# EDGAR Filing Document

**Accession Number:** 0000063075
**File Stem:** 0001752724-25-158183
**Filing Date:** 2025-6
**Character Count:** 474201
**Document Hash:** 8c1a1cdb764ce558be25ee3fa83bf08a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-158183.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-158183

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20250430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MFS SERIES TRUST IX
- **CENTRAL INDEX KEY:** 0000063075

**ORGANIZATION NAME:**
- **EIN:** 042535629
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02464
- **FILM NUMBER:** 251077295

**BUSINESS ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 18006372929

**MAIL ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS SERIES TRUST IX /MA/
- **DATE OF NAME CHANGE:** 19951218

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS SERIES TRUST IX
- **DATE OF NAME CHANGE:** 19950207

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS BOND FUND
- **DATE OF NAME CHANGE:** 19930408

## Series and Classes Contracts Data

### MFS Total Return Bond Fund (Series ID: S000002497)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000006760 | A            | MRBFX           |
| C000006761 | R4           | MRBJX           |
| C000006765 | B            | MRBBX           |
| C000006766 | C            | MRBCX           |
| C000006767 | I            | MRBIX           |
| C000006769 | R1           | MRBGX           |
| C000006771 | R2           | MRRRX           |
| C000006772 | R3           | MRBHX           |
| C000034443 | R6           | MRBKX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MFS Series Trust IX

- **b. Investment Company Act file number:** 811-02464

- **c. CIK number of Registrant:** 0000063075

- **d. LEI of Registrant:** 549300IJONSVWD5I9F62

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

  - **Street Address 1:** 111 Huntington Avenue

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199

  - **Telephone number:** 617-954-5000

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

- **a. Name of Series:** MFS Total Return Bond Fund

- **b. EDGAR series identifier (if any):** S000002497

- **c. LEI of Series:** FJAEEQMSDDUK9QL2E558

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

- **a. Date of fiscal year-end:** 2025-04-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $8214804018.60

**Total Liabilities:** $138633592.80

**Net Assets:** $8076170425.80

**Delayed Delivery Securities:** $107310335.95

**Cash Not Reported:** $472468.60

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5652.90120500 | **1-Year:** -199010.13879900 | **5-Year:** -669328.85086200 | **10-Year:** -665977.01372830 | **30-Year:** -233069.18106760

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

- **3-Month:** -1359.68459950 | **1-Year:** -44157.10945270 | **5-Year:** -157051.63311740 | **10-Year:** -48528.11978390 | **30-Year:** -22517.78614720

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000006767 | 2.16%                | -0.07%               | 0.14%                |
| Class ID C000006760 | 2.15%                | -0.08%               | 0.13%                |
| Class ID C000006769 | 2.08%                | -0.15%               | 0.16%                |
| Class ID C000006772 | 2.14%                | -0.09%               | 0.12%                |
| Class ID C000006761 | 2.16%                | -0.07%               | 0.14%                |
| Class ID C000006765 | 1.98%                | -0.14%               | 0.17%                |
| Class ID C000006771 | 2.12%                | -0.11%               | 0.10%                |
| Class ID C000034443 | 2.17%                | -0.06%               | 0.15%                |
| Class ID C000006766 | 2.08%                | -0.15%               | 0.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1479335.18              | $129811030.20                              |
| Month 2  | $-5807671.64             | $-27639395.57                              |
| Month 3  | $-2181386.54             | $-14485124.11                              |

