.31      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BM4908                                                                   | CUSIP: 3140J9N23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       269 | PA      | $267.87       | 0.00%             | 2026-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 993739                                                                   | CUSIP: 31415Y4Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10615 | PA      | $11141.90     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc.                                                          | CSUCN 5.158 02/16/29 144A                                                   | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |    296000 | PA      | $297390.82    | 0.03%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 3.5 08/15/39                                                            | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    102000 | PA      | $82575.24     | 0.01%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                    | ES V6.35 08/15/56 B                                                         | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227030.21    | 0.02%             | 2056-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2018-1                                                       | MSAIC 2018-2GS B                                                            | CUSIP: 61946LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240960 | PA      | $218936.48    | 0.02%             | 2044-02-22      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST 2021-D                                          | NAVSL 2021-DA C                                                             | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    223742 | PA      | $208812.45    | 0.02%             | 2060-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE0548                                                                   | CUSIP: 31419ATE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25771 | PA      | $25518.70     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 4853                                                                     | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    265283 | PA      | $256778.33    | 0.03%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 938574                                                                   | CUSIP: 31412YFP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27609 | PA      | $28285.69     | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SABAL ISSUER 2026-1 LLC                                                              | PALMET 2026-1A A1                                                           | CUSIP: 78518CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $652492.17    | 0.07%             | 2061-05-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                                                        | DQE 2.532 10/01/30 144A                                                     | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    115000 | PA      | $104754.80    | 0.01%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 888363                                                                   | CUSIP: 31410F5Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7714 | PA      | $8095.61      | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 2.625 02/15/29                                                         | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    212000 | PA      | $201679.10    | 0.02%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V2.572 10/20/32                                                         | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    209000 | PA      | $186020.93    | 0.02%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA7                                              | STACR 2021-DNA7 B1                                                          | CUSIP: 35564KND7<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-O            | USGSE             | US        |   1000000 | PA      | $1015949.40   | 0.11%             | 2041-11-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FH 788845                                                                   | CUSIP: 31295MZJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1683 | PA      | $1711.26      | 0.00%             | 2031-11-01      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 782727                                                                   | CUSIP: 36241LA48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27353 | PA      | $27934.77     | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 AU7089                                                                   | CUSIP: 36194U2W2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1482004 | PA      | $1359201.76   | 0.15%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2016-2 IO                                                               | CUSIP: 3136ARBU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   8210942 | PA      | $1055039.90   | 0.12%             | 2046-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG V5.197 01/16/31                                                        | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    421000 | PA      | $428003.63    | 0.05%             | 2031-01-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 889657                                                                   | CUSIP: 31410KME1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15338 | PA      | $15226.37     | 0.00%             | 2037-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                                                             | GRAHAM PACKAGING/GPC CAP                                                    | CUSIP: 000000000<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |    200000 | PA      | $198125.00    | 0.02%             | 2033-01-26      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 6.05 08/15/56                                                             | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    271000 | PA      | $267091.78    | 0.03%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                                         | CAS 2025-R02 1B1                                                            | CUSIP: 20754TAH5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $501075.70    | 0.06%             | 2045-02-27      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A97770                                                                   | CUSIP: 312946T30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24686 | PA      | $24474.58     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3 02/15/41                                                             | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     57000 | PA      | $41701.73     | 0.00%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4150 IO                                                                 | CUSIP: 3137AY4Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3345114 | PA      | $510574.93    | 0.06%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                              | HYNMTR 6.1 09/21/28 144A                                                    | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    681000 | PA      | $703417.45    | 0.08%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2012-40 NI                                                              | CUSIP: 38378DZV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     15878 | PA      | $409.71       | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 5.25 10/15/35                                                           | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    483000 | PA      | $480703.90    | 0.05%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 930983                                                                   | CUSIP: 31412PJ44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18225 | PA      | $18046.70     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 4.45 04/15/42                                                           | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     65000 | PA      | $53673.65     | 0.01%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 911213                                                                   | CUSIP: 31411LK26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26438 | PA      | $27673.86     | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2007-53 SX                                                              | CUSIP: 31396WDQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1017105 | PA      | $78585.55     | 0.01%             | 2037-06-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 2.75 05/15/40                                                           | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25475.21     | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 832836                                                                   | CUSIP: 31407KHM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12635 | PA      | $12502.10     | 0.00%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                    | BRO 4.9 06/23/30                                                            | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    332000 | PA      | $331779.88    | 0.04%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 891903                                                                   | CUSIP: 31410M3L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1481 | PA      | $1521.81      | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q35089                                                                   | CUSIP: 3132QRUP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118009 | PA      | $110644.67    | 0.01%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BH6239                                                                   | CUSIP: 3140GU4Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202020 | PA      | $199009.64    | 0.02%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS2640                                                                   | CUSIP: 3140XH5A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1527743 | PA      | $1299377.97   | 0.14%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G04729                                                                   | CUSIP: 3128M6SS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17861 | PA      | $18388.23     | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI9947                                                                   | CUSIP: 3138AQBR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19626 | PA      | $19421.71     | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                        | CNC 2.45 07/15/28                                                           | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     71000 | PA      | $66164.08     | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 5.65 03/13/46                                                          | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    511000 | PA      | $509534.23    | 0.06%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                               | PLDTLF 5.25 04/01/29 144A                                                   | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    426000 | PA      | $434278.99    | 0.05%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML08 TRUST                                                                | OT FEDMFH 1.85 07/25/2037                                                   | CUSIP: 30318LAK3<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   9858636 | PA      | $1121772.29   | 0.12%             | 2037-07-25      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 6.05 09/01/54                                                            | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     91000 | PA      | $86724.83     | 0.01%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AP9560                                                                   | CUSIP: 3138MDTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220441 | PA      | $207808.64    | 0.02%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-137 SN                                                             | CUSIP: 3136AAH81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   3570840 | PA      | $342149.31    | 0.04%             | 2042-12-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V2.884 10/22/30 MTN                                                     | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    306000 | PA      | $289493.91    | 0.03%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 5.3 06/01/34                                                          | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106622.76    | 0.01%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                             | EDF 4.875 09/21/38 144A                                                     | CUSIP: 268317AV6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    233000 | PA      | $216098.49    | 0.02%             | 2038-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MED COMMERCIAL MORTGAGE TRUST 2024-MOB                                               | MED 2024-MOB A                                                              | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1241539.25   | 0.14%             | 2041-05-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 938483                                                                   | CUSIP: 31412YCU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26281 | PA      | $27265.51     | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 3.5 09/01/30                                                            | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    384000 | PA      | $364780.41    | 0.04%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A96423                                                                   | CUSIP: 312945D47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117384 | PA      | $118845.71    | 0.01%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                   | R 5.5 06/01/29 MTN                                                          | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    299000 | PA      | $307550.33    | 0.03%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                  | D 4.95 03/15/36                                                             | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    484000 | PA      | $472008.17    | 0.05%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 689306                                                                   | CUSIP: 31400JYB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7057 | PA      | $7073.24      | 0.00%             | 2033-02-01      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| First Industrial, L.P.                                                               | FR 5.25 01/15/31                                                            | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |    474000 | PA      | $479194.12    | 0.05%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FSPC T-54 2A                                                                | CUSIP: 31393LFK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1472480 | PA      | $1548767.37   | 0.17%             | 2043-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 939561                                                                   | CUSIP: 31413AJE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4445 | PA      | $4575.12      | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 782562                                                                   | CUSIP: 36241KZ35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45796 | PA      | $46702.61     | 0.01%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA0734                                                                   | CUSIP: 31417YY84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15891 | PA      | $15929.97     | 0.00%             | 2031-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                               | EQH 4.572 02/15/29                                                          | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    533000 | PA      | $529756.33    | 0.06%             | 2029-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 2.8 04/01/31                                                           | CUSIP: 161175BU7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    148000 | PA      | $132911.48    | 0.01%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Company                                                           | PPL 5.45 04/15/33 KENT                                                      | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     64000 | PA      | $66174.57     | 0.01%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TransDigm                                                                            | TransDigm Term Loan N 250 2033-02-07                                        | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    200000 | PA      | $200281.20    | 0.02%             | 2033-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Hillenbrand                                                                          | Hillenbrand Term Loan B 350 2033-01-07                                      | CUSIP: 54913EAB8<br>LEI: 254900H70V4IL22BHL88 | Long             | LON              | CORP              | US        |    225000 | PA      | $222187.50    | 0.02%             | 2033-02-10      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Inc                                                               | CNP 5.4 06/01/29                                                            | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189675.33    | 0.02%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Pmtt4                                                                                | LSS 2017-PM1 XIO                                                            | CUSIP: 693458AG6<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | ABS-O            | CORP              | US        | 774751971 | PA      | $4762051.73   | 0.52%             | 2048-10-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AZ4416                                                                   | CUSIP: 3138YV4A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1235104 | PA      | $1188311.00   | 0.13%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                   | R 6.6 12/01/33                                                              | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    149000 | PA      | $163335.47    | 0.02%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 917555                                                                   | CUSIP: 31411XMC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17456 | PA      | $18073.46     | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AXP V5.282 07/27/29                                                         | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    166000 | PA      | $168853.00    | 0.02%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | META 4.875 11/15/35                                                         | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    420000 | PA      | $412204.57    | 0.05%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co.                                               | NWMLIC 6.17 05/29/55 144A                                                   | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    208000 | PA      | $213849.94    | 0.02%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2004-11 A                                                               | CUSIP: 31393T7H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      7551 | PA      | $7540.56      | 0.00%             | 2034-03-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 544861                                                                   | CUSIP: 31385HJE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3974 | PA      | $4024.97      | 0.00%             | 2036-12-01      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                   | ACAFP V4.656 01/12/32 144a                                                  | CUSIP: 22535WAT4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    275000 | PA      | $271319.39    | 0.03%             | 2032-01-12      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                      | CDS CDX.NA.HY.46.V1                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1036911.57   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                         | NSC 5.05 08/01/30                                                           | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32700.52     | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AD9363                                                                   | CUSIP: 31418XMM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13620 | PA      | $13486.24     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROAD RIVER BSL FUNDING CLO LTD                                                      | BDRVR 2020-1A AR                                                            | CUSIP: 11124TAJ3<br>LEI: 5493000KEEYM16WOW109 | Long             | ABS-CBDO         | CORP              | KY        |   3490000 | PA      | $3488624.94   | 0.38%             | 2034-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V4.133 10/18/29 I                                                        | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69202.18     | 0.01%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST 2018-1                                                       | FSMT 2018-1 B3                                                              | CUSIP: 33850TBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1503927 | PA      | $1379651.94   | 0.15%             | 2048-03-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI9787                                                                   | CUSIP: 3138AP2V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90433 | PA      | $88687.59     | 0.01%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V2.739 10/15/30                                                         | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     88000 | PA      | $82900.02     | 0.01%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 931839                                                                   | CUSIP: 31412QHQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98383 | PA      | $97420.29     | 0.01%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5.125 02/21/30                                                          | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    122000 | PA      | $123746.37    | 0.01%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A69653                                                                   | CUSIP: 3128L1WN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14927 | PA      | $15372.39     | 0.00%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2019-17 LTD                                                                  | OCP 2019-17A AR2                                                            | CUSIP: 67113LAW6<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |   1450000 | PA      | $1450482.85   | 0.16%             | 2037-07-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE2260                                                                   | CUSIP: 31419CQN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14713 | PA      | $14558.52     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                         | NOVNVX 4.6 03/18/33                                                         | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597626.53    | 0.07%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Company                                                                 | WY 4.75 05/15/26                                                            | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8002.59      | 0.00%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING CO LLC                                                    | CPGX 5.097 10/01/31 144A                                                    | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    462000 | PA      | $464851.75    | 0.05%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Assurant Inc.                                                                        | AIZ 5.55 02/15/36                                                           | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    688000 | PA      | $690130.53    | 0.08%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TRUST 2004-6                                                        | BSARM 2005-12 13A1                                                          | CUSIP: 07387AFZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       559 | PA      | $498.82       | 0.00%             | 2036-02-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST    | WAMU 2006-AR12 1A1                                                          | CUSIP: 93363NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    311277 | PA      | $293470.78    | 0.03%             | 2036-10-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc.                                                                      | BWA 5.4 08/15/34                                                            | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    109000 | PA      | $110432.74    | 0.01%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                | FN AS5793                                                                   | CUSIP: 3138WFNK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    430536 | PA      | $421736.81    | 0.05%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Voya Separate Portfolios Trust                                                       | Voya VACS Series EMHCD Fund                                                 | CUSIP: 92919X104<br>LEI: 5493002OZLWDCTJEFB81 | Long             | EC               | RF                | US        |   8143396 | NS      | $84935622.60  | 9.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                               | FHR 3045 DI                                                                 | CUSIP: 31396CBT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1705904 | PA      | $126012.72    | 0.01%             | 2035-10-15      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST    | WAMU 2005-AR13 A1C3                                                         | CUSIP: 92922F4V7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    497758 | PA      | $482451.41    | 0.05%             | 2045-10-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                              | VW 4.55 09/11/28 144A                                                       | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    290000 | PA      | $289320.38    | 0.03%             | 2028-09-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| The Depository Trust & Clearing Corporation                                          | DEPTCC V3.375 PERP D                                                        | CUSIP: 249670AB6<br>LEI: MLDY5N6PZ58ZE60QU102 | Long             | DBT              | CORP              | US        |    813000 | PA      | $808629.23    | 0.09%             | N/A             | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BK8876                                                                   | CUSIP: 3140HN2J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1732697 | PA      | $1657632.91   | 0.18%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 4.39 08/15/37                                                        | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    267000 | PA      | $242730.61    | 0.03%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.375 09/27/54                                                         | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    459000 | PA      | $356169.89    | 0.04%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 916996                                                                   | CUSIP: 31411WXZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30274 | PA      | $31735.23     | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-F                                              | SMB 2024-F A1A                                                              | CUSIP: 83207VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    358045 | PA      | $360689.76    | 0.04%             | 2054-03-16      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 4.35 10/08/27 MTN                                                    | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    342000 | PA      | $343145.33    | 0.04%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-122 SB                                                             | CUSIP: 3136A94S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2226624 | PA      | $237022.10    | 0.03%             | 2042-11-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V3.705 04/24/28                                                         | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59557.09     | 0.01%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| PCI Gaming                                                                           | PCI Gaming Term Loan B 200 2031-05-29                                       | CUSIP: 70455DAG9<br>LEI: 549300KPXAJ1LRW5LP59 | Long             | LON              | CORP              | US        |    224429 | PA      | $224629.35    | 0.02%             | 2031-07-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                       | PEG 5.2 05/15/30 144A                                                       | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    248000 | PA      | $251950.15    | 0.03%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                           | ZBH 3.55 03/20/30                                                           | CUSIP: 98956PAT9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    180000 | PA      | $173130.04    | 0.02%             | 2030-03-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2014-3 SU                                                               | CUSIP: 38378YA25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2921322 | PA      | $240843.70    | 0.03%             | 2039-07-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 4.893 09/11/33                                                         | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58324.20     | 0.01%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Company                                                        | FTSCN 5.2 09/15/34                                                          | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    252000 | PA      | $253642.36    | 0.03%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE3695                                                                   | CUSIP: 31419EC98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178975 | PA      | $177221.62    | 0.02%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2013-26 GU                                                              | CUSIP: 38378JDF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    224524 | PA      | $209937.81    | 0.02%             | 2042-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AJ3047                                                                   | CUSIP: 3138AUL54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154252 | PA      | $152741.48    | 0.02%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                                  | CMALT 2007-A2 1A5                                                           | CUSIP: 12566UAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    134854 | PA      | $122035.43    | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2014-79 BI                                                              | CUSIP: 38379B3W6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3901580 | PA      | $594317.36    | 0.07%             | 2044-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                   | BX 2021-21M E                                                               | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2940000 | PA      | $2939979.13   | 0.32%             | 2036-10-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2019-18 SA                                                              | CUSIP: 3136B4PJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   3857940 | PA      | $314623.51    | 0.03%             | 2049-05-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                           | S 8.75 03/15/32                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    344000 | PA      | $409213.45    | 0.04%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 889579                                                                   | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1541 | PA      | $1617.67      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        | -24944000 | NC      | $-52512.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 953137                                                                   | CUSIP: 31413RLS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4120 | PA      | $4244.83      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 5 01/15/36                                                               | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    380000 | PA      | $372272.86    | 0.04%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | META 5.5 11/15/45                                                           | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    550000 | PA      | $520826.08    | 0.06%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FH 788506                                                                   | CUSIP: 31295MNX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6669 | PA      | $6693.06      | 0.00%             | 2029-01-01      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 4.989 04/10/34                                                         | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44321.30     | 0.00%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.2 04/01/30                                                             | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189185.82    | 0.02%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI7578                                                                   | CUSIP: 3138AMM44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38104 | PA      | $37699.67     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 2.1 04/01/31                                                            | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    176000 | PA      | $153389.89    | 0.02%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 697698                                                                   | CUSIP: 36296QDB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6249 | PA      | $6377.90      | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2018-112 AL                                                             | CUSIP: 38380YAR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    868091 | PA      | $805343.15    | 0.09%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST 2018-A-GS                                              | CBSLT 2018-AGS A1                                                           | CUSIP: 20269DAA3<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |    171559 | PA      | $162892.59    | 0.02%             | 2044-02-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                             | HONA 5.852 03/16/66 144A                                                    | CUSIP: 43849RAK1<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    375000 | PA      | $372257.48    | 0.04%             | 2066-03-16      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 5.125 06/15/39                                                          | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    170000 | PA      | $160302.60    | 0.02%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A80845                                                                   | CUSIP: 3129265E4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2974 | PA      | $3055.24      | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G03073                                                                   | CUSIP: 3128M4XA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45870 | PA      | $47419.80     | 0.01%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 697576                                                                   | CUSIP: 36296P6M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21998 | PA      | $22469.26     | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                                                           | COKE 5.25 06/01/29                                                          | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    304000 | PA      | $310801.13    | 0.03%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                    | JNJ 4.9 06/01/31                                                            | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    113000 | PA      | $116791.92    | 0.01%             | 2031-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q35030                                                                   | CUSIP: 3132QRSU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    404175 | PA      | $379949.90    | 0.04%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 758789                                                                   | CUSIP: 31403U7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19342 | PA      | $19539.04     | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2010-55 AS                                                              | CUSIP: 31398RKF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1294107 | PA      | $107730.42    | 0.01%             | 2040-06-25      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2020-8                                                      | JPMMT 2020-8 B3                                                             | CUSIP: 46652TCK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1618040 | PA      | $1429650.66   | 0.16%             | 2051-03-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AA4736                                                                   | CUSIP: 31416NHN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10983 | PA      | $10793.09     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V3.509 01/23/29                                                         | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    245000 | PA      | $241131.32    | 0.03%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 698156                                                                   | CUSIP: 31400UTM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16571 | PA      | $16789.50     | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 5015 EI                                                                 | CUSIP: 3137FVTU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3229003 | PA      | $729791.87    | 0.08%             | 2050-09-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | CAS 2021-R03 1B1                                                            | CUSIP: 20754AAF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1500000 | PA      | $1516626.30   | 0.17%             | 2041-12-26      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Recette Clo Ltd                                                                      | RCTTE 2015-1A BR3                                                           | CUSIP: 75620TBK3<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $1047950.40   | 0.12%             | 2034-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4787 PY                                                                 | CUSIP: 3137F57L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    579197 | PA      | $553243.52    | 0.06%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V5.279 03/10/37                                                        | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    333000 | PA      | $327143.54    | 0.04%             | 2037-03-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 704480                                                                   | CUSIP: 36296XUD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35659 | PA      | $36422.47     | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 976968                                                                   | CUSIP: 31414UZ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60679 | PA      | $63693.06     | 0.01%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q32808                                                                   | CUSIP: 3132QPDN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1529718 | PA      | $1396890.37   | 0.15%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                     | Duke Energy Corp 0% CP 23/04/2026                                           | CUSIP: 26244JDP1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | STIV             | CORP              | US        |    900000 | PA      | $897724.98    | 0.10%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AA7360                                                                   | CUSIP: 31416RFA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5415 | PA      | $5370.26      | 0.00%             | 2034-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G30357                                                                   | CUSIP: 3128CUME3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31393 | PA      | $32039.36     | 0.00%             | 2027-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2006-72 HS                                                              | CUSIP: 31396KKA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      4821 | PA      | $22.83        | 0.00%             | 2026-08-25      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 970900                                                                   | CUSIP: 31414NDD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       943 | PA      | $974.09       | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHASE FUNDING TRUST SERIES 2002-3                                                    | CFAB 2002-4 2A1                                                             | CUSIP: 161546DQ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16403 | PA      | $16458.75     | 0.00%             | 2032-10-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL0658                                                                   | CUSIP: 3138EGWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66899 | PA      | $66243.91     | 0.01%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 888472                                                                   | CUSIP: 31410GCH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24702 | PA      | $25925.51     | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS GBP                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $25908.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                   | NRUC 4.023 11/01/32                                                         | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27006.88     | 0.00%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                          | NWIDE 4.351 09/30/30 144A                                                   | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $201836.14    | 0.02%             | 2030-09-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G61467                                                                   | CUSIP: 31335BTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144877 | PA      | $138683.19    | 0.02%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2010-6 IA                                                               | CUSIP: 38376TUC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     16969 | PA      | $58.71        | 0.00%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3284 CI                                                                 | CUSIP: 31397FLC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2929795 | PA      | $223626.16    | 0.02%             | 2037-03-15      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BC2848                                                                   | CUSIP: 3140EXEW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222095 | PA      | $200463.02    | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 948188                                                                   | CUSIP: 31413K2V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3163 | PA      | $3258.08      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                      | CRM 5.55 03/15/36                                                           | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    385000 | PA      | $383947.64    | 0.04%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                            | DUK 6.45 10/15/32                                                           | CUSIP: 264399ED4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     24000 | PA      | $26124.70     | 0.00%             | 2032-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING 2007-8 TRUST                                                 | BAFC 2007-8 4A1                                                             | CUSIP: 05953LAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60512 | PA      | $48786.95     | 0.01%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd.                                                                  | HNDA 4.688 07/08/30                                                         | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    524000 | PA      | $520223.94    | 0.06%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 2.3 03/25/28                                                           | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    692000 | PA      | $659434.15    | 0.07%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                                     | SEE 1.573 10/15/26 144A                                                     | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59892.44     | 0.01%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Company                                                  | XEL 6 06/01/54                                                              | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45366.17     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                       | SCHW V6.196 11/17/29                                                        | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    166000 | PA      | $173541.87    | 0.02%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST 2017-B-GS                                              | CBSLT 2017-BGS B                                                            | CUSIP: 20268KAC4<br>LEI: 549300KDXV3I7WKXA522 | Long             | ABS-O            | CORP              | US        |    189383 | PA      | $158105.54    | 0.02%             | 2042-09-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| MISTER CAR WAS 03/27/2031                                                            | MISTER CAR WAS 03/27/2031                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    140000 | PA      | $138845.00    | 0.02%             | 2031-03-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KKR 2021-33 CLO LTD                                                                  | KKR 33A BR                                                                  | CUSIP: 48254QAH7<br>LEI: 2549006GI7K365G4ZT50 | Long             | ABS-CBDO         | CORP              | KY        |   1350000 | PA      | $1346643.90   | 0.15%             | 2034-07-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                      | CI 5.25 01/15/36                                                            | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    685000 | PA      | $686142.92    | 0.08%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                                        | SBAP 2007-20L 1                                                             | CUSIP: 83162CRL9<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     29965 | PA      | $30065.04     | 0.00%             | 2027-12-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2018-43 SE                                                              | CUSIP: 3136B12F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2112614 | PA      | $160712.92    | 0.02%             | 2038-09-25      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2013-9 SA                                                               | CUSIP: 3136ABQD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   4620502 | PA      | $198705.59    | 0.02%             | 2042-03-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 2.3 02/25/31                                                           | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14452.42     | 0.00%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 4.5 10/15/32                                                            | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    540000 | PA      | $530897.38    | 0.06%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 4.5 02/15/27                                                            | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    628000 | PA      | $628068.94    | 0.07%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE5186                                                                   | CUSIP: 31419FXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65856 | PA      | $65183.84     | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six DAC                                                             | ICLR 5.849 05/08/29                                                         | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    524000 | PA      | $534376.68    | 0.06%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2011-149 ES                                                             | CUSIP: 3136A3FN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    591260 | PA      | $16910.80     | 0.00%             | 2041-07-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Limited                                                          | WSTPNZ 5.132 02/26/27 144A                                                  | CUSIP: 96122FAB3<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    427000 | PA      | $430330.67    | 0.05%             | 2027-02-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G04621                                                                   | CUSIP: 3128M6PE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2568 | PA      | $2627.55      | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                            | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -12471500 | NC      | $-13803.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 947654                                                                   | CUSIP: 31413KH79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14654 | PA      | $15381.46     | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 899878                                                                   | CUSIP: 31410WXF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       514 | PA      | $531.80       | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 929451                                                                   | CUSIP: 31412MTG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3818 | PA      | $3933.10      | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                   | ATH 6.25 04/01/54                                                           | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    728000 | PA      | $668730.65    | 0.07%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                          | 5-Year T-Note Futures, Jun-2026,ETH                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       572 | NC      | $-606780.68   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                       | PENSKE 5.25 02/01/30 144A                                                   | CUSIP: 709599CB8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    307000 | PA      | $311734.71    | 0.03%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-113 SG                                                             | CUSIP: 3136A83P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   3149994 | PA      | $317387.73    | 0.03%             | 2042-10-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q36181                                                                   | CUSIP: 3132QS2P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1132490 | PA      | $1090812.04   | 0.12%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3829 VZ                                                                 | CUSIP: 3137A8HP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    489606 | PA      | $474062.83    | 0.05%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                  | TRS TREASURY BOND                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-302771.82   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |  -1244000 | NC      | $3258.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 929093                                                                   | CUSIP: 31412MGA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       495 | PA      | $509.18       | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE0984                                                                   | CUSIP: 31419BCW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39312 | PA      | $38927.22     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 936749                                                                   | CUSIP: 31412WEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10931 | PA      | $11266.09     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB5684                                                                   | CUSIP: 31417CJ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146803 | PA      | $141771.72    | 0.02%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-FM1                                                                 | GSAMP 2007-FM1 A2A                                                          | CUSIP: 3622MAAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86769 | PA      | $42893.71     | 0.00%             | 2036-12-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                           | BA 7.008 05/01/64                                                           | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    232000 | PA      | $256720.35    | 0.03%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL1065                                                                   | CUSIP: 3138EHFF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1937 | PA      | $1918.18      | 0.00%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE3461                                                                   | CUSIP: 31419DZ38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43138 | PA      | $41986.26     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHS 347 C31                                                                 | CUSIP: 31325WHC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2013741 | PA      | $355318.30    | 0.04%             | 2044-02-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 1.75 01/20/31                                                            | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    122000 | PA      | $106998.51    | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Amentum (AECOM management business)                                                  | Amentum (AECOM management business) Term Loan B 225 2031-07-22              | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    214326 | PA      | $214493.41    | 0.02%             | 2031-09-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 2114 ZM                                                                 | CUSIP: 3133THQB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     37183 | PA      | $37681.90     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AD9153                                                                   | CUSIP: 31418XE38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1048 | PA      | $1037.26      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2022-IV LTD                                                             | CIFC 2022-4A AR                                                             | CUSIP: 12567WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1847435.90   | 0.20%             | 2035-07-16      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                       | PENSKE 1.7 06/15/26 144A                                                    | CUSIP: 709599BM5<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     84000 | PA      | $83534.54     | 0.01%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                  | Entergy Corporation 0% CP 09/06/2026                                        | CUSIP: 29366GF97<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1984042.60   | 0.22%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AJ1416                                                                   | CUSIP: 3138ASSE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2690 | PA      | $2663.42      | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V3.97 03/05/29 MTN                                                      | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86239.03     | 0.01%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V3.591 07/22/28                                                          | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    499000 | PA      | $493241.58    | 0.05%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G04587                                                                   | CUSIP: 3128M6NC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15436 | PA      | $15897.37     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SONIC CAPITAL LLC                                                                    | SONIC 2020-1A A2I                                                           | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    849750 | PA      | $841754.19    | 0.09%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                              | BPCEGP V5.716 01/18/30 144A                                                 | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    371000 | PA      | $380384.72    | 0.04%             | 2030-01-18      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG V83169                                                                   | CUSIP: 3132L8QW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    464074 | PA      | $447517.20    | 0.05%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2013-167 PI                                                             | CUSIP: 38378YAT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3039731 | PA      | $393750.85    | 0.04%             | 2043-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FH 847415                                                                   | CUSIP: 3128JRGY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144033 | PA      | $149262.18    | 0.02%             | 2035-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V6.484 10/24/29                                                          | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9416.64      | 0.00%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                                     | SCRT 2019-3 HT                                                              | CUSIP: 35563PLB3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    149083 | PA      | $131187.99    | 0.01%             | 2058-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 985184                                                                   | CUSIP: 31415PM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30853 | PA      | $31724.20     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SoftBank Corp                                                                        | SOBKCO 4.699 07/09/30 144A                                                  | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |    302000 | PA      | $300340.65    | 0.03%             | 2030-07-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                               | PFE 4.75 05/19/33                                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    173000 | PA      | $172392.49    | 0.02%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oneok Partners Lp                                                                    | OKE 6.2 09/15/43                                                            | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82164.00     | 0.01%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE7581                                                                   | CUSIP: 31419JM70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22472 | PA      | $22252.40     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                                 | ROSW 5.489 11/13/30 144A                                                    | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    581000 | PA      | $607921.15    | 0.07%             | 2030-11-13      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G06020                                                                   | CUSIP: 3128M8AV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7808 | PA      | $8041.27      | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2002-21 FC                                                              | CUSIP: 31392CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       893 | PA      | $896.03       | 0.00%             | 2032-04-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                                  | VLO 5.15 03/10/36                                                           | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    808000 | PA      | $796809.77    | 0.09%             | 2036-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G05922                                                                   | CUSIP: 3128M74F0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11954 | PA      | $12301.94     | 0.00%             | 2039-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2023-II Ltd.                                                            | CIFC 2023-2A AR                                                             | CUSIP: 125488AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2495235.00   | 0.27%             | 2037-01-21      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2010-106 IP                                                             | CUSIP: 38377DAL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    274499 | PA      | $8522.09      | 0.00%             | 2040-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd.                                                                  | HNDA 5.337 07/08/35                                                         | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    318000 | PA      | $314744.61    | 0.03%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                | FN AB3783                                                                   | CUSIP: 31417AFZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98465 | PA      | $96412.90     | 0.01%             | 2036-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                         | TMO 4.977 08/10/30                                                          | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    340000 | PA      | $347533.00    | 0.04%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 914519                                                                   | CUSIP: 31411UAU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3473 | PA      | $3625.91      | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Allegany Park Clo Ltd.                                                               | ALLPK 2019-1A ARR                                                           | CUSIP: 017154AU9<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1698466.60   | 0.19%             | 2035-01-22      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                      | CI 2.375 03/15/31                                                           | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    359000 | PA      | $322647.73    | 0.04%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                               | FANG 4.25 03/15/52                                                          | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    108000 | PA      | $83664.85     | 0.01%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 6.7 02/04/56                                                           | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    245000 | PA      | $227562.65    | 0.02%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G03962                                                                   | CUSIP: 3128M5WX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34391 | PA      | $35416.26     | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 5.9 01/07/35                                                             | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    355000 | PA      | $361516.43    | 0.04%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 2.375 07/15/31                                                          | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     72000 | PA      | $63657.54     | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                | FNR 2020-71 TI                                                              | CUSIP: 3136BCBZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   8702699 | PA      | $1418571.22   | 0.16%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST 2005-4                                                | HVMLT 2005-2 2A1A                                                           | CUSIP: 41161PLR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26190 | PA      | $25503.64     | 0.00%             | 2035-05-19      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                | SWOP IRS USD                                                                | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        | -24944000 | NC      | $24481.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI3131                                                                   | CUSIP: 3138AGPR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115640 | PA      | $114317.15    | 0.01%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                               | EXR 5.35 01/15/35                                                           | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140849.90    | 0.02%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                            | CRBG 6.05 09/15/33                                                          | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    246000 | PA      | $257626.15    | 0.03%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 784756                                                                   | CUSIP: 3622AAE59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1961275 | PA      | $1823008.16   | 0.20%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                         | SO V3.75 09/15/51 21-A                                                      | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    503000 | PA      | $499805.40    | 0.05%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 2.65 02/01/30                                                         | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    243000 | PA      | $227623.33    | 0.03%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | TRS IBXXLLTR INDEX                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |         1 | NC      | $-24750.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                   | ACAFP V4.818 09/25/33 144A                                                  | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    695000 | PA      | $681130.35    | 0.07%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AH8753                                                                   | CUSIP: 3138AAWP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45800 | PA      | $45351.60     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 5.875 11/30/55                                                           | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    580000 | PA      | $564562.17    | 0.06%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                                 | RPLDCI 6.581 05/30/49 144A                                                  | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $267521.92    | 0.03%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 625536                                                                   | CUSIP: 31389G4V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       139 | PA      | $144.62       | 0.00%             | 2032-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 3.375 03/15/29                                                          | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38735.99     | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FSPC T-62 1A1                                                               | CUSIP: 31395HHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1029519 | PA      | $952040.25    | 0.10%             | 2044-10-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE7863                                                                   | CUSIP: 31419JWZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8734 | PA      | $8601.81      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                   | BX 2024-XL5 C                                                               | CUSIP: 05612GAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1752989.22   | 0.19%             | 2041-03-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                              | VW 5.25 03/22/29 144A                                                       | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    699000 | PA      | $707522.42    | 0.08%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                             | GN 783251                                                                   | CUSIP: 36241LTG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23209 | PA      | $23706.09     | 0.00%             | 2040-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                                               | ES 1.95 08/15/31                                                            | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96275.08     | 0.01%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE1708                                                                   | CUSIP: 31419B3S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16468 | PA      | $16294.88     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                              | VW 5.3 03/22/27 144A                                                        | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    759000 | PA      | $765482.42    | 0.08%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST SERIES 2005-OPT2                                      | CMLTI 2007-10 22AA                                                          | CUSIP: 17313QAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    479362 | PA      | $455700.16    | 0.05%             | 2037-09-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 5.85 02/15/56                                                          | CUSIP: 87264AEA9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    256000 | PA      | $248615.40    | 0.03%             | 2056-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 4.4 11/01/34                                                             | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    230000 | PA      | $219056.28    | 0.02%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS EUR                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $18616.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                                                  | PEER HOLDING III BV                                                         | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    163177 | PA      | $163312.56    | 0.02%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3856 KS                                                                 | CUSIP: 3137AAW33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1443368 | PA      | $140922.12    | 0.02%             | 2041-05-15      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 782998                                                                   | CUSIP: 36241LKK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5419 | PA      | $5534.39      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                               | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8666000 | PA      | $8704942.75   | 0.96%             | 2056-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 2110 PG                                                                 | CUSIP: 3133THLK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     26300 | PA      | $26496.29     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 891600                                                                   | CUSIP: 31410MRV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       267 | PA      | $279.21       | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 4139 CS                                                                 | CUSIP: 3137AWXE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   5829762 | PA      | $599444.65    | 0.07%             | 2042-12-15      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                               | CMS V3.75 12/01/50                                                          | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    128000 | PA      | $116847.12    | 0.01%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AD6960                                                                   | CUSIP: 31418UWW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62546 | PA      | $61933.40     | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.571 04/22/28                                                         | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237914.69    | 0.03%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-30 TS                                                              | CUSIP: 3136A5WV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2426885 | PA      | $259390.36    | 0.03%             | 2042-04-25      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G08460                                                                   | CUSIP: 3128MJQN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88092 | PA      | $87265.49     | 0.01%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 966851                                                                   | CUSIP: 31414HTG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28348 | PA      | $29755.70     | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 3.8 12/01/57                                                              | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     90000 | PA      | $60906.57     | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2024-22 MZ                                                              | CUSIP: 3136BRM61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   4005834 | PA      | $4041190.80   | 0.44%             | 2054-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                            | O 3.95 08/15/27                                                             | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    123000 | PA      | $122430.40    | 0.01%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.25 03/31/33                                                             | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1347200 | PA      | $1356567.24   | 0.15%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNS 418 10                                                                  | CUSIP: 31395QJ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149385 | PA      | $24594.29     | 0.00%             | 2043-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 3.2 11/21/29                                                           | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    626000 | PA      | $603607.32    | 0.07%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                            | IRS USD                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-2741.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ohio Valley Midstream                                                                | Ohio Valley Midstream Term Loan B 325 2031-08-01                            | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    224431 | PA      | $224617.63    | 0.02%             | 2031-08-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                              | DUK 2.4 12/15/31                                                            | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    174000 | PA      | $155592.17    | 0.02%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 6.15 07/15/35                                                            | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    296000 | PA      | $306236.66    | 0.03%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                  | CGCMT 2023-SMRT C                                                           | CUSIP: 17291NAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1650000 | PA      | $1659311.28   | 0.18%             | 2040-10-12      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                        | WMB 4.9 03/15/29                                                            | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    129000 | PA      | $130534.69    | 0.01%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BV3028                                                                   | CUSIP: 3140MGLJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1459457 | PA      | $1195507.49   | 0.13%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2005-74 DK                                                              | CUSIP: 31394FFH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     91980 | PA      | $97250.17     | 0.01%             | 2035-07-25      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                          | CCDJ 5.25 04/26/29 144A                                                     | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    641000 | PA      | $655095.94    | 0.07%             | 2029-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG C03701                                                                   | CUSIP: 31292LDE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174091 | PA      | $172600.38    | 0.02%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                   | NRUC 4.15 12/15/32                                                          | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45600.00     | 0.01%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 6.55 06/01/34                                                          | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    219000 | PA      | $227485.89    | 0.02%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Cargill Inc.                                                                         | CARGIL 1.7 02/02/31 144A                                                    | CUSIP: 141781BQ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    189000 | PA      | $166265.58    | 0.02%             | 2031-02-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LLC                                                               | CITADEL SECURITIES LLC                                                      | CUSIP: 000000000<br>LEI: 12UUJYTN7D3SW8KCSG25 | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                    | LPLA 5.2 03/15/30                                                           | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    276000 | PA      | $278159.13    | 0.03%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                  | FITB V5.141 01/29/37                                                        | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    523000 | PA      | $509688.93    | 0.06%             | 2037-01-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2010-116 SE                                                             | CUSIP: 31398NQJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    740284 | PA      | $60103.84     | 0.01%             | 2040-10-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V2.592 04/29/31                                                         | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    354000 | PA      | $327129.66    | 0.04%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                   | HNDA 4.85 10/23/31 GMTN                                                     | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    311000 | PA      | $308393.94    | 0.03%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                     | AMCR 1.65 01/15/27                                                          | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    450000 | PA      | $440686.15    | 0.05%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 5.25 03/02/30                                                          | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44164.23     | 0.00%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE3076                                                                   | CUSIP: 31419DM24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28455 | PA      | $28176.34     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AU2145                                                                   | CUSIP: 3138X1L38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1072674 | PA      | $1035906.96   | 0.11%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AJ9278                                                                   | CUSIP: 3138E2JY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317160 | PA      | $300429.61    | 0.03%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                            | FLEX 5.25 01/15/32                                                          | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    852000 | PA      | $857474.10    | 0.09%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2005-4                                                        | SEMT 2005-4 2A1                                                             | CUSIP: 81744FJG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3028 | PA      | $3084.08      | 0.00%             | 2035-04-20      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG Q33265                                                                   | CUSIP: 3132QPTX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    739492 | PA      | $694113.36    | 0.08%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                            | TD 5.298 01/30/32                                                           | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $272530.37    | 0.03%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG A80763                                                                   | CUSIP: 312926Z43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8510 | PA      | $8816.44      | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 917344                                                                   | CUSIP: 31411XER2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4065 | PA      | $4184.02      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G02427                                                                   | CUSIP: 3128M4A45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3047 | PA      | $3149.88      | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                               | TFC V4.964 10/23/36 MTN                                                     | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21318.10     | 0.00%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS6809                                                                   | CUSIP: 3140XNR71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4810321 | PA      | $4849587.59   | 0.53%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 550718                                                                   | CUSIP: 36213CYP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3447 | PA      | $3521.01      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 925044                                                                   | CUSIP: 31412GWD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10318 | PA      | $10703.36     | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AJ5545                                                                   | CUSIP: 3138AXET4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151221 | PA      | $147194.65    | 0.02%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 256349                                                                   | CUSIP: 31371MWJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8771 | PA      | $9206.12      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                      | SOLV 5.45 03/13/31                                                          | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236034.21    | 0.03%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2004-18                               | SARM 2005-7 4A                                                              | CUSIP: 863579PM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    317169 | PA      | $295025.12    | 0.03%             | 2035-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                        | TRPCN V7 06/01/65                                                           | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    291000 | PA      | $295639.12    | 0.03%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 995113                                                                   | CUSIP: 31416BN61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17261 | PA      | $17638.13     | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 817713                                                                   | CUSIP: 31406RN68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2800 | PA      | $2856.15      | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.25 03/13/31                                                          | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    518000 | PA      | $514299.14    | 0.06%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                          | EQNR 4.5 09/03/30                                                           | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    787000 | PA      | $791426.17    | 0.09%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd.                                                                          | NBNAUS 1.45 05/05/26 144A                                                   | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $199464.51    | 0.02%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V4.96 01/23/37                                                          | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    808000 | PA      | $787408.12    | 0.09%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                | FN MA0927                                                                   | CUSIP: 31418AA57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323986 | PA      | $320612.08    | 0.04%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FG G01665                                                                   | CUSIP: 31283HZ65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3690 | PA      | $3777.57      | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-103 DA                                                             | CUSIP: 3136A8ZR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      4119 | PA      | $4107.39      | 0.00%             | 2041-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                                            | TPG 4.875 05/15/31                                                          | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    430000 | PA      | $421945.51    | 0.05%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FHR 3171 PS                                                                 | CUSIP: 31396TUX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    180237 | PA      | $12077.14     | 0.00%             | 2036-06-15      | Floating      | 2.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.766 04/22/35                                                         | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145868.81    | 0.02%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                              | HYNMTR 5.3 06/24/29 144A                                                    | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    285000 | PA      | $289528.75    | 0.03%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 6.7 12/01/55                                                           | CUSIP: 161175CT9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    505000 | PA      | $482970.22    | 0.05%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                                     | SCRT 2019-1 HT                                                              | CUSIP: 35563PHZ5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    567372 | PA      | $496956.73    | 0.05%             | 2058-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIV CALIF REGTS MED CTR                                                             | CA UNVHGR 6.55 05/15/2048                                                   | CUSIP: 913366EP1<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    300000 | PA      | $318612.63    | 0.03%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                    | FE 3.9 07/15/27 B                                                           | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    327000 | PA      | $324417.73    | 0.04%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI5612                                                                   | CUSIP: 3138AKGW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101786 | PA      | $100789.04    | 0.01%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                               | CMS V4.75 06/01/50                                                          | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    258000 | PA      | $250405.46    | 0.03%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AK7048                                                                   | CUSIP: 3138EBZN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29443 | PA      | $29055.31     | 0.00%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| South Jersey Industries Inc                                                          | SJI 5.02 04/15/31                                                           | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1561383.61   | 0.17%             | 2031-04-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.926 05/15/37 144A                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    664000 | PA      | $644466.16    | 0.07%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS5082                                                                   | CUSIP: 3138WEUG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    307359 | PA      | $295805.16    | 0.03%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AZURIA WATER SOLUTN INC                                                              | AZURIA WATER SOLUTIONS INC                                                  | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |     26471 | PA      | $26244.48     | 0.00%             | 2033-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2019-PJ2                                         | GSMBS 2019-PJ2 A1                                                           | CUSIP: 36257LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118624 | PA      | $111705.28    | 0.01%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                         | NOVNVX 5.6 03/18/46                                                         | CUSIP: 66989HBK3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    358000 | PA      | $358807.43    | 0.04%             | 2046-03-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Inc.                                                                   | DPABS 2025-1A A2I                                                           | CUSIP: 25755TAQ3<br>LEI: 25490005ZWM1IF9UXU57 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499024.35    | 0.05%             | 2055-07-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE3713                                                                   | CUSIP: 31419EDT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24955 | PA      | $24711.07     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WSP Global Inc                                                                       | WSPCN 5.039 09/18/31 144A                                                   | CUSIP: 92938WAG8<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |    510000 | PA      | $505956.94    | 0.06%             | 2031-09-18      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| CRH Smw Finance DAC                                                                  | CRHID 5.2 05/21/29                                                          | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    373000 | PA      | $381257.76    | 0.04%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2009-25 KS                                                              | CUSIP: 38374XQG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1096021 | PA      | $94675.71     | 0.01%             | 2039-04-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 6.1 04/01/64                                                            | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37685.74     | 0.00%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** Voya Intermediate Bond Portfolio

**Signature:** Dorothy Roman

**Name of Signer:** Dorothy Roman

**Title:** Vice President, Fund Administration