**Designated Index Information**

- **Index Name:** BBG Barc US Aggregate Index

- **Index Identifier:** LBSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QNDF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    882060 | PA      | $702356.88    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179XVS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84572 | PA      | $83262.78     | 0.00%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration     | United States Small Business Administration, Series 2010-20K, Class 1          | CUSIP: 83162CTR4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    416213 | PA      | $406781.19    | 0.01%             | 2030-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                        | U.S. Treasury Notes                                                            | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49000000 | PA      | $49522538.94  | 0.61%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36241LXE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6582 | PA      | $6531.22      | 0.00%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36296V7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    637367 | PA      | $639124.53    | 0.01%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142706 | PA      | $118733.95    | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2822051 | PA      | $2244784.01   | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140NHFB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2818282 | PA      | $2765036.85   | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STWD Ltd.                                       | STWD Ltd., Series 2021-FL2, Class C                                            | CUSIP: 78486BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11255500 | PA      | $11075279.19  | 0.14%             | 2038-04-18      | Floating      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140MSRA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4310157 | PA      | $4130326.76   | 0.05%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140K4M64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1325866 | PA      | $1121181.18   | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140GNKM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30648 | PA      | $29020.30     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                  | Enbridge, Inc.                                                                 | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   8233000 | PA      | $8402906.40   | 0.10%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3128M4W66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88272 | PA      | $90830.62     | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179YRH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    555116 | PA      | $555666.38    | 0.01%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132A5J48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148460 | PA      | $131073.23    | 0.00%             | 2048-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31403DD97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    787648 | PA      | $811397.81    | 0.01%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179Y2N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3595342 | PA      | $3680170.75   | 0.05%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36202EGR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    110110 | PA      | $114609.20    | 0.00%             | 2036-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                       | Standard Industries, Inc.                                                      | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25624000 | PA      | $23897303.70  | 0.30%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 3620ALND2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    155140 | PA      | $151970.45    | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138EPN91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1073804 | PA      | $1023549.71   | 0.01%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140LQR28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30975 | PA      | $24650.25     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Consumers 2023 Securitization Funding LLC       | Consumers 2023 Securitization Funding LLC, Series A1                           | CUSIP: 21071BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7475027 | PA      | $7584735.85   | 0.09%             | 2028-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC Multifamily Structured Pass-Through Certificates, Series K110, Class XAM | CUSIP: 3137FTZU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6415004 | PA      | $507493.53    | 0.01%             | 2030-04-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                      | Liberty Mutual Group, Inc.                                                     | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   6950000 | PA      | $4967391.50   | 0.06%             | 2050-10-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138WCA86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    991691 | PA      | $971279.58    | 0.01%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital XIV-B Ltd.                   | Northwoods Capital XIV-B Ltd., Series 2018-14BA, Class BR                      | CUSIP: 66860CAN3<br>LEI: 549300QQDSTCZ860F679 | Long             | ABS-CBDO         | CORP              | KY        |  16960213 | PA      | $16878023.81  | 0.21%             | 2031-11-13      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179XTD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9093065 | PA      | $9121630.89   | 0.11%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.  | Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class C       | CUSIP: 03880RAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14892500 | PA      | $14772661.54  | 0.18%             | 2036-11-15      | Floating      | 6.74%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110974 | PA      | $96378.01     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418EHG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    725826 | PA      | $630561.55    | 0.01%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179YS62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1482877 | PA      | $1484044.46   | 0.02%             | 2054-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Adventist Health System                         | Adventist Health System                                                        | CUSIP: 007944AH4<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |  21168000 | PA      | $21313644.10  | 0.26%             | 2032-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140M2P22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20928 | PA      | $16620.74     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31412LGN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53658 | PA      | $56159.57     | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.               | Philip Morris International, Inc.                                              | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4291000 | PA      | $4497231.90   | 0.06%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3132Y3NK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    345713 | PA      | $305468.59    | 0.00%             | 2048-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XHGD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1586630 | PA      | $1319556.48   | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8340414 | PA      | $7019027.58   | 0.09%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STWD Ltd.                                       | STWD Ltd., Series 2022-FL3, Class C                                            | CUSIP: 78485KAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11508500 | PA      | $11134820.16  | 0.14%             | 2038-11-15      | Floating      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QPFL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161688 | PA      | $146161.17    | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 31297C5V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58896 | PA      | $61123.53     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QPES2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33439 | PA      | $27872.84     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                | Deutsche Bank AG                                                               | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  23182000 | PA      | $22321560.66  | 0.28%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138ENEK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    763300 | PA      | $756166.00    | 0.01%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities LLC                     | Business Jet Securities LLC, Series 2024-1A, Class A                           | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4503109 | PA      | $4561100.64   | 0.06%             | 2039-05-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QMU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104406 | PA      | $86872.68     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133B4H99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3730526 | PA      | $2995668.63   | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140H3DS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120866 | PA      | $106554.21    | 0.00%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                      | AerCap Ireland Capital DAC                                                     | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  12700000 | PA      | $12718959.58  | 0.16%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                              | Vodafone Group plc                                                             | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   6121000 | PA      | $5677457.77   | 0.07%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                    | Avolon Holdings Funding Ltd.                                                   | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   7098000 | PA      | $6871705.47   | 0.09%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XG3S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4219260 | PA      | $3832837.37   | 0.05%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XFMA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81305 | PA      | $65383.91     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                             | Post Holdings, Inc.                                                            | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   6770000 | PA      | $6644775.31   | 0.08%             | 2029-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3128M4XV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37537 | PA      | $38636.94     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELM Trust                                       | ELM Trust, Series 2024-ELM, Class C10                                          | CUSIP: 26860XBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3802054 | PA      | $3827153.64   | 0.05%             | 2039-06-10      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Acrec 2025 Fl LLC                               | Acrec 2025 Fl LLC, Series 2025-FL3, Class AS                                   | CUSIP: 00112HAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23763500 | PA      | $23441219.41  | 0.29%             | 2042-08-18      | Floating      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC, Series 3845, Class AI                                                   | CUSIP: 3137A9RJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    179312 | PA      | $28967.99     | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179W7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  28727354 | PA      | $26155622.70  | 0.32%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418D2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8503493 | PA      | $7923470.65   | 0.10%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                             | Regal Rexnord Corp.                                                            | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   6853000 | PA      | $7029564.19   | 0.09%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133CMP40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3525482 | PA      | $3579512.47   | 0.04%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWEF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9688142 | PA      | $8058182.14   | 0.10%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36202FXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    336397 | PA      | $333801.60    | 0.00%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                            | Macquarie Group Ltd.                                                           | CUSIP: 55608JBE7<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  47217000 | PA      | $44490784.38  | 0.55%             | 2033-06-21      | Variable      | 4.44%                 | Yes           |                  2 | On Loan: No      |
| United States of America                        | U.S. Treasury Bonds                                                            | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58777000 | PA      | $45685341.35  | 0.57%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418CFV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185483 | PA      | $175611.28    | 0.00%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QKSJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5592696 | PA      | $4653607.04   | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36202FLN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1013501 | PA      | $970266.37    | 0.01%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                    | Fiserv, Inc.                                                                   | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  17324000 | PA      | $16511206.43  | 0.20%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  24621787 | PA      | $20090164.11  | 0.25%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust       | FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MV             | CUSIP: 35563PLK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1197239 | PA      | $1113277.74   | 0.01%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 3620AKNL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66306 | PA      | $64890.58     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31407KRH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226810 | PA      | $229379.98    | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132D6CT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4403624 | PA      | $4180870.94   | 0.05%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWLK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    851432 | PA      | $835137.19    | 0.01%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179TV51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41882 | PA      | $38394.63     | 0.00%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    888851 | PA      | $851607.18    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 312941LZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    495380 | PA      | $488414.35    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133BDM93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    554384 | PA      | $481887.57    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                               | NatWest Group plc                                                              | CUSIP: 639057AH1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3536000 | PA      | $3684251.93   | 0.05%             | 2034-03-02      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                    | Marriott International, Inc., Series II                                        | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |  18167000 | PA      | $15017643.91  | 0.19%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140NDKV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2093397 | PA      | $2053192.61   | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140J9SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2311061 | PA      | $2041856.91   | 0.03%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179QT35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    880609 | PA      | $794901.67    | 0.01%             | 2044-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp.                             | Alcon Finance Corp.                                                            | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   6013000 | PA      | $6086653.84   | 0.08%             | 2032-12-06      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18640380 | PA      | $15209911.92  | 0.19%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd.                             | Santos Finance Ltd.                                                            | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |  19092000 | PA      | $20119970.56  | 0.25%             | 2033-09-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132A5JL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    429619 | PA      | $379485.58    | 0.00%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                    | Barclays plc                                                                   | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  16966000 | PA      | $14756826.94  | 0.18%             | 2032-11-24      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| MF1 Ltd.                                        | MF1 Ltd., Series 2022-FL8, Class C                                             | CUSIP: 55284JAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10626099 | PA      | $10451639.71  | 0.13%             | 2037-02-19      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                             | Iron Mountain, Inc.                                                            | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |  35950000 | PA      | $33304842.14  | 0.41%             | 2031-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133CFFR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41282 | PA      | $39513.70     | 0.00%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO XV                         | Neuberger Berman CLO XV, Series 2013-15A, Class CR2                            | CUSIP: 64129KBJ5<br>LEI: 549300UTI4Y2IA4RUP16 | Long             | ABS-CBDO         | CORP              | KY        |   5663303 | PA      | $5666768.94   | 0.07%             | 2029-10-15      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36202F2V7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19821 | PA      | $20309.45     | 0.00%             | 2042-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dryden 49 Senior Loan Fund                      | Dryden 49 Senior Loan Fund, Series 2017-49A, Class CR                          | CUSIP: 26244QAS2<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |  16500000 | PA      | $16508926.50  | 0.20%             | 2030-07-18      | Floating      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 3620AMD58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    219042 | PA      | $212468.52    | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31414ST29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       542 | PA      | $551.81       | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QL6B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    647402 | PA      | $616396.32    | 0.01%             | 2036-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DM5N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185761 | PA      | $154492.85    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140M16Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    519619 | PA      | $437159.55    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.           | Sumitomo Mitsui Financial Group, Inc.                                          | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  38002000 | PA      | $33554556.78  | 0.42%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| MFS Institutional Money Market Portfolio        | MFS Institutional Money Market Portfolio, Class A                              | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | STIV             | RF                | US        | 110794348 | NS      | $110794348.45 | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31417AYK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1226511 | PA      | $1183813.88   | 0.01%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3132L5AD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    805598 | PA      | $733441.33    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                       | Commercial Mortgage Trust, Series 2015-PC1, Class A5                           | CUSIP: 12593GAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625438 | PA      | $624567.92    | 0.01%             | 2050-07-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWF24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6140561 | PA      | $5544964.13   | 0.07%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31412XZL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35725 | PA      | $36956.94     | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3128MJYY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5112 | PA      | $4547.78      | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36202FTL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66326 | PA      | $65814.72     | 0.00%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6635951 | PA      | $5526958.55   | 0.07%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                        | U.S. Treasury Notes                                                            | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  90926000 | PA      | $94602109.99  | 1.17%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25167 | PA      | $21026.12     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DQSQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56995 | PA      | $47401.45     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    243564 | PA      | $218974.26    | 0.00%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                | Deutsche Bank AG                                                               | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  24629000 | PA      | $25825447.51  | 0.32%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| DLLST LLC                                       | DLLST LLC, Series 2024-1A, Class A2                                            | CUSIP: 23346HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1491389 | PA      | $1492562.69   | 0.02%             | 2026-01-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138A36S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2534923 | PA      | $2374108.04   | 0.03%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138WJFL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2072036 | PA      | $1774016.39   | 0.02%             | 2046-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                        | Icon Investments Six DAC                                                       | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |  13573000 | PA      | $13552828.62  | 0.17%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5527490 | PA      | $4802076.01   | 0.06%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31412QSX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70352 | PA      | $70977.98     | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73418 | PA      | $61268.18     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10728076 | PA      | $9144400.36   | 0.11%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 118783574 | PA      | $94322964.52  | 1.17%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418NX21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244034 | PA      | $246254.49    | 0.00%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3128PR3E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2028 | PA      | $2022.80      | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31408ENZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240593 | PA      | $247847.17    | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                   | UMBS, 15 Year, Single Family                                                   | CUSIP: 01F022451<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11050000 | PA      | $10265417.62  | 0.13%             | 2040-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Harbourview CLO VII-R                           | Harbourview CLO VII-R, Series 7RA, Class B                                     | CUSIP: 41165TAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15920000 | PA      | $15893700.16  | 0.20%             | 2031-07-18      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 31335BC38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    731063 | PA      | $639920.68    | 0.01%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer Ltd.                               | BSPRT Issuer Ltd., Series 2021-FL7, Class C                                    | CUSIP: 05602CAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3651000 | PA      | $3613252.31   | 0.04%             | 2038-12-15      | Floating      | 6.74%                 | Yes           |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority          | Oklahoma Development Finance Authority                                         | CUSIP: 67884XCP0<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   9717000 | PA      | $9611131.34   | 0.12%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                            | Boston Properties LP                                                           | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |  27176000 | PA      | $21267364.19  | 0.26%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179UCA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    501144 | PA      | $459469.29    | 0.01%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QNDE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11837857 | PA      | $10276632.97  | 0.13%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138EQTZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1532113 | PA      | $1515536.71   | 0.02%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                           | Targa Resources Corp.                                                          | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   8758000 | PA      | $7052715.98   | 0.09%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31417TNK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1070906 | PA      | $1060654.40   | 0.01%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31412AWH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1106 | PA      | $1131.45      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                           | WMG Acquisition Corp.                                                          | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   9294000 | PA      | $8287784.16   | 0.10%             | 2031-02-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3128PRZ69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4044 | PA      | $4034.74      | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWDL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92914 | PA      | $83876.14     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6116831 | PA      | $5885531.89   | 0.07%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                    | Pacific Gas and Electric Co.                                                   | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  34169000 | PA      | $24653061.63  | 0.31%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QP4V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    336195 | PA      | $306063.38    | 0.00%             | 2037-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp.                             | Alcon Finance Corp.                                                            | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   7998000 | PA      | $7201022.49   | 0.09%             | 2030-05-27      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                       | OBX Trust, Series 2024-NQM15, Class A1                                         | CUSIP: 67449DAA7<br>LEI: 254900YXEB756F6RCA13 | Long             | ABS-MBS          | CORP              | US        |   9869544 | PA      | $9859951.25   | 0.12%             | 2064-10-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | FNMA, Series 2014-35, Class CA                                                 | CUSIP: 3136AKFL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    385969 | PA      | $379322.87    | 0.00%             | 2044-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                    | Avolon Holdings Funding Ltd.                                                   | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   7451000 | PA      | $7383923.86   | 0.09%             | 2026-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                       | Commercial Mortgage Trust, Series 2015-LC21, Class A4                          | CUSIP: 12593FBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3511350 | PA      | $3506580.21   | 0.04%             | 2048-07-10      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 31296QKB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99982 | PA      | $104180.12    | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31403DBY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108417 | PA      | $110000.89    | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                       | OBX Trust, Series 2024-NQM9, Class A1                                          | CUSIP: 67119DAA6<br>LEI: 2549004KB8X0K1PPTU08 | Long             | ABS-MBS          | CORP              | US        |  13769370 | PA      | $13867289.42  | 0.17%             | 2064-01-25      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWFM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    875286 | PA      | $759824.18    | 0.01%             | 2052-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                    | Bain Capital Credit CLO Ltd., Series 2021-6A, Class BR                         | CUSIP: 05684PAQ9<br>LEI: 254900YXN9JEMKU5DF45 | Long             | ABS-CBDO         | CORP              | KY        |  18243515 | PA      | $17959025.63  | 0.22%             | 2034-10-21      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| FNMA or FHLMC                                   | UMBS, 30 Year, Single Family                                                   | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12925000 | PA      | $10742882.20  | 0.13%             | 2055-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31371MMG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96523 | PA      | $99434.46     | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418DKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8432923 | PA      | $7100970.91   | 0.09%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC Multifamily Structured Pass-Through Certificates, Series K097, Class X1  | CUSIP: 3137FNX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12412236 | PA      | $481066.00    | 0.01%             | 2029-07-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XMWM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10785684 | PA      | $10768124.63  | 0.13%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | FNMA, Series 2014-10, Class KM                                                 | CUSIP: 3136AJEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    520371 | PA      | $509202.95    | 0.01%             | 2043-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWCQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29467 | PA      | $25746.35     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                               | HSBC Holdings plc                                                              | CUSIP: 404280CP2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  10111000 | PA      | $9914381.49   | 0.12%             | 2026-03-09      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ELM Trust                                       | ELM Trust, Series 2024-ELM, Class C15                                          | CUSIP: 26860XAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5182790 | PA      | $5215998.21   | 0.06%             | 2039-06-10      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Haleon US Capital LLC                           | Haleon US Capital LLC                                                          | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |  15416000 | PA      | $14306593.42  | 0.18%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140NDN86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3002876 | PA      | $3018610.18   | 0.04%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418CM43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    546662 | PA      | $514902.30    | 0.01%             | 2037-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DQJ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    216379 | PA      | $195533.18    | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138EKET8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    757545 | PA      | $750699.51    | 0.01%             | 2042-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                 | Impac CMB Trust, Series 2004-7, Class 1A2                                      | CUSIP: 45254NKG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4059 | PA      | $4009.94      | 0.00%             | 2034-11-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418CP99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27362 | PA      | $24193.72     | 0.00%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3132J7RK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98730 | PA      | $89764.53     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31402RCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233219 | PA      | $235571.61    | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA II, 30 Year                                                               | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6402958 | PA      | $6297988.84   | 0.08%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132ACYL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    814935 | PA      | $718731.09    | 0.01%             | 2048-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XHY92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36442 | PA      | $30330.41     | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133D1C72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138856 | PA      | $132885.10    | 0.00%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179W7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    121878 | PA      | $103884.72    | 0.00%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 31292SBD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1036758 | PA      | $972141.27    | 0.01%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31409CA70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87862 | PA      | $90887.20     | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132E0Q62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    709889 | PA      | $592363.96    | 0.01%             | 2053-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust         | Hyundai Auto Lease Securitization Trust, Series 2025-B, Class A2A              | CUSIP: 44935DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10314000 | PA      | $10321669.49  | 0.13%             | 2027-09-15      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31410F5D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245184 | PA      | $247709.23    | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418TC54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143807 | PA      | $145086.34    | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3128M4GZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209864 | PA      | $213957.49    | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toll Road Investors Partnership II LP           | Toll Road Investors Partnership II LP                                          | CUSIP: 88948ABG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5237000 | PA      | $3518882.69   | 0.04%             | 2031-02-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3132J4MM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1307998 | PA      | $1261598.35   | 0.02%             | 2037-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                             | U.S. Treasury 10 Year Ultra Note                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       274 | NC      | $568392.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140HJR94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38753 | PA      | $36515.62     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                             | CBRE Services, Inc.                                                            | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |  13799000 | PA      | $14253982.01  | 0.18%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31419JSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2725437 | PA      | $2632287.44   | 0.03%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31410KJU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52045 | PA      | $54474.49     | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133BEBZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69332 | PA      | $63383.55     | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133B9Y57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    366961 | PA      | $306826.20    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138WEXT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    902261 | PA      | $834615.58    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30835 | PA      | $29168.29     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10647881 | PA      | $10463257.96  | 0.13%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140NFCX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1598309 | PA      | $1569611.21   | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  29901425 | PA      | $28798390.83  | 0.36%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10641827 | PA      | $10445817.64  | 0.13%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWJD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    173452 | PA      | $166021.84    | 0.00%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133C5AM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1685881 | PA      | $1685720.26   | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                       | Commercial Mortgage Trust, Series 2017-COR2, Class A3                          | CUSIP: 12595EAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  26790000 | PA      | $26064256.22  | 0.32%             | 2050-09-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140ASQ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47834 | PA      | $45758.15     | 0.00%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140MXEA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    336150 | PA      | $280083.22    | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138E55N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122680 | PA      | $114895.37    | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418CV68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    904919 | PA      | $871206.28    | 0.01%             | 2038-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                  | Bayview Commercial Asset Trust, Series 2005-2A, Class A1                       | CUSIP: 07324SBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71891 | PA      | $69300.95     | 0.00%             | 2035-08-25      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31411LSY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52814 | PA      | $55107.82     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70221 | PA      | $62175.46     | 0.00%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418EKR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268058 | PA      | $242259.92    | 0.00%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XF4R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    971011 | PA      | $842950.32    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140K4M56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    512359 | PA      | $434524.60    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36294UUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    157081 | PA      | $146377.24    | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418CQ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17979 | PA      | $15900.80     | 0.00%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                    | Barclays plc                                                                   | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   7802000 | PA      | $7836201.00   | 0.10%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                    | Pacific Gas and Electric Co.                                                   | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  11170000 | PA      | $10572437.06  | 0.13%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138EJQT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1621631 | PA      | $1605806.65   | 0.02%             | 2042-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QPE52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    353989 | PA      | $319976.21    | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XGEC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287103 | PA      | $249238.33    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Trust                      | Impac Secured Assets Trust, Series 2006-1, Class 2A1                           | CUSIP: 45254TTN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28635 | PA      | $25638.26     | 0.00%             | 2036-05-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31417G2Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1014964 | PA      | $950511.42    | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133AER55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17904 | PA      | $14323.57     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                    | Marriott International, Inc., Series GG                                        | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |  12991000 | PA      | $11549738.19  | 0.14%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3128PRZ51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5331 | PA      | $5319.81      | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    823626 | PA      | $808899.94    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                  | Bayview Commercial Asset Trust, Series 2006-4A                                 | CUSIP: 07325BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1223355 | PA      | $122.34       | 0.00%             | 2036-12-25      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp.                               | BAT Capital Corp.                                                              | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2497604.72   | 0.03%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140NHEJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1937714 | PA      | $1901047.53   | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                      | Warnermedia Holdings, Inc.                                                     | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  13841000 | PA      | $10432839.36  | 0.13%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140FH6D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    705132 | PA      | $597353.89    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWCN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90070 | PA      | $71645.72     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3128P8FJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1862997 | PA      | $1753916.84   | 0.02%             | 2038-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31403C6S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86915 | PA      | $90878.37     | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140N8NW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    597553 | PA      | $596979.89    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                 | Goldman Sachs Group, Inc. (The)                                                | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  15968000 | PA      | $14584306.85  | 0.18%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140NKMM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3388470 | PA      | $3324452.60   | 0.04%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140MGNT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    678161 | PA      | $538160.72    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare, Inc.                      | Northwell Healthcare, Inc.                                                     | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |   9132000 | PA      | $7131765.90   | 0.09%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XJ3H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1741545 | PA      | $1572997.59   | 0.02%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                        | Marathon Petroleum Corp.                                                       | CUSIP: 56585AAM4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   4349000 | PA      | $3985874.98   | 0.05%             | 2045-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QMKE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1050424 | PA      | $874020.81    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Empire District Bondco LLC                      | Empire District Bondco LLC, Series A-1                                         | CUSIP: 291918AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7494993 | PA      | $7568105.74   | 0.09%             | 2033-01-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138AM6S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141281 | PA      | $129959.82    | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31403CXQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24511 | PA      | $25250.63     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                      | Corebridge Financial, Inc.                                                     | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |  15987000 | PA      | $14719401.64  | 0.18%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179RBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    961552 | PA      | $865881.62    | 0.01%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1956343 | PA      | $1915724.69   | 0.02%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QSEC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    883747 | PA      | $884105.93    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132D6BE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    605720 | PA      | $550699.94    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3132J9KC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    885335 | PA      | $802186.37    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Village of Bridgeview IL                        | Village of Bridgeview                                                          | CUSIP: 108555GG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  24325000 | PA      | $22223181.35  | 0.28%             | 2036-12-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust          | Merrill Lynch Mortgage Investors Trust, Series 2006-RM1, Class A2B             | CUSIP: 59020U5D3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1735611 | PA      | $195327.24    | 0.00%             | 2037-02-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31371LDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4437 | PA      | $4548.40      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                        | U.S. Treasury Bonds                                                            | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  69700000 | PA      | $68107246.27  | 0.84%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XLPD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    319246 | PA      | $265904.60    | 0.00%             | 2053-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                 | Palmer Square Loan Funding Ltd., Series 2025-1A, Class B                       | CUSIP: 69704CAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17000000 | PA      | $16611125.00  | 0.21%             | 2033-02-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XGNL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    626177 | PA      | $543590.51    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XFLN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6011726 | PA      | $5294059.33   | 0.07%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QNL83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    399738 | PA      | $332445.92    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138X13A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    807746 | PA      | $756461.16    | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138EH3F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1172492 | PA      | $1132416.77   | 0.01%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 31329QWH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    918003 | PA      | $838730.93    | 0.01%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XJQN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    448404 | PA      | $393241.51    | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133BFTH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    865740 | PA      | $783942.09    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DNQ30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178251 | PA      | $154742.47    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133KMZB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5319474 | PA      | $4477652.64   | 0.06%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14600000 | PA      | $14592186.23  | 0.18%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179XNF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    199118 | PA      | $196443.00    | 0.00%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | FNMA                                                                           | CUSIP: 31381TQQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    547230 | PA      | $547065.63    | 0.01%             | 2027-01-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3128M7XB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160645 | PA      | $162291.67    | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4406700 | PA      | $3947641.55   | 0.05%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC Multifamily Structured Pass-Through Certificates, Series K085, Class A2  | CUSIP: 3137FK4M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5001000 | PA      | $4993934.09   | 0.06%             | 2028-10-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140F0JJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1276085 | PA      | $1133399.99   | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.  | Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class A       | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3605006 | PA      | $3589100.43   | 0.04%             | 2036-11-15      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust       | FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-4, Class MV             | CUSIP: 35563PMN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1305151 | PA      | $1127518.23   | 0.01%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31419B5X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    855029 | PA      | $826160.46    | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QEWL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1423095 | PA      | $1203218.46   | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration     | United States Small Business Administration, Series 2013-20B, Class 1          | CUSIP: 83162CVH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    231238 | PA      | $217298.74    | 0.00%             | 2033-02-01      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10149581 | PA      | $8947153.60   | 0.11%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                    | Barclays plc                                                                   | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4820000 | PA      | $4808182.23   | 0.06%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138A2AX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    568812 | PA      | $542109.43    | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138EPLN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12083 | PA      | $11966.99     | 0.00%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179T4N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1943780 | PA      | $1784236.07   | 0.02%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31410KGB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88837 | PA      | $91515.12     | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer LLC                             | LoanCore Issuer LLC, Series 2025-CRE8, Class AS                                | CUSIP: 53947FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  39804000 | PA      | $39156269.51  | 0.48%             | 2042-08-17      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31410LDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    509847 | PA      | $505607.42    | 0.01%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 3620AFPN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74757 | PA      | $73422.09     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                        | U.S. Treasury Notes                                                            | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38000000 | PA      | $39346328.22  | 0.49%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AREIT Trust                                     | AREIT Trust, Series 2022-CRE6, Class D                                         | CUSIP: 04002VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4313500 | PA      | $4293600.10   | 0.05%             | 2037-01-20      | Floating      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1215129 | PA      | $965428.37    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31405TS94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4114 | PA      | $4215.92      | 0.00%             | 2035-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31419BBT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1828708 | PA      | $1766204.10   | 0.02%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DQK88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    959883 | PA      | $833290.43    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    464449 | PA      | $417151.00    | 0.01%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36200NE23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4750 | PA      | $4836.30      | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                             | Regal Rexnord Corp.                                                            | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |  16170000 | PA      | $16477289.67  | 0.20%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138ER5E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106761 | PA      | $103000.23    | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.  | Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL3, Class C       | CUSIP: 03880KAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9870000 | PA      | $9750089.37   | 0.12%             | 2034-08-15      | Floating      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QKY77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2210254 | PA      | $1949072.02   | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                        | U.S. Treasury Notes                                                            | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 119000000 | PA      | $121612421.28 | 1.51%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3128M6K49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57477 | PA      | $59525.33     | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    887000 | PA      | $849607.11    | 0.01%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                   | UBS Commercial Mortgage Trust, Series 2018-C8, Class A4                        | CUSIP: 90276VAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18388578 | PA      | $18030265.52  | 0.22%             | 2051-02-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31417AYE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2340056 | PA      | $2259080.50   | 0.03%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    175482 | PA      | $139567.96    | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QN3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66115 | PA      | $60012.11     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3131XVRK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2387089 | PA      | $2196996.92   | 0.03%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                              | LPL Holdings, Inc.                                                             | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  21696000 | PA      | $20884143.71  | 0.26%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                    | Avolon Holdings Funding Ltd.                                                   | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  12112000 | PA      | $11809671.88  | 0.15%             | 2026-02-21      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                        | Angel Oak Mortgage Trust, Series 2024-9, Class A1                              | CUSIP: 03466JAA7<br>LEI: 254900O3R79X1AD55F36 | Long             | ABS-MBS          | CORP              | US        |  14791552 | PA      | $14710038.25  | 0.18%             | 2069-09-25      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| AREIT Trust                                     | AREIT Trust, Series 2022-CRE6, Class C                                         | CUSIP: 04002VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  10134500 | PA      | $10037791.53  | 0.12%             | 2037-01-20      | Floating      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10388177 | PA      | $9710151.96   | 0.12%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133CHNF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16498675 | PA      | $14894585.85  | 0.18%             | 2053-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 3620A8GZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    124292 | PA      | $122188.06    | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust       | FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MA             | CUSIP: 35563PLH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    887235 | PA      | $853224.00    | 0.01%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                    | UBS Group AG                                                                   | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  30010000 | PA      | $25698748.40  | 0.32%             | 2031-02-10      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133BQYH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    296420 | PA      | $296443.31    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138AEEF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    948762 | PA      | $956818.65    | 0.01%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31371M7K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65699 | PA      | $68757.73     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC, Series 4623, Class WI                                                   | CUSIP: 3137BSLS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174617 | PA      | $15969.46     | 0.00%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd.                                       | BXMT Ltd., Series 2021-FL4, Class AS                                           | CUSIP: 05609GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17470500 | PA      | $17010865.12  | 0.21%             | 2038-05-15      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Enbridge, Inc.                                  | Enbridge, Inc.                                                                 | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   9961000 | PA      | $9924712.48   | 0.12%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XKGQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    354202 | PA      | $294945.20    | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XGQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6201869 | PA      | $5444635.75   | 0.07%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 3618N5EV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14527491 | PA      | $14530754.03  | 0.18%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133WJJW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    659670 | PA      | $599254.05    | 0.01%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Escambia County Health Facilities Authority     | Escambia County Health Facilities Authority                                    | CUSIP: 296110GG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4565000 | PA      | $3638876.08   | 0.05%             | 2040-08-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418FHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    422465 | PA      | $404129.17    | 0.01%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4375468 | PA      | $3729571.10   | 0.05%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Village of Bridgeview IL                        | Village of Bridgeview                                                          | CUSIP: 108555GF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    580000 | PA      | $578761.00    | 0.01%             | 2025-12-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132CW6G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    478559 | PA      | $434730.24    | 0.01%             | 2037-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11567 | PA      | $10685.07     | 0.00%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QM5E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    529265 | PA      | $440382.66    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XKU57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    457613 | PA      | $380592.01    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140MMR75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25501 | PA      | $22137.30     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust           | Wells Fargo Commercial Mortgage Trust, Series 2016-C34, Class A4               | CUSIP: 95000DBD2<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |   7740000 | PA      | $7552546.49   | 0.09%             | 2049-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140M3BL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    616886 | PA      | $490382.47    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust  | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM1, Class A1     | CUSIP: 61775UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12935189 | PA      | $13030287.04  | 0.16%             | 2068-12-25      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXIX Ltd.                            | Magnetite XXXIX Ltd., Series 2023-39A, Class BR                                | CUSIP: 559924AL9<br>LEI: 529900728SHVCI48J015 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5954682.00   | 0.07%             | 2037-01-25      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3225203 | PA      | $2960984.96   | 0.04%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418ECH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6536307 | PA      | $5761964.38   | 0.07%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK                                            | BANK, Series 2023-BNK46, Class A4                                              | CUSIP: 06541DBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21951777 | PA      | $22890568.89  | 0.28%             | 2056-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | FNMA, Series 2013-64, Class KI                                                 | CUSIP: 3136AEXM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139674 | PA      | $8457.39      | 0.00%             | 2033-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                   | Enel Finance International NV                                                  | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   3444000 | PA      | $3896823.77   | 0.05%             | 2032-10-14      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140H13W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86830 | PA      | $76611.57     | 0.00%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31417SBP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158197 | PA      | $159652.17    | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133B4JE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4277972 | PA      | $3436259.72   | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36202ESB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    322729 | PA      | $330692.14    | 0.00%             | 2038-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    771343 | PA      | $612323.92    | 0.01%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138WDKV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    611201 | PA      | $582342.80    | 0.01%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| School District of Philadelphia (The)           | School District of Philadelphia (The)                                          | CUSIP: 717883NM0<br>LEI: 254900HSKDHZKBZCUL90 | Long             | DBT              | MUN               | US        |   6320000 | PA      | $6674302.99   | 0.08%             | 2030-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MAN US CLO Ltd.                                 | MAN US CLO Ltd., Series 2023-1A, Class B                                       | CUSIP: 56166RAC6<br>LEI: 254900N9T03W7ZI61W42 | Long             | ABS-CBDO         | CORP              | JE        |  16070750 | PA      | $16116824.84  | 0.20%             | 2035-07-20      | Floating      | 7.27%                 | Yes           |                  2 | On Loan: No      |
| Tengizchevroil Finance Co. International Ltd.   | Tengizchevroil Finance Co. International Ltd.                                  | CUSIP: N/A<br>LEI: 5493001VEV2XTJIBZH31       | Long             | DBT              | CORP              | BM        |  13596000 | PA      | $11851606.01  | 0.15%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91342 | PA      | $84030.12     | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.  | Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL3, Class D       | CUSIP: 03880KAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4110000 | PA      | $4040750.61   | 0.05%             | 2034-08-15      | Floating      | 6.64%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                      | Corebridge Financial, Inc.                                                     | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1846000 | PA      | $1506308.51   | 0.02%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9008684 | PA      | $7697869.22   | 0.10%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31416WEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126012 | PA      | $125016.09    | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DTMA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15291319 | PA      | $13811473.38  | 0.17%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17980818 | PA      | $16807231.76  | 0.21%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp.                             | Alcon Finance Corp.                                                            | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   4432000 | PA      | $4313993.52   | 0.05%             | 2026-09-23      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138ELKS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2344 | PA      | $2330.65      | 0.00%             | 2028-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3128M73V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182478 | PA      | $184774.29    | 0.00%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133B9Z56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5733090 | PA      | $4981845.53   | 0.06%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                        | U.S. Treasury Notes                                                            | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 465000000 | PA      | $468705468.75 | 5.80%             | 2027-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31403DBX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43931 | PA      | $45256.58     | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179YHK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    179802 | PA      | $146739.12    | 0.00%             | 2053-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust, Series 2024-8, Class A1                            | CUSIP: 92540PAA6<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-MBS          | CORP              | US        |   5749902 | PA      | $5742095.61   | 0.07%             | 2069-10-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133BHQL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    391268 | PA      | $384473.93    | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QEFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    956484 | PA      | $870279.17    | 0.01%             | 2040-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Home Equity Loan Trust                          | Home Equity Loan Trust, Series 2005-HS2, Class AI3                             | CUSIP: 76110VSS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137728 | PA      | $2275.17      | 0.00%             | 2035-12-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XLSJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68454 | PA      | $65603.40     | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36202FV94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    166682 | PA      | $165395.69    | 0.00%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  31758918 | PA      | $28120380.36  | 0.35%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133GEX45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28552 | PA      | $26011.51     | 0.00%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133B1AU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    999901 | PA      | $831672.41    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140F5A45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8046829 | PA      | $7162284.13   | 0.09%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                             | Macquarie Bank Ltd.                                                            | CUSIP: 556079AB7<br>LEI: 549300MPRNPO6FWNKN78 | Long             | DBT              | CORP              | AU        |  23323000 | PA      | $23209204.75  | 0.29%             | 2027-03-08      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Plains All American Pipeline LP                 | Plains All American Pipeline LP                                                | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  33187000 | PA      | $31396619.43  | 0.39%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31406XKB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63009 | PA      | $64571.68     | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO XVI-S Ltd.                 | Neuberger Berman CLO XVI-S Ltd., Series 2017-16SA, Class BR2                   | CUSIP: 64131TBC7<br>LEI: 549300UHUHCR3388B324 | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $19843820.00  | 0.25%             | 2039-04-15      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31406NYG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88816 | PA      | $91384.01     | 0.00%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36297H6K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    102878 | PA      | $100410.65    | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                   | UMBS, 30 Year, Single Family                                                   | CUSIP: 01F062663<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5375000 | PA      | $5530182.27   | 0.07%             | 2055-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                  | Morgan Stanley                                                                 | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5819000 | PA      | $5973661.80   | 0.07%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                         | Arrow Electronics, Inc.                                                        | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |  21913000 | PA      | $18786136.74  | 0.23%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418EMR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132906 | PA      | $127271.81    | 0.00%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3128KYA33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       825 | PA      | $864.60       | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133WJDP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    268895 | PA      | $244267.80    | 0.00%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | FNMA, Series 2010-43, Class AH                                                 | CUSIP: 31398RDA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249230 | PA      | $237994.42    | 0.00%             | 2040-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BDS LLC                                         | BDS LLC, Series 2024-FL13, Class A                                             | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6329500 | PA      | $6290744.47   | 0.08%             | 2039-09-19      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                 | Fairfax Financial Holdings Ltd.                                                | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |  16523000 | PA      | $16791724.95  | 0.21%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 31297TE33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59599 | PA      | $60520.33     | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418EBH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    675161 | PA      | $554441.11    | 0.01%             | 2042-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138ERCZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    609968 | PA      | $588478.93    | 0.01%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36295KJV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98225 | PA      | $101102.58    | 0.00%             | 2038-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31410LK35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    494087 | PA      | $476680.01    | 0.01%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust, Series 2024-1, Class A1                            | CUSIP: 92540EAA1<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |   7099795 | PA      | $7107164.98   | 0.09%             | 2069-01-25      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DM5P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50450 | PA      | $41958.47     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                   | Sammons Financial Group, Inc.                                                  | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |  26615000 | PA      | $27798472.70  | 0.34%             | 2034-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133BB3C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1750360 | PA      | $1594109.04   | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418CU69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247253 | PA      | $218348.09    | 0.00%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer Ltd.                            | LoanCore Issuer Ltd., Series 2021-CRE5, Class AS                               | CUSIP: 53947XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  23249000 | PA      | $23139597.18  | 0.29%             | 2036-07-15      | Floating      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5606218 | PA      | $4965395.13   | 0.06%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15459409 | PA      | $12290339.26  | 0.15%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418EQ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    912136 | PA      | $873823.20    | 0.01%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                             | Post Holdings, Inc.                                                            | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   4815000 | PA      | $4381837.79   | 0.05%             | 2031-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31410F2Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51731 | PA      | $54142.13     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                  | Morgan Stanley                                                                 | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  19284000 | PA      | $16649578.82  | 0.21%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration     | United States Small Business Administration, Series 2006-20B, Class 1          | CUSIP: 83162CQB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24539 | PA      | $24551.61     | 0.00%             | 2026-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration     | United States Small Business Administration, Series 2013-20C, Class 1          | CUSIP: 83162CVK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    717744 | PA      | $671379.47    | 0.01%             | 2033-03-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                    | UBS Group AG                                                                   | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  10491000 | PA      | $10399895.42  | 0.13%             | 2028-03-23      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BSPRT Issuer Ltd.                               | BSPRT Issuer Ltd., Series 2021-FL6, Class B                                    | CUSIP: 05601HAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15128000 | PA      | $15006007.81  | 0.19%             | 2036-03-15      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31416BZK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32402 | PA      | $33811.94     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133KMSR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1545911 | PA      | $1230540.50   | 0.02%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3132XVEW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    390841 | PA      | $345696.29    | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                 | Fairfax Financial Holdings Ltd.                                                | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |  15409000 | PA      | $15525767.24  | 0.19%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133B3G50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20033 | PA      | $16069.28     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31419AT49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73155 | PA      | $73975.41     | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Berks County Municipal Authority (The)          | Berks County Municipal Authority (The), Series 2024 A-4                        | CUSIP: 084538JJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15461000 | PA      | $13438484.75  | 0.17%             | 2039-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA II, 30 Year                                                               | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1064939 | PA      | $1025654.61   | 0.01%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133C6X38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1924949 | PA      | $1887092.39   | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31419GP24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168259 | PA      | $166739.00    | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93651 | PA      | $74484.56     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QKNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23059602 | PA      | $19187426.97  | 0.24%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31414QTQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33184 | PA      | $34144.77     | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                  | Enterprise Fleet Financing LLC, Series 2024-4, Class A2                        | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6045000 | PA      | $6059977.70   | 0.08%             | 2027-07-20      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XFA92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23963293 | PA      | $19961183.85  | 0.25%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36200ENN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29853 | PA      | $30428.12     | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MF1                                             | MF1, Series 2024-FL16, Class AS                                                | CUSIP: 55287EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  22975592 | PA      | $22903726.65  | 0.28%             | 2039-11-18      | Floating      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| LLC                                             | LLC, Series 2025-FL17, Class B                                                 | CUSIP: 55287HAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12903700 | PA      | $12746442.61  | 0.16%             | 2040-02-18      | Floating      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179XHV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1217447 | PA      | $1078156.28   | 0.01%             | 2052-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 31297UKW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1941 | PA      | $1971.10      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140NBYA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2179336 | PA      | $2141555.71   | 0.03%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                 | Intercontinental Exchange, Inc.                                                | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   8977000 | PA      | $9296372.04   | 0.12%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.               | Philip Morris International, Inc.                                              | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   9958000 | PA      | $10170162.66  | 0.13%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140GRC69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85746 | PA      | $75638.34     | 0.00%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140E7F70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5102 | PA      | $4794.88      | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA II, 30 Year                                                               | CUSIP: 36179XQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38160 | PA      | $38287.45     | 0.00%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133CABL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    621828 | PA      | $595169.17    | 0.01%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                           | Bank of America Corp.                                                          | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8931000 | PA      | $8805368.34   | 0.11%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13530358 | PA      | $11280135.50  | 0.14%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Brazos Securitization LLC                       | Brazos Securitization LLC                                                      | CUSIP: 106230AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15634000 | PA      | $14935054.20  | 0.18%             | 2050-09-01      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DP3G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    179406 | PA      | $142824.71    | 0.00%             | 2052-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 3620A9SS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    332323 | PA      | $326697.40    | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    694119 | PA      | $578129.29    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132A5HX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    515453 | PA      | $455440.73    | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Voya Ltd.                                       | Voya Ltd., Series 2012-4A, Class C1R3                                          | CUSIP: 92916GBH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4942894 | PA      | $4944243.41   | 0.06%             | 2030-10-15      | Floating      | 7.82%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138ETZD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1569485 | PA      | $1548030.07   | 0.02%             | 2043-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                         | Arrow Electronics, Inc.                                                        | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |  11500000 | PA      | $11594105.08  | 0.14%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                        | Electricite de France SA                                                       | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |   8776000 | PA      | $9254135.70   | 0.11%             | 2053-05-23      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140FS5L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16682 | PA      | $16487.85     | 0.00%             | 2032-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14175063 | PA      | $12101514.60  | 0.15%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XFMU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184982 | PA      | $153846.49    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418EQL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    883170 | PA      | $845004.15    | 0.01%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140GQ3F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5492 | PA      | $5186.24      | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35784 | PA      | $29818.32     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QNUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83640 | PA      | $76131.78     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWN66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1067920 | PA      | $1021544.94   | 0.01%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36202FP67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    311982 | PA      | $298672.22    | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust          | Santander Drive Auto Receivables Trust, Series 2025-1, Class A3                | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12884000 | PA      | $12933339.28  | 0.16%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133B0SP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3185150 | PA      | $2650240.45   | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC            | Cheniere Corpus Christi Holdings LLC                                           | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   8291000 | PA      | $6547431.64   | 0.08%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| C-BASS TRUST                                    | C-BASS TRUST, Series 2007-CB1, Class AF3                                       | CUSIP: 1248MGAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1056387 | PA      | $289877.69    | 0.00%             | 2037-01-25      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| Voya Ltd.                                       | Voya Ltd., Series 2012-4A, Class A2R3                                          | CUSIP: 92916GBF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8202288 | PA      | $8192273.01   | 0.10%             | 2030-10-15      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36205FWS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    111811 | PA      | $115686.41    | 0.00%             | 2037-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133C1B90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2406132 | PA      | $2360305.19   | 0.03%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31410KQ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55482 | PA      | $57155.20     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133BQP59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90338 | PA      | $81879.05     | 0.00%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140MHS34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8280775 | PA      | $6961982.54   | 0.09%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FMG Resources August 2006 Pty. Ltd.             | FMG Resources August 2006 Pty. Ltd.                                            | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |  27408000 | PA      | $24805106.09  | 0.31%             | 2031-04-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418D4F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228176 | PA      | $188761.26    | 0.00%             | 2041-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                               | BAT Capital Corp.                                                              | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  26499000 | PA      | $25844933.13  | 0.32%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31419BBY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    655387 | PA      | $649802.95    | 0.01%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MF1 Ltd.                                        | MF1 Ltd., Series 2020-FL4, Class AS                                            | CUSIP: 58003UAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10615000 | PA      | $10618303.39  | 0.13%             | 2035-12-15      | Floating      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                         | Rockford Tower CLO Ltd., Series 2020-1A, Class BRR                             | CUSIP: 77341EBE4<br>LEI: 5493009YDNBJVFWX7747 | Long             | ABS-CBDO         | CORP              | KY        |  16776809 | PA      | $16514201.61  | 0.20%             | 2036-01-20      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418ELW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    525639 | PA      | $503653.01    | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XH7M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1672492 | PA      | $1641315.22   | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | FNMA, Series 2013-1, Class YI                                                  | CUSIP: 3136ABC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    652918 | PA      | $48094.16     | 0.00%             | 2033-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132E0VU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    374783 | PA      | $359119.29    | 0.00%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWLA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64801 | PA      | $65739.48     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179YDK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    611088 | PA      | $612131.72    | 0.01%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31408DV50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76081 | PA      | $79389.80     | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3128PR3G2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2126 | PA      | $2121.77      | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140H2BN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400359 | PA      | $356288.51    | 0.00%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140X54P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4336835 | PA      | $3656313.65   | 0.05%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179YU69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    601688 | PA      | $602100.67    | 0.01%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31412XFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152905 | PA      | $160036.42    | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418EFE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5247418 | PA      | $4766830.91   | 0.06%             | 2037-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133CDKN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200017 | PA      | $206692.29    | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31385W2A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15469 | PA      | $16001.12     | 0.00%             | 2033-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ACREC Ltd.                                      | ACREC Ltd., Series 2021-FL1, Class D                                           | CUSIP: 00500RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13074500 | PA      | $12991471.70  | 0.16%             | 2036-10-16      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| Marin General Hospital                          | Marin General Hospital, Series 2023                                            | CUSIP: 568039AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10530000 | PA      | $11909579.32  | 0.15%             | 2045-08-01      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                     | Capital One Financial Corp.                                                    | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  16122000 | PA      | $16479696.07  | 0.20%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418CRF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    964448 | PA      | $907719.46    | 0.01%             | 2037-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140NPVN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    555427 | PA      | $573548.85    | 0.01%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QM5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    897083 | PA      | $749816.61    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133D3L45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1685072 | PA      | $1526959.21   | 0.02%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133KQSM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    996964 | PA      | $871504.53    | 0.01%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    997575 | PA      | $793254.03    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIII Ltd.                 | Madison Park Funding XXIII Ltd., Series 2017-23A, Class CR                     | CUSIP: 55820TAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  24271403 | PA      | $24206161.47  | 0.30%             | 2031-07-27      | Floating      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                           | Bank of America Corp., Series FF                                               | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  13771000 | PA      | $13627716.88  | 0.17%             | 2028-03-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QNEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186958 | PA      | $150345.51    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QMCE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1450680 | PA      | $1207065.86   | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31407FJ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44924 | PA      | $46278.21     | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                      | Charles Schwab Corp. (The)                                                     | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  22528000 | PA      | $23936974.56  | 0.30%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3128LXJN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57301 | PA      | $59100.22     | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140NHNU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    719065 | PA      | $691214.58    | 0.01%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5198373 | PA      | $5104086.53   | 0.06%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare, Inc.                      | Northwell Healthcare, Inc.                                                     | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $2357641.46   | 0.03%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31417AYG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1062939 | PA      | $1026156.46   | 0.01%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                | Boeing Co. (The)                                                               | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  20794000 | PA      | $22335753.66  | 0.28%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XGJS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113903 | PA      | $99569.23     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QPSD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    858625 | PA      | $775401.51    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XGAS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123201 | PA      | $107010.56    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140J8CF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3737209 | PA      | $3604093.82   | 0.04%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust        | AmeriCredit Automobile Receivables Trust, Series 2024-1, Class A2A             | CUSIP: 023947AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7325941 | PA      | $7344893.85   | 0.09%             | 2028-02-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140F5DA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4473500 | PA      | $4127056.25   | 0.05%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140A1FZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5041910 | PA      | $5121920.26   | 0.06%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138EHGM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    590210 | PA      | $570033.85    | 0.01%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust           | Wells Fargo Commercial Mortgage Trust, Series 2016-LC25, Class A4              | CUSIP: 95000JAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25027917 | PA      | $24581856.95  | 0.30%             | 2059-12-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration     | United States Small Business Administration, Series 2005-20L, Class 1          | CUSIP: 83162CPY3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4370 | PA      | $4366.64      | 0.00%             | 2025-12-01      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158171 | PA      | $151560.58    | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Store Master Funding I-VII XIV XIX XX XXIV XXII | Store Master Funding I-VII XIV XIX XX XXIV XXII, Series 2024-1A, Class A1      | CUSIP: 86212XAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2201663 | PA      | $2236059.07   | 0.03%             | 2054-05-20      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418CP57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19031 | PA      | $16830.76     | 0.00%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138EQ5E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2153346 | PA      | $2133221.18   | 0.03%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QVGK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1988450 | PA      | $1902921.93   | 0.02%             | 2054-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MF1 Ltd.                                        | MF1 Ltd., Series 2022-FL8, Class D                                             | CUSIP: 55284JAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6141972 | PA      | $5963174.90   | 0.07%             | 2037-02-19      | Floating      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7262078 | PA      | $5925476.15   | 0.07%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                  | 1011778 BC ULC                                                                 | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  18567000 | PA      | $18860637.11  | 0.23%             | 2029-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36202FPG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    660802 | PA      | $655704.00    | 0.01%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 31297CWY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46562 | PA      | $47340.52     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC Multifamily Structured Pass-Through Certificates, Series K066, Class A2  | CUSIP: 3137F2LJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17177017 | PA      | $16862735.99  | 0.21%             | 2027-06-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249722 | PA      | $199103.71    | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QTS26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25502 | PA      | $25893.01     | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 312940BC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125211 | PA      | $125740.27    | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                            | ERAC USA Finance LLC                                                           | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   9094000 | PA      | $10369962.68  | 0.13%             | 2037-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179XLD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64978 | PA      | $57552.35     | 0.00%             | 2052-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                         | Eni SpA                                                                        | CUSIP: 26874RAJ7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |  13598000 | PA      | $13456034.02  | 0.17%             | 2029-05-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| United States Small Business Administration     | United States Small Business Administration, Series 2011-20I, Class 1          | CUSIP: 83162CUG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    670481 | PA      | $641604.32    | 0.01%             | 2031-09-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2016-I Ltd.                        | CIFC Funding 2016-I Ltd., Series 2016-1A, Class BR3                            | CUSIP: 17180TBN1<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |  23000000 | PA      | $22827132.00  | 0.28%             | 2031-10-21      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                            | JPMorgan Chase & Co.                                                           | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  18395000 | PA      | $17948013.82  | 0.22%             | 2029-01-23      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                            | JPMorgan Chase & Co.                                                           | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  29061000 | PA      | $25343532.28  | 0.31%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140FE4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3006 | PA      | $2845.23      | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                            | Boston Properties LP                                                           | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |  29885000 | PA      | $24590189.08  | 0.30%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133B9LB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41783 | PA      | $34765.95     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133KMY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    797607 | PA      | $667684.70    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31371MCF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36415 | PA      | $37512.40     | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                             | Post Holdings, Inc.                                                            | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |  10755000 | PA      | $10137716.88  | 0.13%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418MUR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122609 | PA      | $122792.13    | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.            | Mitsubishi UFJ Financial Group, Inc.                                           | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  31223000 | PA      | $27376943.68  | 0.34%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133A2EK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3137077 | PA      | $2769888.49   | 0.03%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140A1GG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    281323 | PA      | $290488.33    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC               | Time Warner Cable Enterprises LLC                                              | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4688000 | PA      | $5336214.17   | 0.07%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Voya Ltd.                                       | Voya Ltd., Series 2012-4A, Class BR3                                           | CUSIP: 92916GBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3474736 | PA      | $3476063.35   | 0.04%             | 2030-10-15      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138WAFE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317816 | PA      | $312285.84    | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133AYUA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    396524 | PA      | $331253.05    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3132GRL58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    972744 | PA      | $912139.71    | 0.01%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3314930 | PA      | $2767003.52   | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140K8RB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1787843 | PA      | $1508987.11   | 0.02%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3864855 | PA      | $3071489.07   | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ownit Mortgage Loan Trust                       | Ownit Mortgage Loan Trust, Series 2006-1, Class AF2                            | CUSIP: 69121PCH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    429564 | PA      | $237534.74    | 0.00%             | 2035-10-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                | Jersey Central Power & Light Co.                                               | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |  21954000 | PA      | $18941679.59  | 0.23%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Calpine Corp.                                   | Calpine Corp.                                                                  | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |  19925000 | PA      | $18419863.51  | 0.23%             | 2031-03-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                         | SS&C Technologies, Inc.                                                        | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |  24371000 | PA      | $24250833.91  | 0.30%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QM3Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69019 | PA      | $54974.57     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140HMJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11343 | PA      | $10699.07     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QNWE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294362 | PA      | $234233.15    | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                            | Boston Properties LP                                                           | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |  14052000 | PA      | $13858355.43  | 0.17%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                | Brixmor Operating Partnership LP                                               | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |  24974000 | PA      | $25273241.22  | 0.31%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                            | Glencore Funding LLC                                                           | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  17296000 | PA      | $15379448.75  | 0.19%             | 2031-04-27      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                  | Morgan Stanley                                                                 | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7037000 | PA      | $6427674.26   | 0.08%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QVGH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1001907 | PA      | $958619.14    | 0.01%             | 2054-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                     | Capital One Financial Corp.                                                    | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  17390000 | PA      | $18140356.59  | 0.22%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| United States of America                        | U.S. Treasury Bonds                                                            | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  74100000 | PA      | $47594777.53  | 0.59%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 3620A2UH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    187524 | PA      | $182158.63    | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DM5R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    112679 | PA      | $89768.06     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140NEEH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1350592 | PA      | $1326925.56   | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140MMU55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1074841 | PA      | $933074.11    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3132HNK57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124608 | PA      | $112826.52    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                           | Bank of America Corp.                                                          | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  45881000 | PA      | $39871944.32  | 0.49%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3104374 | PA      | $2749811.21   | 0.03%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3128M72C9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    133709 | PA      | $137908.07    | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                             | Medline Borrower LP                                                            | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13568000 | PA      | $13671835.90  | 0.17%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XDY67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6835783 | PA      | $5749220.71   | 0.07%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                           | Global Payments, Inc.                                                          | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  23523000 | PA      | $21185146.18  | 0.26%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31402QYZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       696 | PA      | $715.77       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.               | Philip Morris International, Inc.                                              | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  17478000 | PA      | $17928744.69  | 0.22%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140J5UB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119152 | PA      | $117706.78    | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1764266 | PA      | $1790131.85   | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration     | United States Small Business Administration, Series 2012-20H, Class 1          | CUSIP: 83162CUY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    455776 | PA      | $431402.68    | 0.01%             | 2032-08-01      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    280521 | PA      | $243621.10    | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140M4MG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1285872 | PA      | $1069896.29   | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                    | Bain Capital Credit CLO Ltd., Series 2021-6A, Class CR                         | CUSIP: 05684PAS5<br>LEI: 254900YXN9JEMKU5DF45 | Long             | ABS-CBDO         | CORP              | KY        |  14464716 | PA      | $14168869.16  | 0.18%             | 2034-10-21      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| BANK                                            | BANK, Series 2023-BNK46, Class AS                                              | CUSIP: 06541DBN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12725671 | PA      | $13364198.09  | 0.17%             | 2056-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140Q8DV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    271101 | PA      | $256469.73    | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC Multifamily Structured Pass-Through Certificates, Series K060, Class A2  | CUSIP: 3137BTAC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4957000 | PA      | $4895089.05   | 0.06%             | 2026-10-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31385HZC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16420 | PA      | $16940.84     | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140MHS42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3746341 | PA      | $3144037.80   | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31415MM51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308330 | PA      | $321753.19    | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital (The)                           | Toledo Hospital (The)                                                          | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |   9026000 | PA      | $8983434.92   | 0.11%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                               | Wells Fargo & Co.                                                              | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  45462000 | PA      | $41197420.27  | 0.51%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| GMACM Home Equity Loan Trust                    | GMACM Home Equity Loan Trust, Series 2006-HE3, Class A3                        | CUSIP: 38012TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59085 | PA      | $62070.76     | 0.00%             | 2036-10-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140NGAH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4612642 | PA      | $4616238.85   | 0.06%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36180AAE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19805550 | PA      | $19440755.86  | 0.24%             | 2054-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BDS LLC                                         | BDS LLC, Series 2025-FL14, Class B                                             | CUSIP: 072921AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13272979 | PA      | $12915272.22  | 0.16%             | 2042-10-21      | Floating      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust             | Exeter Automobile Receivables Trust, Series 2025-1A, Class A2                  | CUSIP: 30167MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12992000 | PA      | $12994968.67  | 0.16%             | 2027-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138LQ2S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    646000 | PA      | $623509.93    | 0.01%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179YW59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    673324 | PA      | $673716.66    | 0.01%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140H3P59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    271416 | PA      | $239306.33    | 0.00%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140N7TQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38965 | PA      | $37336.83     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                       | Kubota Credit Owner Trust, Series 2023-2A, Class A2                            | CUSIP: 500945AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1306885 | PA      | $1308752.94   | 0.02%             | 2026-07-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418CM84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48703 | PA      | $43154.16     | 0.00%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                 | TransDigm, Inc.                                                                | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  33133000 | PA      | $31868375.35  | 0.39%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140MGE98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    738419 | PA      | $647573.91    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31419FG83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1050851 | PA      | $1015585.00   | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                        | U.S. Treasury Bonds                                                            | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30800000 | PA      | $30972046.95  | 0.38%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MF1 LLC                                         | MF1 LLC, Series 2024-FL14, Class AS                                            | CUSIP: 55416AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18526119 | PA      | $18549017.28  | 0.23%             | 2039-03-19      | Floating      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140MMLJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241354 | PA      | $210095.03    | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3132WJUV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2202358 | PA      | $2028188.29   | 0.03%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133B0SS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2947990 | PA      | $2342208.03   | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                         | APA Infrastructure Ltd.                                                        | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |   8531000 | PA      | $8255602.68   | 0.10%             | 2034-09-16      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                     | Stellantis Finance US, Inc.                                                    | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |  14723000 | PA      | $12140956.82  | 0.15%             | 2031-09-15      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6045533 | PA      | $5041313.28   | 0.06%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418E5Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4363436 | PA      | $4429021.81   | 0.05%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31416BLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    699801 | PA      | $720321.60    | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3132J93Z9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    392688 | PA      | $354831.50    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133B3ZE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70734 | PA      | $59090.04     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132D6CE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4132809 | PA      | $3923779.19   | 0.05%             | 2037-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toll Road Investors Partnership II LP           | Toll Road Investors Partnership II LP                                          | CUSIP: 88948ABE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15190000 | PA      | $11403647.03  | 0.14%             | 2029-02-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140N6W73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    780272 | PA      | $780005.83    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Columbia Cent CLO 31 Ltd.                       | Columbia Cent CLO 31 Ltd., Series 2021-31A, Class CR                           | CUSIP: 19737LAW3<br>LEI: 5493007YZPNOMQEILE23 | Long             | ABS-CBDO         | CORP              | KY        |  13263241 | PA      | $12781055.87  | 0.16%             | 2034-04-20      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133B4ZX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    429103 | PA      | $373438.44    | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                        | SBA Communications Corp.                                                       | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |  17490000 | PA      | $16204037.26  | 0.20%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140MNMH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    395268 | PA      | $343397.66    | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWBU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49838 | PA      | $41716.14     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138WHNH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2362269 | PA      | $2177079.88   | 0.03%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XNZ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1930855 | PA      | $1676200.40   | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Store Master Funding I-VII XIV XIX XX XXIV XXII | Store Master Funding I-VII XIV XIX XX XXIV XXII, Series 2024-1A, Class A2      | CUSIP: 86212XAM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4598847 | PA      | $4731022.21   | 0.06%             | 2054-05-20      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133C0RG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    643163 | PA      | $643718.73    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XJJ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222622 | PA      | $208156.95    | 0.00%             | 2037-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                        | U.S. Treasury Bonds                                                            | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29323000 | PA      | $20845674.96  | 0.26%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                        | U.S. Treasury Bonds                                                            | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61700000 | PA      | $45236222.50  | 0.56%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1814270 | PA      | $1442026.83   | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3128M9BH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    524430 | PA      | $530158.67    | 0.01%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ready Capital Mortgage Financing LLC            | Ready Capital Mortgage Financing LLC, Series 2021-FL7, Class C                 | CUSIP: 75575WAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5795000 | PA      | $5757154.01   | 0.07%             | 2036-11-25      | Floating      | 6.64%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132A5H73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84409 | PA      | $74541.25     | 0.00%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418CZH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    831129 | PA      | $783145.09    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DTSY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    700167 | PA      | $608286.38    | 0.01%             | 2053-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3764337 | PA      | $3819808.65   | 0.05%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36296YGA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    126555 | PA      | $123481.64    | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138ETEE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1876216 | PA      | $1860615.78   | 0.02%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140KFYV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    521598 | PA      | $444288.64    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3128MAAK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1267875 | PA      | $1259938.36   | 0.02%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138WHVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1528604 | PA      | $1305894.13   | 0.02%             | 2046-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.               | American Electric Power Co., Inc.                                              | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |  13723000 | PA      | $14333256.73  | 0.18%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                    | Avolon Holdings Funding Ltd.                                                   | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   5071000 | PA      | $4761068.24   | 0.06%             | 2027-11-18      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140LQJA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    434828 | PA      | $395273.67    | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                            | JPMorgan Chase & Co.                                                           | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9246000 | PA      | $9169601.97   | 0.11%             | 2029-07-23      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2106179 | PA      | $1829769.22   | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                     | Discover Financial Services                                                    | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |  34164000 | PA      | $36432669.99  | 0.45%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                     | Rogers Communications, Inc.                                                    | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |  27147000 | PA      | $22745218.47  | 0.28%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | FNMA, Series 2016-19, Class AD                                                 | CUSIP: 3136ARB31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    508384 | PA      | $472590.65    | 0.01%             | 2046-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140H2B64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46494 | PA      | $41032.69     | 0.00%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust            | Deephaven Residential Mortgage Trust, Series 2024-1, Class A1                  | CUSIP: 24380QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  33041784 | PA      | $33137039.77  | 0.41%             | 2069-07-25      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36177T4M6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    217221 | PA      | $202351.13    | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179YPG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    483043 | PA      | $483522.28    | 0.01%             | 2054-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3132GVCM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1435317 | PA      | $1345887.67   | 0.02%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration     | United States Small Business Administration, Series 2013-20D, Class 1          | CUSIP: 83162CVL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1423937 | PA      | $1316441.40   | 0.02%             | 2033-04-01      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31368HMH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68456 | PA      | $69147.28     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA, Series 2011-123, Class MA                                                | CUSIP: 38377YEC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    499946 | PA      | $486420.56    | 0.01%             | 2041-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                   | Organon & Co.                                                                  | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20486000 | PA      | $19321752.35  | 0.24%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3128MJBX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18011 | PA      | $18857.54     | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STWD Ltd.                                       | STWD Ltd., Series 2022-FL3, Class B                                            | CUSIP: 78485KAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6082500 | PA      | $5948504.35   | 0.07%             | 2038-11-15      | Floating      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XGY45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55411 | PA      | $46084.39     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6143 | PA      | $5788.07      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                | Boeing Co. (The)                                                               | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   7084000 | PA      | $7151492.38   | 0.09%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138E2LH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1442262 | PA      | $1350726.96   | 0.02%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 3620AMF80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    242992 | PA      | $237929.62    | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                       | HCA, Inc.                                                                      | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  10042000 | PA      | $9768727.66   | 0.12%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                        | U.S. Treasury Bonds                                                            | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 161400000 | PA      | $149452616.78 | 1.85%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DQYN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    462104 | PA      | $385457.81    | 0.00%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd.                                       | BXMT Ltd., Series 2020-FL2, Class B                                            | CUSIP: 12434LAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6104500 | PA      | $5986408.45   | 0.07%             | 2038-02-15      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust      | JPMDB Commercial Mortgage Securities Trust, Series 2017-C7, Class A5           | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11500000 | PA      | $11001611.85  | 0.14%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1674911 | PA      | $1699592.48   | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132CXAJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    216559 | PA      | $196758.03    | 0.00%             | 2037-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133D16K0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4157441 | PA      | $4071121.03   | 0.05%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QNYG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8578266 | PA      | $7461848.78   | 0.09%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    848523 | PA      | $830905.43    | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3128MJXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2329516 | PA      | $2153488.00   | 0.03%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9530680 | PA      | $9390045.90   | 0.12%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                | CCO Holdings LLC                                                               | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  29387000 | PA      | $27288303.89  | 0.34%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140M1EP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1388359 | PA      | $1107513.49   | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK                                            | BANK, Series 2019-BN17, Class AS                                               | CUSIP: 065403BF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4785464.50   | 0.06%             | 2052-04-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140Q8AF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2117438 | PA      | $1960321.07   | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DQDZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3100249 | PA      | $3129290.11   | 0.04%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140A8VZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    745038 | PA      | $756456.42    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140FTG21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325900 | PA      | $321092.82    | 0.00%             | 2032-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Preferred Term Securities XIX Ltd.              | Preferred Term Securities XIX Ltd.                                             | CUSIP: 74042HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1539047 | PA      | $1458246.87   | 0.02%             | 2035-12-22      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DNSF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2520097 | PA      | $2411322.71   | 0.03%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                               | HSBC Holdings plc                                                              | CUSIP: 404280CQ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  25500000 | PA      | $22420576.65  | 0.28%             | 2031-03-09      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Ambac Assurance Corp.                           | Ambac Assurance Corp.                                                          | CUSIP: 023138AA8<br>LEI: 549300RYYRVPPB8NC636 | Long             | DBT              | CORP              | US        |     13854 | PA      | $18771.81     | 0.00%             | 2049-12-31      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                            | JPMorgan Chase & Co.                                                           | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7484000 | PA      | $6840247.42   | 0.08%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 31297VPS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    107188 | PA      | $108668.96    | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT International Finance plc                   | BAT International Finance plc                                                  | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |  23935000 | PA      | $23962552.78  | 0.30%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31371MEQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22390 | PA      | $23064.65     | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                     | Rogers Communications, Inc.                                                    | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |  27147000 | PA      | $21421565.22  | 0.27%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140FRN92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    607802 | PA      | $537547.99    | 0.01%             | 2047-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3128M7U38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32005 | PA      | $32400.64     | 0.00%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179XFC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21376 | PA      | $17468.51     | 0.00%             | 2052-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140NP5Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187890 | PA      | $194125.39    | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3128PRY29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2880 | PA      | $2874.81      | 0.00%             | 2025-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                            | JPMorgan Chase & Co.                                                           | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  28117000 | PA      | $27853235.27  | 0.34%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140K4M72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    799931 | PA      | $674542.48    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138EPPA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269557 | PA      | $276795.53    | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                              | LPL Holdings, Inc.                                                             | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  13107000 | PA      | $13335357.10  | 0.17%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration     | United States Small Business Administration, Series 2013-20G, Class 1          | CUSIP: 83162CVR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1947788 | PA      | $1873873.16   | 0.02%             | 2033-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                   | UMBS, 30 Year, Single Family                                                   | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11075000 | PA      | $10320171.75  | 0.13%             | 2055-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140E0E35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    761731 | PA      | $703751.48    | 0.01%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132A5H32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    775305 | PA      | $685200.06    | 0.01%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140H3ZU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51623 | PA      | $45570.05     | 0.00%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LLC                                             | LLC, Series 2025-FL17, Class AS                                                | CUSIP: 55287HAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20396684 | PA      | $20173503.48  | 0.25%             | 2040-02-18      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13052629 | PA      | $11179699.79  | 0.14%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital (The)                           | Toledo Hospital (The), Series B                                                | CUSIP: 889184AC1<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |  23983000 | PA      | $23084836.65  | 0.29%             | 2028-11-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 31297LBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39806 | PA      | $40842.57     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp.                             | Alcon Finance Corp.                                                            | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $6987223.35   | 0.09%             | 2029-09-23      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QKQL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2734397 | PA      | $2293842.45   | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36177MPD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    421183 | PA      | $392352.90    | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                   | UMBS, 15 Year, Single Family                                                   | CUSIP: 01F020455<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12425000 | PA      | $11284729.92  | 0.14%             | 2040-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140KHW31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1442502 | PA      | $1229421.81   | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138EQ7L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1042373 | PA      | $1006734.90   | 0.01%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36295NG27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46732 | PA      | $47928.21     | 0.00%             | 2038-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 31425VG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4374228 | PA      | $4284224.14   | 0.05%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                  | Broadcom, Inc.                                                                 | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  12031000 | PA      | $11522638.64  | 0.14%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Ready Capital Mortgage Financing LLC            | Ready Capital Mortgage Financing LLC, Series 2021-FL7, Class D                 | CUSIP: 75575WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6825000 | PA      | $6818175.00   | 0.08%             | 2036-11-25      | Floating      | 7.39%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.  | Arbor Realty Commercial Real Estate Notes Ltd., Series 2022-FL1, Class D       | CUSIP: 03880XAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  40620500 | PA      | $40579810.04  | 0.50%             | 2037-01-15      | Floating      | 7.34%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3128M9T51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1321504 | PA      | $1277911.01   | 0.02%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138W9A75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    478452 | PA      | $460654.87    | 0.01%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2375994 | PA      | $1976138.72   | 0.02%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                        | Lloyds Banking Group plc                                                       | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3975000 | PA      | $3929611.94   | 0.05%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 31335ALX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2097351 | PA      | $2082060.55   | 0.03%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                    | UBS Group AG                                                                   | CUSIP: 90351DAB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6610000 | PA      | $6592266.23   | 0.08%             | 2025-09-24      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12895652 | PA      | $13085681.77  | 0.16%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                  | NiSource, Inc.                                                                 | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |  16331000 | PA      | $15576205.19  | 0.19%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1112568 | PA      | $998979.96    | 0.01%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                           | Targa Resources Corp.                                                          | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |  24189000 | PA      | $24892283.56  | 0.31%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                          | HUB International Ltd.                                                         | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |  22651000 | PA      | $23494591.19  | 0.29%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC                          | Dell International LLC                                                         | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  24675000 | PA      | $25180788.15  | 0.31%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418CUB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3591 | PA      | $3387.46      | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QNCA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188271 | PA      | $149716.03    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140M83M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1954800 | PA      | $1551241.88   | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                             | Kinder Morgan, Inc.                                                            | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   7347000 | PA      | $8331862.71   | 0.10%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC Multifamily Structured Pass-Through Certificates, Series K098, Class X1  | CUSIP: 3137FPHM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21964044 | PA      | $912621.40    | 0.01%             | 2029-08-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                              | LPL Holdings, Inc.                                                             | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   6057000 | PA      | $6438569.01   | 0.08%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31385XF85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31644 | PA      | $32456.85     | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                      | Anglo American Capital plc                                                     | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |  12521000 | PA      | $11127475.05  | 0.14%             | 2031-03-17      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| ACREC Ltd.                                      | ACREC Ltd., Series 2021-FL1, Class C                                           | CUSIP: 00500RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10841500 | PA      | $10789207.11  | 0.13%             | 2036-10-16      | Floating      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153222 | PA      | $146796.00    | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd.                          | Black Diamond CLO Ltd., Series 2019-2A, Class A2R                              | CUSIP: 09204GAK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  23878452 | PA      | $23842395.54  | 0.30%             | 2032-07-23      | Floating      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179Y5N0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4100002 | PA      | $4193149.00   | 0.05%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XQ2G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49839 | PA      | $43295.68     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration     | United States Small Business Administration, Series 2013-20F, Class 1          | CUSIP: 83162CVP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1680639 | PA      | $1583092.41   | 0.02%             | 2033-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184821 | PA      | $160510.23    | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1195203 | PA      | $950759.49    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                    | Performance Food Group, Inc.                                                   | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |  19280000 | PA      | $19285726.16  | 0.24%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust    | American Credit Acceptance Receivables Trust, Series 2024-2, Class B           | CUSIP: 02531BAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12774000 | PA      | $12835746.96  | 0.16%             | 2027-12-13      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133B77K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8441852 | PA      | $7339647.56   | 0.09%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QQQN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    807788 | PA      | $730091.06    | 0.01%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                | Boeing Co. (The)                                                               | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  26637000 | PA      | $26098135.35  | 0.32%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd.                                       | BXMT Ltd., Series 2021-FL4, Class B                                            | CUSIP: 05609GAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  38262000 | PA      | $36692209.62  | 0.45%             | 2038-05-15      | Floating      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | FNMA ACES, Series 2017-M4, Class A2                                            | CUSIP: 3136AVY52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7488576 | PA      | $7306919.91   | 0.09%             | 2026-12-25      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DSAZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    243647 | PA      | $219961.29    | 0.00%             | 2053-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC, Series 4471, Class PI                                                   | CUSIP: 3137BJGN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74750 | PA      | $6964.64      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                           | Ashtead Capital, Inc.                                                          | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   8473000 | PA      | $8488419.08   | 0.11%             | 2034-04-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Eni SpA                                         | Eni SpA                                                                        | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |  27138000 | PA      | $26896122.26  | 0.33%             | 2034-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140AAG92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122518 | PA      | $124401.13    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC               | Venture Global Calcasieu Pass LLC                                              | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |  24120000 | PA      | $24126633.00  | 0.30%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| KKR Static CLO I Ltd.                           | KKR Static CLO I Ltd., Series 2022-1A, Class BR2                               | CUSIP: 48255QAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  18455587 | PA      | $18280295.83  | 0.23%             | 2031-07-20      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133KNKS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45809 | PA      | $39766.69     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138EKBW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    632143 | PA      | $637769.31    | 0.01%             | 2042-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                           | Global Payments, Inc.                                                          | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   6885000 | PA      | $5974594.32   | 0.07%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140H2AY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196658 | PA      | $173373.45    | 0.00%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                              | Energy Transfer LP                                                             | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5763000 | PA      | $5906310.37   | 0.07%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3132GETS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    155677 | PA      | $154509.95    | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133B7LG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    736439 | PA      | $640272.37    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132E0LT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    395782 | PA      | $357599.44    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                       | HCA, Inc.                                                                      | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  14385000 | PA      | $11710214.84  | 0.14%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                    | Fiserv, Inc.                                                                   | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  10033000 | PA      | $10218337.40  | 0.13%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31408H3H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107112 | PA      | $112109.09    | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                  | Morgan Stanley                                                                 | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  12844000 | PA      | $12663564.41  | 0.16%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DNXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    974387 | PA      | $811368.86    | 0.01%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                       | EQT Corp.                                                                      | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   5901000 | PA      | $5902838.22   | 0.07%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                       | Standard Industries, Inc.                                                      | CUSIP: 853496AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19725000 | PA      | $17416349.31  | 0.22%             | 2031-01-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140JHKQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3771 | PA      | $3552.81      | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3128M8RP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    293759 | PA      | $296667.08    | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138ERQU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295852 | PA      | $288453.02    | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                      | Charles Schwab Corp. (The), Series K                                           | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  26796000 | PA      | $26136512.93  | 0.32%             | 2027-06-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18858507 | PA      | $14994494.50  | 0.19%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133KNMZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122190 | PA      | $97015.01     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust             | Citigroup Commercial Mortgage Trust, Series 2016-P6, Class A5                  | CUSIP: 17291EAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5948000 | PA      | $5795423.09   | 0.07%             | 2049-12-10      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418EBT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227366 | PA      | $197871.19    | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 31296L3U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17475 | PA      | $17733.68     | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140J8CA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24773 | PA      | $22498.46     | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31411CKK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60866 | PA      | $62843.45     | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133D4Y72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36590 | PA      | $37744.42     | 0.00%             | 2043-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                           | Bank of America Corp.                                                          | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  39891000 | PA      | $36108855.31  | 0.45%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                        | Angel Oak Mortgage Trust, Series 2024-10, Class A1                             | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-MBS          | CORP              | US        |  25524113 | PA      | $25466018.05  | 0.32%             | 2069-10-25      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                           | ARI Fleet Lease Trust, Series 2023-B, Class A2                                 | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2598938 | PA      | $2619330.26   | 0.03%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140ML3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24190 | PA      | $20167.87     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140N5FK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4677171 | PA      | $4680672.32   | 0.06%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31404W5H5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2405 | PA      | $2474.11      | 0.00%             | 2034-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XGR35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37472 | PA      | $32606.95     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QEAV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2131430 | PA      | $1801929.39   | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140HF7H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    516037 | PA      | $437855.79    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16849562 | PA      | $17111658.28  | 0.21%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                       | EQT Corp.                                                                      | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   7896000 | PA      | $7745703.35   | 0.10%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                | Boeing Co. (The)                                                               | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   6632000 | PA      | $6438105.32   | 0.08%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QFA66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6553805 | PA      | $5546240.81   | 0.07%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA, Series 2012-12, Class KN                                                 | CUSIP: 38378CP92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    338408 | PA      | $339840.70    | 0.00%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust     | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL5, Class C          | CUSIP: 55282XAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10670500 | PA      | $10628714.32  | 0.13%             | 2036-07-15      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140JPLF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1970217 | PA      | $1819422.02   | 0.02%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DNGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42059 | PA      | $35164.01     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8741729 | PA      | $6956468.59   | 0.09%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XNP40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    766662 | PA      | $696447.22    | 0.01%             | 2037-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140FDVW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2259346 | PA      | $2010989.28   | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133B7UB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12647753 | PA      | $10565647.94  | 0.13%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140EWZG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43935 | PA      | $41669.64     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140A1FW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1281059 | PA      | $1303367.96   | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                            | BBCMS Mortgage Trust, Series 2022-C18, Class AS                                | CUSIP: 054975AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10215909 | PA      | $10879251.47  | 0.13%             | 2055-12-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                        | JBS USA Holding Lux SARL                                                       | CUSIP: 46590XAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   6616000 | PA      | $6717780.54   | 0.08%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31410GBE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193456 | PA      | $199289.41    | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MF1                                             | MF1, Series 2024-FL15, Class AS                                                | CUSIP: 58003MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20521000 | PA      | $20469664.67  | 0.25%             | 2041-08-18      | Floating      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| N/A                                             | U.S. Treasury Ultra Bond                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1737 | NC      | $-4145633.63  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial, Inc.                      | Corebridge Financial, Inc.                                                     | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |  13944000 | PA      | $14212236.41  | 0.18%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                      | Charles Schwab Corp. (The)                                                     | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  11882000 | PA      | $12414857.80  | 0.15%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                 | Fairfax Financial Holdings Ltd.                                                | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   7257000 | PA      | $6606706.18   | 0.08%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140ANGE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1243134 | PA      | $1189182.09   | 0.01%             | 2054-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179X2K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8832772 | PA      | $8682519.78   | 0.11%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140MXFP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104943 | PA      | $94854.31     | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                        | U.S. Treasury Notes                                                            | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 138100000 | PA      | $138855234.38 | 1.72%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | FNMA, Series 2016-40, Class IQ                                                 | CUSIP: 3136ASG67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1043357 | PA      | $194850.95    | 0.00%             | 2046-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                           | Bank of America Corp.                                                          | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7070000 | PA      | $6876388.62   | 0.09%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 3620ALQ49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    267843 | PA      | $261526.74    | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31371LTU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89297 | PA      | $91547.89     | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                        | COLT Mortgage Loan Trust, Series 2024-5, Class A1                              | CUSIP: 19685AAA7<br>LEI: 213800AWBXHFGYDU9Q16 | Long             | ABS-MBS          | CORP              | US        |  16620169 | PA      | $16529138.69  | 0.20%             | 2069-08-25      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 312934RV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    201878 | PA      | $204029.29    | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QMZY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1596156 | PA      | $1341515.67   | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration     | United States Small Business Administration, Series 2013-20A, Class 1          | CUSIP: 83162CVG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    932233 | PA      | $870966.83    | 0.01%             | 2033-01-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                | OneMain Financial Issuance Trust, Series 2022-3A, Class A                      | CUSIP: 68269PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11210791 | PA      | $11265452.57  | 0.14%             | 2034-05-15      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Time Warner Cable LLC                           | Time Warner Cable LLC                                                          | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   9503000 | PA      | $7116725.62   | 0.09%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133KNEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6854869 | PA      | $5773570.34   | 0.07%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5180167 | PA      | $4963293.27   | 0.06%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31416BW87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    358032 | PA      | $357147.25    | 0.00%             | 2034-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration     | United States Small Business Administration, Series 2005-20F, Class 1          | CUSIP: 83162CPP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10848 | PA      | $10844.75     | 0.00%             | 2025-06-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC            | Charter Communications Operating LLC                                           | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6428000 | PA      | $6506706.42   | 0.08%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140KE2N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    491780 | PA      | $419003.51    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust, Series 2015-GC30, Class A4                       | CUSIP: 36250GAP0<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |   3471461 | PA      | $3466621.16   | 0.04%             | 2050-05-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DSK76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    957455 | PA      | $831182.07    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140FH6C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    564635 | PA      | $477881.69    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                        | U.S. Treasury Bonds                                                            | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 177950000 | PA      | $179785109.38 | 2.23%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132A5HP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    351771 | PA      | $311035.36    | 0.00%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31417F3J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1407417 | PA      | $1318048.76   | 0.02%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Venture 43 CLO Ltd.                             | Venture 43 CLO Ltd., Series 2021-43A, Class BR                                 | CUSIP: 92290CAV1<br>LEI: 549300OLN5VHTMLSN650 | Long             | ABS-CBDO         | CORP              | KY        |  28707969 | PA      | $28259607.94  | 0.35%             | 2034-04-15      | Floating      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133BDPX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    781153 | PA      | $678116.60    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 31425VNS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4123879 | PA      | $4044315.90   | 0.05%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140H3ZK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5763 | PA      | $5096.59      | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration     | United States Small Business Administration, Series 2005-20I, Class 1          | CUSIP: 83162CPU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34993 | PA      | $34823.65     | 0.00%             | 2025-09-01      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  38914015 | PA      | $30912266.80  | 0.38%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133A62T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142250 | PA      | $125938.63    | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140H9KU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2935 | PA      | $2765.75      | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138ABYR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1524796 | PA      | $1510859.74   | 0.02%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140N24Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2811216 | PA      | $2707755.68   | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140GTTZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294529 | PA      | $259870.57    | 0.00%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140E0X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1133490 | PA      | $1094744.63   | 0.01%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140KDB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100149 | PA      | $84487.00     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XCAK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2256706 | PA      | $1899678.54   | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XFGA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6795440 | PA      | $5732270.03   | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140N5DF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    558793 | PA      | $504864.91    | 0.01%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133CF3W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    326805 | PA      | $338601.04    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                   | Equinix, Inc.                                                                  | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   9219000 | PA      | $8720831.51   | 0.11%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133G66N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    975087 | PA      | $936810.70    | 0.01%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QN6Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    769754 | PA      | $669745.06    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133BAC58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40335 | PA      | $35102.56     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179UWA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1080022 | PA      | $1046266.20   | 0.01%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toll Road Investors Partnership II LP           | Toll Road Investors Partnership II LP                                          | CUSIP: 88948ABB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5237000 | PA      | $4985104.80   | 0.06%             | 2026-02-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179TQN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7565318 | PA      | $6777707.88   | 0.08%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                     | Dick's Sporting Goods, Inc.                                                    | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |  23293000 | PA      | $20398740.86  | 0.25%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140H2BM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    340223 | PA      | $300473.79    | 0.00%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31415PNH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32253 | PA      | $33167.42     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                        | U.S. Treasury Bonds                                                            | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 132800000 | PA      | $70793812.83  | 0.88%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133WGZ40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113542 | PA      | $117192.56    | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140X9AL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3543710 | PA      | $2818420.65   | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133B76S2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52137 | PA      | $45362.75     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toll Road Investors Partnership II LP           | Toll Road Investors Partnership II LP                                          | CUSIP: 88948ABM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15587835 | PA      | $4928561.57   | 0.06%             | 2043-02-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3128LXMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35447 | PA      | $36560.75     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31414JRK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31521 | PA      | $32153.43     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PFP Ltd.                                        | PFP Ltd., Series 2024-11, Class A                                              | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  31434974 | PA      | $31341046.37  | 0.39%             | 2039-09-17      | Floating      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XEAU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8293877 | PA      | $7263780.02   | 0.09%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140F5BK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170551 | PA      | $164260.78    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XDYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5705253 | PA      | $4813884.85   | 0.06%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC, Series 4533, Class GA                                                   | CUSIP: 3137BMFL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    167123 | PA      | $166649.04    | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                        | U.S. Treasury Bonds                                                            | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19900000 | PA      | $14937437.50  | 0.18%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.             | Hilton Domestic Operating Co., Inc.                                            | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |  20412000 | PA      | $20401512.31  | 0.25%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133C8UN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1114526 | PA      | $1118715.79   | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3132WJEF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3349643 | PA      | $3085794.31   | 0.04%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                  | Broadcom, Inc.                                                                 | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  27875000 | PA      | $23096017.18  | 0.29%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Equinix, Inc.                                   | Equinix, Inc.                                                                  | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |  21402000 | PA      | $18931126.69  | 0.23%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                      | Anglo American Capital plc                                                     | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |  16098000 | PA      | $15587238.31  | 0.19%             | 2029-03-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31400HC43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4267 | PA      | $4288.96      | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138ENAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1564680 | PA      | $1550056.44   | 0.02%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36297GSD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1340590 | PA      | $1250062.28   | 0.02%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                           | Ashtead Capital, Inc.                                                          | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |  24388000 | PA      | $24125738.28  | 0.30%             | 2033-05-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWHD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    385099 | PA      | $368578.75    | 0.00%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                         | MPLX LP                                                                        | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  27389000 | PA      | $21999808.07  | 0.27%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer Ltd.                               | BSPRT Issuer Ltd., Series 2021-FL6, Class C                                    | CUSIP: 05601HAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5310500 | PA      | $5244787.87   | 0.06%             | 2036-03-15      | Floating      | 6.49%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6527486 | PA      | $6101460.95   | 0.08%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133GG2J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    161952 | PA      | $147170.23    | 0.00%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418ETV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    352929 | PA      | $293732.87    | 0.00%             | 2053-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QNQ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83445 | PA      | $72620.01     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138WJMB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1116436 | PA      | $991099.32    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                             | Regal Rexnord Corp.                                                            | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |  24925000 | PA      | $25743129.97  | 0.32%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                       | EQT Corp.                                                                      | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   6884000 | PA      | $6304192.28   | 0.08%             | 2031-05-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 1 Ltd.                          | Signal Peak CLO 1 Ltd., Series 2014-1A, Class CR4                              | CUSIP: 82666TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  18500000 | PA      | $18207755.50  | 0.23%             | 2034-04-17      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31412QXG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143560 | PA      | $144836.77    | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer Ltd.                            | LoanCore Issuer Ltd., Series 2021-CRE6, Class B                                | CUSIP: 53948HAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  42852000 | PA      | $42369915.00  | 0.52%             | 2038-11-15      | Floating      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138WGSS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    479529 | PA      | $441634.97    | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13272666 | PA      | $12774900.77  | 0.16%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418E3B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    769894 | PA      | $736483.12    | 0.01%             | 2054-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31405GT91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2347 | PA      | $2399.87      | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140MNNH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16072349 | PA      | $14515370.87  | 0.18%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31412V6B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25620 | PA      | $25979.56     | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133USK34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1274999 | PA      | $1060394.76   | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140K5AX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1031926 | PA      | $870485.08    | 0.01%             | 2050-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140L1Y41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1356050 | PA      | $1092987.29   | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XLSX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41242 | PA      | $34484.27     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3128M6JU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86695 | PA      | $87768.31     | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 312943ZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    395033 | PA      | $382002.36    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                  | Boston Gas Co.                                                                 | CUSIP: 100743AK9<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |  18261000 | PA      | $17764495.10  | 0.22%             | 2027-08-01      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| United States of America                        | U.S. Treasury Notes                                                            | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 105500000 | PA      | $106307734.38 | 1.32%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252750 | PA      | $242150.03    | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.       | Westinghouse Air Brake Technologies Corp.                                      | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |  21336000 | PA      | $21401121.31  | 0.26%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3128P8E23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    349620 | PA      | $346139.13    | 0.00%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                 | Impac CMB Trust, Series 2004-7, Class 1A1                                      | CUSIP: 45254NKF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8118 | PA      | $7988.36      | 0.00%             | 2034-11-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140MSK61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221756 | PA      | $192562.65    | 0.00%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140NEPE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11049191 | PA      | $10843500.41  | 0.13%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140X83T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1219451 | PA      | $1015129.53   | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 44 Ltd.      | Neuberger Berman Loan Advisers CLO 44 Ltd., Series 2021-44A, Class CR          | CUSIP: 64133VAN7<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | KY        |   7678917 | PA      | $7546762.84   | 0.09%             | 2035-10-16      | Floating      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2494609 | PA      | $2292217.55   | 0.03%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                        | U.S. Treasury Bonds                                                            | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27653000 | PA      | $20570159.41  | 0.25%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132ADPG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138459 | PA      | $122271.94    | 0.00%             | 2048-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Penske Automotive Group, Inc.                   | Penske Automotive Group, Inc.                                                  | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |  34558000 | PA      | $32039326.57  | 0.40%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XP2R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    535015 | PA      | $464770.70    | 0.01%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132ADWH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209622 | PA      | $184788.14    | 0.00%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                      | Anglo American Capital plc                                                     | CUSIP: 034863BC3<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |  20205000 | PA      | $16506126.42  | 0.20%             | 2052-03-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31417MLN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113080 | PA      | $113622.20    | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133KPF37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4361387 | PA      | $3940099.61   | 0.05%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer Ltd.                               | BSPRT Issuer Ltd., Series 2021-FL7, Class D                                    | CUSIP: 05602CAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4152500 | PA      | $4073855.80   | 0.05%             | 2038-12-15      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138MBH82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1162819 | PA      | $1122455.49   | 0.01%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XHY50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77053 | PA      | $61194.17     | 0.00%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138MTKH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1989254 | PA      | $1903114.81   | 0.02%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QNLM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1028702 | PA      | $859681.87    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418CR71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77954 | PA      | $68910.74     | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418EDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7277583 | PA      | $6611062.26   | 0.08%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36295PW99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    205000 | PA      | $211216.95    | 0.00%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418TKF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       391 | PA      | $389.59       | 0.00%             | 2025-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XKH60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80138 | PA      | $69718.98     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3132WKQ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4668 | PA      | $4137.59      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3132L6HF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1162828 | PA      | $1109797.06   | 0.01%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36296YCL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    164501 | PA      | $161717.77    | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31410GFF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143663 | PA      | $147996.19    | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                | Kinder Morgan Energy Partners LP                                               | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   6112000 | PA      | $6170592.02   | 0.08%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418ER69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    582106 | PA      | $557366.64    | 0.01%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                              | T-Mobile USA, Inc.                                                             | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2343000 | PA      | $2045740.68   | 0.03%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                    | Avolon Holdings Funding Ltd.                                                   | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2074000 | PA      | $1943994.03   | 0.02%             | 2028-02-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                     | Capital One Financial Corp.                                                    | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11099103.29  | 0.14%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133AWL77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4674404 | PA      | $3759053.64   | 0.05%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31415VYC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71237 | PA      | $73002.62     | 0.00%             | 2035-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140EVGP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    669255 | PA      | $617204.40    | 0.01%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140AWT66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3986724 | PA      | $3813694.43   | 0.05%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QKSZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    817163 | PA      | $709407.53    | 0.01%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QRQH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    885734 | PA      | $870803.15    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140KGJG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    886176 | PA      | $749675.90    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31409VYW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50610 | PA      | $52077.42     | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XJCW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    355791 | PA      | $308865.12    | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140MMW46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130510 | PA      | $117815.88    | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                   | Novelis Corp.                                                                  | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |  26583000 | PA      | $22943292.86  | 0.28%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Brown & Brown, Inc.                             | Brown & Brown, Inc.                                                            | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |  15616000 | PA      | $14543582.76  | 0.18%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  33832734 | PA      | $28837901.58  | 0.36%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                        | Angel Oak Mortgage Trust, Series 2024-12, Class A1                             | CUSIP: 034932AA1<br>LEI: 254900S8TF74AZOT0548 | Long             | ABS-MBS          | CORP              | US        |  23903750 | PA      | $23964142.48  | 0.30%             | 2069-10-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179UQ62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1380590 | PA      | $1339362.14   | 0.02%             | 2049-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                        | U.S. Treasury Notes                                                            | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26300000 | PA      | $26504441.47  | 0.33%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                 | Goldman Sachs Group, Inc. (The)                                                | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  26935000 | PA      | $23373275.86  | 0.29%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XKU32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66738 | PA      | $53114.11     | 0.00%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                      | AerCap Ireland Capital DAC                                                     | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  10175000 | PA      | $9609625.11   | 0.12%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration     | United States Small Business Administration, Series 2013-20I, Class 1          | CUSIP: 83162CVU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    961514 | PA      | $937029.61    | 0.01%             | 2033-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                        | U.S. Treasury Bonds                                                            | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36800000 | PA      | $24341187.41  | 0.30%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140A9B74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    631103 | PA      | $640581.17    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133KMP25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    826117 | PA      | $717171.48    | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust              | Barclays Commercial Mortgage Trust, Series 2019-C5, Class A4                   | CUSIP: 05492JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9055000 | PA      | $8508068.04   | 0.11%             | 2052-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp.     | State Board of Administration Finance Corp.                                    | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |  21024000 | PA      | $18727943.73  | 0.23%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 31297HN70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34309 | PA      | $34940.17     | 0.00%             | 2035-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133B7QV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91543 | PA      | $83747.93     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  22697136 | PA      | $19346332.72  | 0.24%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QKZC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    419173 | PA      | $363888.50    | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                  | Enterprise Fleet Financing LLC, Series 2023-3, Class A2                        | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7476925 | PA      | $7599183.80   | 0.09%             | 2030-03-20      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8229209 | PA      | $7044539.45   | 0.09%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XA2D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    271484 | PA      | $236103.42    | 0.00%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140ASB98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    389329 | PA      | $372431.72    | 0.00%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418CZB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1703972 | PA      | $1657584.21   | 0.02%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                        | U.S. Treasury Bonds                                                            | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  67500000 | PA      | $45177539.40  | 0.56%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer Ltd.                            | LoanCore Issuer Ltd., Series 2021-CRE5, Class B                                | CUSIP: 53947XAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8432000 | PA      | $8393286.16   | 0.10%             | 2036-07-15      | Floating      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31417AVY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201952 | PA      | $189132.56    | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                      | AerCap Ireland Capital DAC                                                     | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5012000 | PA      | $4428478.05   | 0.05%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 31292LLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    634996 | PA      | $595434.61    | 0.01%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                   | Enel Finance International NV                                                  | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |  30284000 | PA      | $29406600.14  | 0.36%             | 2028-04-06      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Brown & Brown, Inc.                             | Brown & Brown, Inc.                                                            | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   5548000 | PA      | $4603793.59   | 0.06%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust           | Wells Fargo Commercial Mortgage Trust, Series 2017-C42, Class A4               | CUSIP: 95001GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13470000 | PA      | $13043430.69  | 0.16%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418EBE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3606123 | PA      | $3275884.77   | 0.04%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36230RVV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    388712 | PA      | $363557.18    | 0.00%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                              | T-Mobile USA, Inc.                                                             | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  28722000 | PA      | $25486342.05  | 0.32%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AREIT Trust                                     | AREIT Trust, Series 2022-CRE6, Class B                                         | CUSIP: 04002VAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   4924000 | PA      | $4899993.73   | 0.06%             | 2037-01-20      | Floating      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7371437 | PA      | $7358484.78   | 0.09%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QUMP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    669851 | PA      | $640847.77    | 0.01%             | 2054-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140K4M49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    384394 | PA      | $327467.88    | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140MDJS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1038424 | PA      | $938918.26    | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                | Kinder Morgan Energy Partners LP                                               | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   7661000 | PA      | $6872819.62   | 0.09%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XMYS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1349625 | PA      | $1171624.10   | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36177PCJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    462437 | PA      | $432504.68    | 0.01%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31404JT88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106953 | PA      | $108500.17    | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XL4T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    565837 | PA      | $510823.36    | 0.01%             | 2053-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                             | U.S. Treasury 2 Year Note                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1665 | NC      | $2551634.49   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                        | U.S. Treasury Bonds                                                            | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27300000 | PA      | $16908937.50  | 0.21%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | FNMA, Series 2010-113, Class GB                                                | CUSIP: 31398T7G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    318568 | PA      | $315785.17    | 0.00%             | 2040-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XDRB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    999900 | PA      | $831993.47    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3132WHJY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12301840 | PA      | $10963419.45  | 0.14%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133BELF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22356 | PA      | $21399.34     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133BCWD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21328 | PA      | $19271.27     | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31417G5A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1069342 | PA      | $1001436.82   | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                | Boeing Co. (The)                                                               | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  14572000 | PA      | $13658523.87  | 0.17%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140X6EF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1385713 | PA      | $1425317.64   | 0.02%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36202FUF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    252682 | PA      | $249338.74    | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3132DPJE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72475 | PA      | $69430.54     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2024497 | PA      | $1813601.92   | 0.02%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31419ANB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1927423 | PA      | $1862742.99   | 0.02%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                              | Energy Transfer LP                                                             | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  26373000 | PA      | $26743201.23  | 0.33%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                      | Corebridge Financial, Inc.                                                     | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   5568000 | PA      | $4351667.95   | 0.05%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140MM5M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    563724 | PA      | $489371.36    | 0.01%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                  | Morgan Stanley                                                                 | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  13809000 | PA      | $13954253.28  | 0.17%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                  | MSWF Commercial Mortgage Trust, Series 2023-2, Class A5                        | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16089120 | PA      | $17175272.36  | 0.21%             | 2056-12-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140X5XN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2808487 | PA      | $2369554.34   | 0.03%             | 2050-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                        | U.S. Treasury Bonds                                                            | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 101800000 | PA      | $98157468.75  | 1.22%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                           | Targa Resources Corp.                                                          | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   4099000 | PA      | $3743235.04   | 0.05%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Berks County Municipal Authority (The)          | Berks County Municipal Authority (The), Series 2024 B-2                        | CUSIP: 084538JL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8128000 | PA      | $4581790.18   | 0.06%             | 2044-06-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418CWT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186205 | PA      | $175571.09    | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XLK56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    962548 | PA      | $835603.53    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QTX95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    601681 | PA      | $575905.43    | 0.01%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| C-BASS Mortgage Loan Trust                      | C-BASS Mortgage Loan Trust, Series 2007-CB3, Class A3                          | CUSIP: 17311YAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1088976 | PA      | $367713.69    | 0.00%             | 2037-03-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC                                                                          | CUSIP: 3128KQ6Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    171936 | PA      | $178061.63    | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140MMAA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    619779 | PA      | $539051.72    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140L1Y58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    854171 | PA      | $686484.35    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21873 | PA      | $21501.78     | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bayview Financial Revolving Asset Trust         | Bayview Financial Revolving Asset Trust, Series 2005-E, Class M1               | CUSIP: 073250BW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    278457 | PA      | $542360.26    | 0.01%             | 2040-12-28      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                   | UBS Commercial Mortgage Trust, Series 2017-C7, Class A4                        | CUSIP: 90276WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  33000000 | PA      | $32261720.70  | 0.40%             | 2050-12-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                   | UMBS, 30 Year, Single Family                                                   | CUSIP: 01F030652<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4150000 | PA      | $3600964.13   | 0.04%             | 2055-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140GY6V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    534764 | PA      | $471836.88    | 0.01%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities LLC                     | Business Jet Securities LLC, Series 2024-1A, Class B                           | CUSIP: 12327CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    627985 | PA      | $635806.41    | 0.01%             | 2039-05-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| KeySpan Gas East Corp.                          | KeySpan Gas East Corp.                                                         | CUSIP: 49338CAB9<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |  13855000 | PA      | $13547004.04  | 0.17%             | 2026-08-15      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                 | CSAIL Commercial Mortgage Trust, Series 2015-C2, Class A4                      | CUSIP: 12634NAT5<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |    985447 | PA      | $983303.55    | 0.01%             | 2057-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC            | Charter Communications Operating LLC                                           | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  35959000 | PA      | $28423732.22  | 0.35%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140GXBY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    413833 | PA      | $365739.72    | 0.00%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36241L4N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    587960 | PA      | $570481.62    | 0.01%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133A67D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1802420 | PA      | $1587919.90   | 0.02%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                           | FHLMC, Series 4474, Class HJ                                                   | CUSIP: 3137BJF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    332301 | PA      | $318803.64    | 0.00%             | 2039-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36179SWX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10637 | PA      | $9775.81      | 0.00%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AREIT Ltd.                                      | AREIT Ltd., Series 2025-CRE10, Class AS                                        | CUSIP: 00193DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  21646489 | PA      | $21479137.83  | 0.27%             | 2030-01-17      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138ETDS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1720039 | PA      | $1657421.01   | 0.02%             | 2043-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2812084 | PA      | $2441629.65   | 0.03%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XJD67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15999995 | PA      | $13306945.24  | 0.16%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                        | Benchmark Mortgage Trust, Series 2023-V3, Class A3                             | CUSIP: 08163VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4675254 | PA      | $4904971.20   | 0.06%             | 2056-07-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140H2DA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5082 | PA      | $4479.45      | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                    | Humana, Inc.                                                                   | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |  19625000 | PA      | $20097335.87  | 0.25%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140QKVG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328534 | PA      | $285719.15    | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                            | GNMA                                                                           | CUSIP: 36202F3P9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5613 | PA      | $5569.37      | 0.00%             | 2042-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133WJVP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35939 | PA      | $36175.07     | 0.00%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    828722 | PA      | $690993.87    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31403M2D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15758 | PA      | $16090.19     | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust               | GLS Auto Select Receivables Trust, Series 2023-2A, Class A2                    | CUSIP: 36269EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3418579 | PA      | $3449593.60   | 0.04%             | 2028-06-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending           | Cantor Commercial Real Estate Lending, Series 2019-CF2, Class A5               | CUSIP: 12528YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20960656 | PA      | $19306768.01  | 0.24%             | 2052-11-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3138WHBP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1407231 | PA      | $1298112.75   | 0.02%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration     | United States Small Business Administration, Series 2013-20H, Class 1          | CUSIP: 83162CVS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2138420 | PA      | $2059411.95   | 0.03%             | 2033-08-01      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31371MBH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52962 | PA      | $54558.86     | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140XDXX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98825 | PA      | $82228.65     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140APG57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    890476 | PA      | $903987.48    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133B9AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113556 | PA      | $99495.53     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 3140LQPG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    449553 | PA      | $408658.10    | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133KNZ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    214504 | PA      | $170564.31    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                        | U.S. Treasury Notes                                                            | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64200000 | PA      | $65208140.30  | 0.81%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                        | U.S. Treasury Notes                                                            | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  74000000 | PA      | $72485312.50  | 0.90%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                      | UMBS                                                                           | CUSIP: 3133BBTH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    484163 | PA      | $402659.44    | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                            | Vulcan Materials Co.                                                           | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |   9570000 | PA      | $9069734.47   | 0.11%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                             | U.S. Treasury 5 Year Note                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      3232 | NC      | $7192589.25   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                            | UMBS                                                                           | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1641921 | PA      | $1369699.79   | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                       | Chesapeake Funding II LLC, Series 2023-1A, Class A1                            | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   2917204 | PA      | $2934047.77   | 0.04%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

**Name of Applicant:** MFS Series Trust IX

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer